# EDGAR Filing Document

**Accession Number:** 0001222922
**File Stem:** 0001752724-23-049183
**Filing Date:** 2023-3
**Character Count:** 1231367
**Document Hash:** d4f6bac0d06df0a115d763befd4937c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049183.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049183

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EATON VANCE LTD DURATION INCOME FUND
- **CENTRAL INDEX KEY:** 0001222922
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21323
- **FILM NUMBER:** 23690899

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LIMITED DURATION INCOME FUND
- **DATE OF NAME CHANGE:** 20030313

## Nport-Ex

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited)

------

Asset-Backed Securities — 7.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| AIG CLO, Ltd., Series 2019-1A, Class ER, 10.629%, (3 mo. SOFR + 6.70%), 4/18/35<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877 | &nbsp;&nbsp;$2394832 |
| Alinea CLO, Ltd., Series 2018-1A, Class E, 10.243%, (3 mo. USD LIBOR + 6.00%), 7/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 846354 |
| AMMC CLO 15, Ltd., Series 2014-15A, Class ERR, 10.989%, (3 mo. USD LIBOR + 6.91%), 1/15/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 411711 |
| AMMC CLO XII, Ltd., Series 2013-12A, Class ER, 10.772%, (3 mo. USD LIBOR + 6.18%), 11/10/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1580692 |
| Ares XXXIV CLO, Ltd., Series 2015-2A, Class ER, 10.929%, (3 mo. USD LIBOR + 6.85%), 4/17/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1724804 |
| Ares XXXVR CLO, Ltd., Series 2015-35RA, Class E, 9.779%, (3 mo. USD LIBOR + 5.70%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1601034 |
| Benefit Street Partners CLO XVI, Ltd., Series 2018-16A, Class E, 10.779%, (3 mo. USD LIBOR + 6.70%), 1/17/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2734041 |
| Benefit Street Partners CLO XVII, Ltd., Series 2019-17A, Class ER, 10.429%, (3 mo. USD LIBOR + 6.35%), 7/15/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2690496 |
| Benefit Street Partners CLO XVIII, Ltd., Series 2019-18A, Class ER, 10.829%, (3 mo. USD LIBOR + 6.75%), 10/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4109562 |
| Benefit Street Partners CLO XXII, Ltd., Series 2020-22A, Class ER, 10.893%, (3 mo. SOFR + 6.93%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1746894 |
| BlueMountain CLO XXIV, Ltd., Series 2019-24A, Class ER, 11.083%, (3 mo. USD LIBOR + 6.84%), 4/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 902175 |
| BlueMountain CLO XXV, Ltd., Series 2019-25A, Class ER, 11.329%, (3 mo. USD LIBOR + 7.25%), 7/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1635232 |
| BlueMountain CLO XXVI, Ltd., Series 2019-26A, Class ER, 11.373%, (3 mo. USD LIBOR + 7.13%), 10/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2318202 |
| BlueMountain CLO XXX, Ltd., Series 2020-30A, Class ER, 10.564%, (3 mo. SOFR + 6.70%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1620546 |
| BlueMountain CLO XXXIV, Ltd., Series 2022-34A, Class E, 11.513%, (3 mo. SOFR + 7.55%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 901015 |
| BlueMountain CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-3A, Class ER, 10.556%, (3 mo. USD LIBOR + 5.95%), 11/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1576900 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class E, 10.365%, (3 mo. USD LIBOR + 5.95%), 7/30/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 766710 |
| Canyon Capital CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-2A, Class ER, 10.079%, (3 mo. USD LIBOR + 6.00%), 10/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp; 2628738 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class ER, 10.829%, (3 mo. USD LIBOR + 6.75%), 10/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 865476 |
| Carlyle CLO 17, Ltd., Series C17A, Class DR, 10.415%, (3 mo. USD LIBOR + 6.00%), 4/30/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1460728 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Carlyle Global Market Strategies CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-3A, Class DR2, 10.511%, (3 mo. USD LIBOR + 6.50%), 1/14/32<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$1668816 |
| &nbsp;&nbsp;&nbsp;Series 2014-4RA, Class D, 9.729%, (3 mo. USD LIBOR + 5.65%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 974436 |
| &nbsp;&nbsp;&nbsp;Series 2015-5A, Class DR, 10.943%, (3 mo. USD LIBOR + 6.70%), 1/20/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 806431 |
| Cedar Funding X CLO, Ltd., Series 2019-10A, Class ER, 10.743%, (3 mo. USD LIBOR + 6.50%), 10/20/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1348341 |
| Dryden Senior Loan Fund: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-41A, Class ER, 9.379%, (3 mo. USD LIBOR + 5.30%), 4/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1575632 |
| &nbsp;&nbsp;&nbsp;Series 2016-42A, Class ER, 9.629%, (3 mo. USD LIBOR + 5.55%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 807912 |
| Elmwood CLO 14, Ltd., Series 2022-1A, Class E, 10.313%, (3 mo. SOFR + 6.35%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 918355 |
| Elmwood CLO 17, Ltd., Series 2022-4A, Class E, 9.244%, (3 mo. SOFR + 7.15%), 7/17/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1856534 |
| Galaxy XIX CLO, Ltd., Series 2015-19A, Class D2R, 11.325%, (3 mo. USD LIBOR + 7.00%), 7/24/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1340245 |
| Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 10.724%, (3 mo. USD LIBOR + 6.645%), 10/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp; 2736859 |
| Galaxy XXI CLO, Ltd., Series 2015-21A, Class ER, 9.493%, (3 mo. USD LIBOR + 5.25%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 930551 |
| Galaxy XXV CLO, Ltd., Series 2018-25A, Class E, 10.308%, (3 mo. USD LIBOR + 5.95%), 10/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 875344 |
| Golub Capital Partners CLO 37B, Ltd., Series 2018-37A, Class E, 9.993%, (3 mo. USD LIBOR + 5.75%), 7/20/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2813319 |
| Golub Capital Partners CLO 50B-R, Ltd., Series 2020-50A, Class ER, 11.063%, (3 mo. SOFR + 7.10%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1723348 |
| Madison Park Funding XVII, Ltd., Series 2015-17A, Class ER, 10.778%, (3 mo. USD LIBOR + 6.50%), 7/21/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1783070 |
| Madison Park Funding XXXVI, Ltd., Series 2019-36A, Class ER, 10.914%, (3 mo. SOFR + 7.05%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2658255 |
| Madison Park Funding XXXVII, Ltd., Series 2019-37A, Class ER, 10.229%, (3 mo. USD LIBOR + 6.15%), 7/15/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3228760 |
| Neuberger Berman CLO XXII, Ltd., Series 2016-22A, Class ER, 10.139%, (3 mo. USD LIBOR + 6.06%), 10/17/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1325252 |
| Neuberger Berman Loan Advisers CLO 30, Ltd., Series 2018-30A, Class ER, 10.443%, (3 mo. USD LIBOR + 6.20%), 1/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1810294 |
| Neuberger Berman Loan Advisers CLO 31, Ltd., Series 2019-31A, Class ER, 10.743%, (3 mo. USD LIBOR + 6.50%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 931033 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Neuberger Berman Loan Advisers CLO 48, Ltd., Series 2022-48A, Class E, 10.56%, (3 mo. SOFR + 6.50%), 4/25/36<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$1766540 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811 | &nbsp;&nbsp;&nbsp;&nbsp; 3372387 |
| Palmer Square CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-2A, Class DRR, 9.929%, (3 mo. USD LIBOR + 5.85%), 10/17/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1814588 |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class D, 9.679%, (3 mo. USD LIBOR + 5.60%), 7/16/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 907038 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class DR, 11.15%, (3 mo. USD LIBOR + 6.50%), 11/14/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1805962 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class E, 10.229%, (3 mo. USD LIBOR + 6.15%), 1/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2276225 |
| RAD CLO 5, Ltd., Series 2019-5A, Class E, 11.025%, (3 mo. USD LIBOR + 6.70%), 7/24/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp; 4013696 |
| Regatta IX Funding, Ltd., Series 2017-1A, Class E, 10.079%, (3 mo. USD LIBOR + 6.00%), 4/17/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 391363 |
| Regatta XII Funding, Ltd., Series 2019-1A, Class ER, 10.429%, (3 mo. USD LIBOR + 6.35%), 10/15/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1788158 |
| Regatta XIII Funding, Ltd., Series 2018-2A, Class D, 10.029%, (3 mo. USD LIBOR + 5.95%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1623688 |
| Regatta XIV Funding, Ltd., Series 2018-3A, Class E, 10.308%, (3 mo. USD LIBOR + 5.95%), 10/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 832567 |
| Regatta XVI Funding, Ltd., Series 2019-2A, Class E, 11.079%, (3 mo. USD LIBOR + 7.00%), 1/15/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1672348 |
| Vibrant CLO IX, Ltd., Series 2018-9A, Class D, 10.493%, (3 mo. USD LIBOR + 6.25%), 7/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 714027 |
| Vibrant CLO XI, Ltd., Series 2019-11A, Class D, 11.013%, (3 mo. USD LIBOR + 6.77%), 7/20/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp; 478589 |
| Voya CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-3A, Class DR, 10.443%, (3 mo. USD LIBOR + 6.20%), 10/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2131218 |
| &nbsp;&nbsp;&nbsp;Series 2016-3A, Class DR, 10.274%, (3 mo. USD LIBOR + 6.08%), 10/18/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 992271 |
| Wellfleet CLO, Ltd., Series 2020-1A, Class D, 11.319%, (3 mo. USD LIBOR + 7.24%), 4/15/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1834118 |
| Total Asset-Backed Securities<br> (identified cost $109,149,398) |  | &nbsp;&nbsp;**$95043712** |

---

Closed-End Funds — 1.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| BlackRock Corporate High Yield Fund, Inc. | 2188579 | &nbsp;&nbsp;$19128180 |
| Total Closed-End Funds<br> (identified cost $26,062,179) |  | &nbsp;&nbsp;**$19128180** |

---

Collateralized Mortgage Obligations — 7.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 | &nbsp;&nbsp;$2589401 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 24, Class J, 6.25%, 11/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp; 14198 |
| &nbsp;&nbsp;&nbsp;Series 1497, Class K, 7.00%, 4/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp; 4779 |
| &nbsp;&nbsp;&nbsp;Series 1529, Class Z, 7.00%, 6/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp; 12959 |
| &nbsp;&nbsp;&nbsp;Series 1620, Class Z, 6.00%, 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp; 10036 |
| &nbsp;&nbsp;&nbsp;Series 1677, Class Z, 7.50%, 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp; 7260 |
| &nbsp;&nbsp;&nbsp;Series 1702, Class PZ, 6.50%, 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp; 212947 |
| &nbsp;&nbsp;&nbsp;Series 2113, Class QG, 6.00%, 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 170194 |
| &nbsp;&nbsp;&nbsp;Series 2122, Class K, 6.00%, 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp; 33864 |
| &nbsp;&nbsp;&nbsp;Series 2130, Class K, 6.00%, 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp; 23175 |
| &nbsp;&nbsp;&nbsp;Series 2167, Class BZ, 7.00%, 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 27589 |
| &nbsp;&nbsp;&nbsp;Series 2182, Class ZB, 8.00%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp; 272897 |
| &nbsp;&nbsp;&nbsp;Series 2198, Class ZA, 8.50%, 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp; 278469 |
| &nbsp;&nbsp;&nbsp;Series 2458, Class ZB, 7.00%, 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp; 385512 |
| &nbsp;&nbsp;&nbsp;Series 3762, Class SH, 1.76%, (10.00% - 1 mo. USD LIBOR x 2.00), 11/15/40<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp; 347704 |
| &nbsp;&nbsp;&nbsp;Series 4273, Class PU, 4.00%, 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263 | &nbsp;&nbsp;&nbsp;&nbsp; 1999545 |
| &nbsp;&nbsp;&nbsp;Series 4273, Class SP, 1.013%, (12.00% - 1 mo. USD LIBOR x 2.67), 11/15/43<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp; 421252 |
| &nbsp;&nbsp;&nbsp;Series 4678, Class PC, 3.00%, 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943 | &nbsp;&nbsp;&nbsp;&nbsp; 2803925 |
| &nbsp;&nbsp;&nbsp;Series 5028, Class TZ, 2.00%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp; 1477370 |
| &nbsp;&nbsp;&nbsp;Series 5035, Class AZ, 2.00%, 11/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7984 | &nbsp;&nbsp;&nbsp;&nbsp; 4220583 |
| &nbsp;&nbsp;&nbsp;Series 5083, Class SK, 0.00%, (3.867% - 30-day average SOFR x 1.33), 3/25/51<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1328748 |
| &nbsp;&nbsp;&nbsp;Series 5160, Class ZY, 3.00%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459 | &nbsp;&nbsp;&nbsp;&nbsp; 1753571 |
| Interest Only:<sup>(5)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 284, Class S6, 1.782%, (6.10% - 1 mo. USD LIBOR), 10/15/42<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp; 116609 |
| &nbsp;&nbsp;&nbsp;Series 362, Class C7, 3.50%, 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4649 | &nbsp;&nbsp;&nbsp;&nbsp; 837642 |
| &nbsp;&nbsp;&nbsp;Series 362, Class C11, 4.00%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4344 | &nbsp;&nbsp;&nbsp;&nbsp; 876415 |
| &nbsp;&nbsp;&nbsp;Series 4067, Class JI, 3.50%, 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp; 35406 |
| &nbsp;&nbsp;&nbsp;Series 4070, Class S, 1.782%, (6.10% - 1 mo. USD LIBOR), 6/15/32<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp; 190713 |
| &nbsp;&nbsp;&nbsp;Series 4088, Class EI, 3.50%, 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp; 2362 |
| &nbsp;&nbsp;&nbsp;Series 4094, Class CS, 1.682%, (6.00% - 1 mo. USD LIBOR), 8/15/42<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp; 62469 |
| &nbsp;&nbsp;&nbsp;Series 4095, Class HS, 1.782%, (6.10% - 1 mo. USD LIBOR), 7/15/32<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp; 26321 |
| &nbsp;&nbsp;&nbsp;Series 4109, Class ES, 1.832%, (6.15% - 1 mo. USD LIBOR), 12/15/41<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp; 8881 |
| &nbsp;&nbsp;&nbsp;Series 4110, Class SA, 1.332%, (5.65% - 1 mo. USD LIBOR), 9/15/42<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221 | &nbsp;&nbsp;&nbsp;&nbsp; 170579 |
| &nbsp;&nbsp;&nbsp;Series 4149, Class S, 1.932%, (6.25% - 1 mo. USD LIBOR), 1/15/33<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp; 109393 |
| &nbsp;&nbsp;&nbsp;Series 4188, Class AI, 3.50%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp; 27773 |
| &nbsp;&nbsp;&nbsp;Series 4203, Class QS, 1.932%, (6.25% - 1 mo. USD LIBOR), 5/15/43<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512 | &nbsp;&nbsp;&nbsp;&nbsp; 169345 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 4408, Class IP, 3.50%, 4/15/44 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;$207078 |
| &nbsp;&nbsp;&nbsp;Series 4435, Class BI, 3.50%, 7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 | &nbsp;&nbsp;&nbsp;&nbsp; 509898 |
| &nbsp;&nbsp;&nbsp;Series 4629, Class QI, 3.50%, 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp; 249556 |
| &nbsp;&nbsp;&nbsp;Series 4644, Class TI, 3.50%, 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp; 205818 |
| &nbsp;&nbsp;&nbsp;Series 4667, Class PI, 3.50%, 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 |
| &nbsp;&nbsp;&nbsp;Series 4744, Class IO, 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2257 | &nbsp;&nbsp;&nbsp;&nbsp; 433835 |
| &nbsp;&nbsp;&nbsp;Series 4749, Class IL, 4.00%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp; 192561 |
| &nbsp;&nbsp;&nbsp;Series 4793, Class SD, 1.882%, (6.20% - 1 mo. USD LIBOR), 6/15/48<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 | &nbsp;&nbsp;&nbsp;&nbsp; 506882 |
| &nbsp;&nbsp;&nbsp;Series 4966, Class SY, 1.661%, (6.05% - 1 mo. USD LIBOR), 4/25/50<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12159 | &nbsp;&nbsp;&nbsp;&nbsp; 1399995 |
| Principal Only:<sup>(6)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 242, Class PO, 0.00%, 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp; 1591314 |
| &nbsp;&nbsp;&nbsp;Series 259, Class PO, 0.00%, 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp; 979510 |
| &nbsp;&nbsp;&nbsp;Series 3606, Class PO, 0.00%, 12/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp; 1037785 |
| &nbsp;&nbsp;&nbsp;Series 4417, Class KO, 0.00%, 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp; 116649 |
| &nbsp;&nbsp;&nbsp;Series 4478, Class PO, 0.00%, 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp; 453091 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series G93-35, Class ZQ, 6.50%, 11/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp; 160945 |
| &nbsp;&nbsp;&nbsp;Series G93-40, Class H, 6.40%, 12/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp; 36219 |
| &nbsp;&nbsp;&nbsp;Series 1993-16, Class Z, 7.50%, 2/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp; 536 |
| &nbsp;&nbsp;&nbsp;Series 1993-22, Class PM, 7.40%, 2/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp; 568 |
| &nbsp;&nbsp;&nbsp;Series 1993-25, Class J, 7.50%, 3/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 2218 |
| &nbsp;&nbsp;&nbsp;Series 1993-30, Class PZ, 7.50%, 3/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 2237 |
| &nbsp;&nbsp;&nbsp;Series 1993-42, Class ZQ, 6.75%, 4/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp; 7363 |
| &nbsp;&nbsp;&nbsp;Series 1993-56, Class PZ, 7.00%, 5/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 2334 |
| &nbsp;&nbsp;&nbsp;Series 1993-156, Class ZB, 7.00%, 9/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 4032 |
| &nbsp;&nbsp;&nbsp;Series 1994-45, Class Z, 6.50%, 2/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp; 38409 |
| &nbsp;&nbsp;&nbsp;Series 1994-89, Class ZQ, 8.00%, 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; 75914 |
| &nbsp;&nbsp;&nbsp;Series 1996-57, Class Z, 7.00%, 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp; 117312 |
| &nbsp;&nbsp;&nbsp;Series 1997-77, Class Z, 7.00%, 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp; 70173 |
| &nbsp;&nbsp;&nbsp;Series 1998-44, Class ZA, 6.50%, 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp; 82665 |
| &nbsp;&nbsp;&nbsp;Series 1999-45, Class ZG, 6.50%, 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp; 23719 |
| &nbsp;&nbsp;&nbsp;Series 2000-22, Class PN, 6.00%, 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp; 310132 |
| &nbsp;&nbsp;&nbsp;Series 2002-1, Class G, 7.00%, 7/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 4132 |
| &nbsp;&nbsp;&nbsp;Series 2002-21, Class PE, 6.50%, 4/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp; 222798 |
| &nbsp;&nbsp;&nbsp;Series 2005-75, Class CS, 6.645%, (24.20% - 1 mo. USD LIBOR x 4.00), 9/25/35<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp; 681905 |
| &nbsp;&nbsp;&nbsp;Series 2007-74, Class AC, 5.00%, 8/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 | &nbsp;&nbsp;&nbsp;&nbsp; 2388533 |
| &nbsp;&nbsp;&nbsp;Series 2011-49, Class NT, 6.00%, (66.00% - 1 mo. USD LIBOR x 10.00, Cap 6.00%), 6/25/41<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp; 222958 |
| &nbsp;&nbsp;&nbsp;Series 2011-109, Class PE, 3.00%, 8/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp; 149749 |
| &nbsp;&nbsp;&nbsp;Series 2012-134, Class ZT, 2.00%, 12/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp; 1073140 |
| &nbsp;&nbsp;&nbsp;Series 2013-6, Class TA, 1.50%, 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp; 1222636 |
| &nbsp;&nbsp;&nbsp;Series 2013-67, Class NF, 5.00%, (1 mo. USD LIBOR + 1.00%), 7/25/43<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp;&nbsp;&nbsp; 898168 |
| &nbsp;&nbsp;&nbsp;Series 2014-64, Class PA, 3.00%, 3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp; 61615 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-15, Class LE, 3.00%, 6/25/46 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;$619893 |
| &nbsp;&nbsp;&nbsp;Series 2017-48, Class LG, 2.75%, 5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp; 1249839 |
| Interest Only:<sup>(5)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2011-101, Class IC, 3.50%, 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp; 71251 |
| &nbsp;&nbsp;&nbsp;Series 2011-101, Class IE, 3.50%, 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp; 22460 |
| &nbsp;&nbsp;&nbsp;Series 2012-33, Class CI, 3.50%, 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp; 32585 |
| &nbsp;&nbsp;&nbsp;Series 2012-118, Class IN, 3.50%, 11/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp; 624306 |
| &nbsp;&nbsp;&nbsp;Series 2012-124, Class IO, 0.02%, 11/25/42<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp; 62337 |
| &nbsp;&nbsp;&nbsp;Series 2012-125, Class IG, 3.50%, 11/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;&nbsp;&nbsp; 2143825 |
| &nbsp;&nbsp;&nbsp;Series 2012-150, Class SK, 1.761%, (6.15% - 1 mo. USD LIBOR), 1/25/43<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857 | &nbsp;&nbsp;&nbsp;&nbsp; 194049 |
| &nbsp;&nbsp;&nbsp;Series 2013-12, Class SP, 1.261%, (5.65% - 1 mo. USD LIBOR), 11/25/41<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp; 7594 |
| &nbsp;&nbsp;&nbsp;Series 2013-15, Class DS, 1.811%, (6.20% - 1 mo. USD LIBOR), 3/25/33<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4453 | &nbsp;&nbsp;&nbsp;&nbsp; 284589 |
| &nbsp;&nbsp;&nbsp;Series 2013-16, Class SY, 1.761%, (6.15% - 1 mo. USD LIBOR), 3/25/43<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp; 140905 |
| &nbsp;&nbsp;&nbsp;Series 2013-54, Class HS, 1.911%, (6.30% - 1 mo. USD LIBOR), 10/25/41<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp; 896 |
| &nbsp;&nbsp;&nbsp;Series 2013-64, Class PS, 1.861%, (6.25% - 1 mo. USD LIBOR), 4/25/43<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp; 96248 |
| &nbsp;&nbsp;&nbsp;Series 2013-75, Class SC, 1.861%, (6.25% - 1 mo. USD LIBOR), 7/25/42<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp; 48771 |
| &nbsp;&nbsp;&nbsp;Series 2014-32, Class EI, 4.00%, 6/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp; 62278 |
| &nbsp;&nbsp;&nbsp;Series 2014-55, Class IN, 3.50%, 7/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp; 168540 |
| &nbsp;&nbsp;&nbsp;Series 2014-89, Class IO, 3.50%, 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp; 232331 |
| &nbsp;&nbsp;&nbsp;Series 2015-52, Class MI, 3.50%, 7/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp; 187814 |
| &nbsp;&nbsp;&nbsp;Series 2018-21, Class IO, 3.00%, 4/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4151 | &nbsp;&nbsp;&nbsp;&nbsp; 753335 |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class AS, 1.611%, (6.00% - 1 mo. USD LIBOR), 2/25/49<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6573 | &nbsp;&nbsp;&nbsp;&nbsp; 441377 |
| &nbsp;&nbsp;&nbsp;Series 2019-33, Class SK, 1.661%, (6.05% - 1 mo. USD LIBOR), 7/25/49<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 | &nbsp;&nbsp;&nbsp;&nbsp; 392571 |
| &nbsp;&nbsp;&nbsp;Series 2020-23, Class SP, 1.661%, (6.05% - 1 mo. USD LIBOR), 2/25/50<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3806 | &nbsp;&nbsp;&nbsp;&nbsp; 441112 |
| Principal Only:<sup>(6)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 379, Class 1, 0.00%, 5/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp; 965608 |
| &nbsp;&nbsp;&nbsp;Series 2006-8, Class WQ, 0.00%, 3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp; 1699441 |
| Federal National Mortgage Association Connecticut Avenue Securities, Series 2019-R04, Class 2B1, 9.639%, (1 mo. USD LIBOR + 5.25%), 6/25/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268 | &nbsp;&nbsp;&nbsp;&nbsp; 4414727 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-121, Class DF, 4.853%, (1 mo. USD LIBOR + 0.50%), 8/20/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp; 3362054 |
| &nbsp;&nbsp;&nbsp;Series 2017-137, Class AF, 4.853%, (1 mo. USD LIBOR + 0.50%), 9/20/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827 | &nbsp;&nbsp;&nbsp;&nbsp; 1774558 |
| &nbsp;&nbsp;&nbsp;Series 2018-6, Class JZ, 4.00%, 1/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 | &nbsp;&nbsp;&nbsp;&nbsp; 4888997 |
| &nbsp;&nbsp;&nbsp;Series 2021-160, Class NZ, 3.00%, 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp; 944371 |
| &nbsp;&nbsp;&nbsp;Series 2021-165, Class MZ, 2.50%, 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9038 | &nbsp;&nbsp;&nbsp;&nbsp; 6545634 |
| &nbsp;&nbsp;&nbsp;Series 2022-189, Class US, 8.706%, (22.733% - 30-day average SOFR x 3.67), 11/20/52<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4774 | &nbsp;&nbsp;&nbsp;&nbsp; 4919141 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only:<sup>(5)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-104, Class SD, 1.847%, (6.20% - 1 mo. USD LIBOR), 7/20/47<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;$275508 |
| &nbsp;&nbsp;&nbsp;Series 2020-151, Class AI, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12293 | &nbsp;&nbsp;&nbsp;&nbsp; 1527793 |
| &nbsp;&nbsp;&nbsp;Series 2020-154, Class PI, 2.50%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11230 | &nbsp;&nbsp;&nbsp;&nbsp; 1489469 |
| &nbsp;&nbsp;&nbsp;Series 2020-176, Class HI, 2.50%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13095 | &nbsp;&nbsp;&nbsp;&nbsp; 1748905 |
| &nbsp;&nbsp;&nbsp;Series 2021-131, Class QI, 3.00%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11182 | &nbsp;&nbsp;&nbsp;&nbsp; 1344703 |
| &nbsp;&nbsp;&nbsp;Series 2021-193, Class IU, 3.00%, 11/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23271 | &nbsp;&nbsp;&nbsp;&nbsp; 3035050 |
| &nbsp;&nbsp;&nbsp;Series 2021-209, Class IW, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15308 | &nbsp;&nbsp;&nbsp;&nbsp; 1919807 |
| Total Collateralized Mortgage Obligations<br> (identified cost $129,686,881) |  | &nbsp;&nbsp;**$85910980** |

---

Commercial Mortgage-Backed Securities — 6.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM, 3.719%, 11/5/32<sup>(1)(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;$684211 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.719%, 11/5/32<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3505 | &nbsp;&nbsp;&nbsp;&nbsp; 2414752 |
| BBCMS Mortgage Trust, Series 2017-C1, Class D, 3.544%, 2/15/50<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1631161 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class C, 5.418%, (1 mo. USD LIBOR + 1.10%), 9/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1882470 |
| BX Trust, Series 2018-EXCL, Class C, 6.293%, (1 mo. USD LIBOR + 1.975%), 9/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp; 298756 |
| CFCRE Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-C3, Class C, 4.753%, 1/10/48<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1113214 |
| &nbsp;&nbsp;&nbsp;Series 2016-C3, Class D, 3.052%, 1/10/48<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 2565931 |
| &nbsp;&nbsp;&nbsp;Series 2016-C7, Class D, 4.386%, 12/10/54<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp; 1249500 |
| CGMS Commercial Mortgage Trust, Series 2015-P1, Class D, 3.225%, 9/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 904358 |
| COMM Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-CR11, Class D, 5.118%, 8/10/50<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp; 7071698 |
| &nbsp;&nbsp;&nbsp;Series 2014-CR21, Class C, 4.418%, 12/10/47<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1798015 |
| &nbsp;&nbsp;&nbsp;Series 2015-CR22, Class D, 4.071%, 3/10/48<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp; 3535449 |
| CSMC Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-NXSR, Class C, 4.448%, 12/15/49<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp; 2153440 |
| &nbsp;&nbsp;&nbsp;Series 2016-NXSR, Class D, 4.448%, 12/15/49<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 1959643 |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class M10, 7.639%, (1 mo. USD LIBOR + 3.25%), 10/25/49<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp; 1439293 |
| &nbsp;&nbsp;&nbsp;Series 2020-01, Class M10, 8.139%, (1 mo. USD LIBOR + 3.75%), 3/25/50<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1854790 |
| JPMBB Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C22, Class D, 4.547%, 9/15/47<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5276 | &nbsp;&nbsp;&nbsp;&nbsp; 3926834 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| JPMBB Commercial Mortgage Securities Trust: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C23, Class D, 3.984%, 9/15/47<sup>(1)(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;$2976360 |
| &nbsp;&nbsp;&nbsp;Series 2014-C25, Class D, 3.936%, 11/15/47<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 3028703 |
| &nbsp;&nbsp;&nbsp;Series 2015-C29, Class D, 3.684%, 5/15/48<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1462969 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-C13, Class D, 4.122%, 1/15/46<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2880928 |
| &nbsp;&nbsp;&nbsp;Series 2013-C16, Class D, 5.008%, 12/15/46<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3303606 |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class B, 3.771%, 6/10/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 517123 |
| &nbsp;&nbsp;&nbsp;Series 2021-MHC, Class C, 5.618%, (1 mo. USD LIBOR + 1.30%), 4/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1825028 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class C, 5.669%, (1 mo. USD LIBOR + 1.35%), 4/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2015112 |
| Morgan Stanley Bank of America Merrill Lynch Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-C23, Class D, 4.142%, 7/15/50<sup>(1)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp; 2265320 |
| &nbsp;&nbsp;&nbsp;Series 2016-C29, Class D, 3.00%, 5/15/49<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 | &nbsp;&nbsp;&nbsp;&nbsp; 2659293 |
| &nbsp;&nbsp;&nbsp;Series 2016-C32, Class D, 3.396%, 12/15/49<sup>(1)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1157220 |
| Morgan Stanley Capital I Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-UBS12, Class D, 3.312%, 12/15/49<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4489 | &nbsp;&nbsp;&nbsp;&nbsp; 2385745 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class C, 7.618%, (1 mo. USD LIBOR + 3.30%), 5/15/36<sup>(1)(2)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp; 1710214 |
| UBS Commercial Mortgage Trust, Series 2012-C1, Class D, 6.446%, 5/10/45<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 383551 |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class D, 4.304%, 4/10/46<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp; 3655574 |
| VMC Finance, LLC, Series 2021-HT1, Class B, 8.839%, (1 mo. USD LIBOR + 4.50%), 1/18/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 5627959 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-LC12, Class D, 4.296%, 7/15/46<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 1044713 |
| &nbsp;&nbsp;&nbsp;Series 2015-C31, Class D, 3.852%, 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp; 2002875 |
| &nbsp;&nbsp;&nbsp;Series 2016-C35, Class D, 3.142%, 7/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp; 1340903 |
| &nbsp;&nbsp;&nbsp;Series 2016-C36, Class D, 2.942%, 11/15/59<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 910714 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $90,637,723) |  | &nbsp;&nbsp;**$79637425** |

---

Common Stocks — 0.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 0.0%<sup>(9)</sup> | Aerospace and Defense — 0.0%<sup>(9)</sup> | Aerospace and Defense — 0.0%<sup>(9)</sup> |
| IAP Global Services, LLC<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;$132332 |
|  |  | &nbsp;&nbsp;**$132332** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Containers and Glass Products — 0.2% | Containers and Glass Products — 0.2% | Containers and Glass Products — 0.2% |
| LG Newco Holdco, Inc.<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;166175 | &nbsp;&nbsp;$1703294 |
|  |  | &nbsp;&nbsp;**$1703294** |
| Electronics/Electrical — 0.0%<sup>(9)</sup> | Electronics/Electrical — 0.0%<sup>(9)</sup> | Electronics/Electrical — 0.0%<sup>(9)</sup> |
| Riverbed Technology, Inc.<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21990 | &nbsp;&nbsp;$11050 |
| Skillsoft Corp.<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;143062 | &nbsp;&nbsp;&nbsp;&nbsp; 185981 |
|  |  | &nbsp;&nbsp;**$197031** |
| Health Care — 0.0% | Health Care — 0.0% | Health Care — 0.0% |
| Akorn Holding Company, LLC, Class A<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42374 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Investment Companies — 0.0%<sup>(9)</sup> | Investment Companies — 0.0%<sup>(9)</sup> | Investment Companies — 0.0%<sup>(9)</sup> |
| Aegletes B.V.<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11215 | &nbsp;&nbsp;$210982 |
|  |  | &nbsp;&nbsp;**$210982** |
| Nonferrous Metals/Minerals — 0.0%<sup>(9)</sup> | Nonferrous Metals/Minerals — 0.0%<sup>(9)</sup> | Nonferrous Metals/Minerals — 0.0%<sup>(9)</sup> |
| ACNR Holdings, Inc., Class A<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818 | &nbsp;&nbsp;$391345 |
|  |  | &nbsp;&nbsp;**$391345** |
| Oil and Gas — 0.1% | Oil and Gas — 0.1% | Oil and Gas — 0.1% |
| AFG Holdings, Inc.<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29751 | &nbsp;&nbsp;$86575 |
| McDermott International, Ltd.<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93940 | &nbsp;&nbsp;&nbsp;&nbsp; 44622 |
| Nine Point Energy Holdings, Inc.<sup>(10)(11)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29787 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| QuarterNorth Energy, Inc.<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3814 | &nbsp;&nbsp;&nbsp;&nbsp; 524425 |
|  |  | &nbsp;&nbsp;**$655622** |
| Radio and Television — 0.1% | Radio and Television — 0.1% | Radio and Television — 0.1% |
| Clear Channel Outdoor Holdings, Inc.<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74443 | &nbsp;&nbsp;$78165 |
| Cumulus Media, Inc., Class A<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50522 | &nbsp;&nbsp;&nbsp;&nbsp; 313742 |
| iHeartMedia, Inc., Class A<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31657 | &nbsp;&nbsp;&nbsp;&nbsp; 194057 |
|  |  | &nbsp;&nbsp;**$585964** |
| Retailers (Except Food and Drug) — 0.0%<sup>(9)</sup> | Retailers (Except Food and Drug) — 0.0%<sup>(9)</sup> | Retailers (Except Food and Drug) — 0.0%<sup>(9)</sup> |
| David's Bridal, LLC<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40851 | &nbsp;&nbsp;$0 |
| Phillips Pet Holding Corp.<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp; 38330 |
|  |  | &nbsp;&nbsp;**$38330** |
| Telecommunications — 0.0%<sup>(9)</sup> | Telecommunications — 0.0%<sup>(9)</sup> | Telecommunications — 0.0%<sup>(9)</sup> |
| GEE Acquisition Holdings Corp.<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37259 | &nbsp;&nbsp;$342410 |
|  |  | &nbsp;&nbsp;**$342410** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Utilities — 0.0%<sup>(9)</sup> | Utilities — 0.0%<sup>(9)</sup> | Utilities — 0.0%<sup>(9)</sup> |
| Longview Intermediate Holdings, LLC, Class A<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10730 | &nbsp;&nbsp;$155585 |
|  |  | &nbsp;&nbsp;**$155585** |
| Total Common Stocks<br> (identified cost $9,157,126) |  | &nbsp;&nbsp;**$4412895** |

---

Convertible Bonds — 0.0%<sup>(9)</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Technology — 0.0%<sup>(9)</sup> | Technology — 0.0%<sup>(9)</sup> | Technology — 0.0%<sup>(9)</sup> |
| 1Life Healthcare, Inc., 3.00%, 6/15/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;$599811 |
| Total Convertible Bonds<br> (identified cost $562,596) |  | &nbsp;&nbsp;**$599811** |

---

Convertible Preferred Stocks — 0.0%<sup>(9)</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Electronics/Electrical — 0.0%<sup>(9)</sup> | Electronics/Electrical — 0.0%<sup>(9)</sup> | Electronics/Electrical — 0.0%<sup>(9)</sup> |
| Riverbed Technology, Inc., Series A, 6.50%, (1.50% cash, 5.00% PIK)<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7179 | &nbsp;&nbsp;$5421 |
|  |  | &nbsp;&nbsp;**$5421** |
| Oil and Gas — 0.0% | Oil and Gas — 0.0% | Oil and Gas — 0.0% |
| Nine Point Energy Holdings, Inc., Series A, 12.00%, (PIK)<sup>(10)(11)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Total Convertible Preferred Stocks<br> (identified cost $770,385) |  | &nbsp;&nbsp;**$5421** |

---

Corporate Bonds — 52.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 1.1% | Aerospace and Defense — 1.1% | Aerospace and Defense — 1.1% |
| Bombardier, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;$715417 |
| &nbsp;&nbsp;&nbsp;7.875%, 4/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp; 772769 |
| Moog, Inc., 4.25%, 12/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp; 885018 |
| Rolls-Royce PLC, 5.75%, 10/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 | &nbsp;&nbsp;&nbsp;&nbsp; 2818500 |
| Spirit AeroSystems, Inc., 9.375%, 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp; 1042357 |
| TransDigm UK Holdings PLC, 6.875%, 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp; 709096 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense (continued) | Aerospace and Defense (continued) | Aerospace and Defense (continued) | Aerospace and Defense (continued) |
| TransDigm, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 11/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp;$2401636 |
| &nbsp;&nbsp;&nbsp;6.25%, 3/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp; 2380043 |
| &nbsp;&nbsp;&nbsp;7.50%, 3/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp; 1845218 |
|  |  |  | &nbsp;&nbsp;**$13570054** |
| Agriculture — 0.2% | Agriculture — 0.2% | Agriculture — 0.2% | Agriculture — 0.2% |
| Darling Ingredients, Inc., 6.00%, 6/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;$873134 |
| Imperial Brands Finance PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 7/26/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 286974 |
| &nbsp;&nbsp;&nbsp;6.125%, 7/27/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 473479 |
| Philip Morris International, Inc., 5.125%, 11/17/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 756806 |
|  |  |  | &nbsp;&nbsp;**$2390393** |
| Air Transport — 0.9% | Air Transport — 0.9% | Air Transport — 0.9% | Air Transport — 0.9% |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 4/20/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;$2912363 |
| &nbsp;&nbsp;&nbsp;5.75%, 4/20/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp; 1787565 |
| Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp; 956574 |
| Deutsche Lufthansa AG: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 2/11/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 202315 |
| &nbsp;&nbsp;&nbsp;3.00%, 5/29/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 96968 |
| &nbsp;&nbsp;&nbsp;3.50%, 7/14/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 91310 |
| Gatwick Airport Finance PLC, 4.375%, 4/7/26<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 328240 |
| Heathrow Finance PLC, 4.75% to 12/1/23, 3/1/24<sup>(3)(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp; 265591 |
| Mileage Plus Holdings, LLC/Mileage Plus Intellectual Property Assets, Ltd., 6.50%, 6/20/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176 | &nbsp;&nbsp;&nbsp;&nbsp; 2168509 |
| United Airlines, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 4/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp; 775403 |
| &nbsp;&nbsp;&nbsp;4.625%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276 | &nbsp;&nbsp;&nbsp;&nbsp; 1113247 |
|  |  |  | &nbsp;&nbsp;**$10698085** |
| Airlines — 0.2% | Airlines — 0.2% | Airlines — 0.2% | Airlines — 0.2% |
| Air Canada: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 8/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639 | &nbsp;&nbsp;$2341935 |
| &nbsp;&nbsp;&nbsp;4.625%, 8/15/29<sup>(1)</sup> | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp; 464122 |
|  |  |  | &nbsp;&nbsp;**$2806057** |
| Auto Components — 0.4% | Auto Components — 0.4% | Auto Components — 0.4% | Auto Components — 0.4% |
| Daimler Truck Finance North America, LLC, 2.00%, 12/14/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;$485351 |
| General Motors Financial Co., Inc., 1.50%, 6/10/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp; 978328 |
| Hyundai Capital America, 1.30%, 1/8/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp; 744281 |
| Mercedes-Benz Finance North America, LLC, 3.30%, 5/19/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 962797 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Auto Components (continued) | Auto Components (continued) | Auto Components (continued) | Auto Components (continued) |
| Volkswagen Group of America Finance, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.875%, 11/22/23<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;$938178 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/24/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp; 468554 |
|  |  |  | &nbsp;&nbsp;**$4577489** |
| Automotive — 1.8% | Automotive — 1.8% | Automotive — 1.8% | Automotive — 1.8% |
| Adient Global Holdings, Ltd., 3.50%, 8/15/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;$128753 |
| Allison Transmission, Inc., 3.75%, 1/30/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp; 350917 |
| Asbury Automotive Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp; 432036 |
| &nbsp;&nbsp;&nbsp;4.75%, 3/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp; 949948 |
| &nbsp;&nbsp;&nbsp;5.00%, 2/15/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp; 178808 |
| Clarios Global, L.P., 4.375%, 5/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 496301 |
| Clarios Global, L.P./Clarios U.S. Finance Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 5/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 | &nbsp;&nbsp;&nbsp;&nbsp; 1472359 |
| &nbsp;&nbsp;&nbsp;6.75%, 5/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp; 433629 |
| &nbsp;&nbsp;&nbsp;8.50%, 5/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 | &nbsp;&nbsp;&nbsp;&nbsp; 2430734 |
| Faurecia S.E.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.375%, 6/15/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 162698 |
| &nbsp;&nbsp;&nbsp;2.75%, 2/15/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 181419 |
| &nbsp;&nbsp;&nbsp;3.75%, 6/15/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp; 237521 |
| Ford Motor Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 2/12/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp; 2123614 |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp; 917341 |
| &nbsp;&nbsp;&nbsp;7.45%, 7/16/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp; 468136 |
| &nbsp;&nbsp;&nbsp;9.625%, 4/22/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp; 227734 |
| Goodyear Tire & Rubber Co. (The): |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 7/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1717684 |
| &nbsp;&nbsp;&nbsp;5.25%, 7/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp; 1357481 |
| IHO Verwaltungs GmbH, 6.375%, (6.375% cash or 7.125% PIK), 5/15/29<sup>(1)(15)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 169365 |
| Jaguar Land Rover Automotive PLC, 2.20%, 1/15/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 102105 |
| Lithia Motors, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 6/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp; 536134 |
| &nbsp;&nbsp;&nbsp;4.375%, 1/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 | &nbsp;&nbsp;&nbsp;&nbsp; 1382885 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp; 464481 |
| Real Hero Merger Sub 2, Inc., 6.25%, 2/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp; 746552 |
| Renault S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 6/24/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 288515 |
| &nbsp;&nbsp;&nbsp;2.375%, 5/25/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 96602 |
| &nbsp;&nbsp;&nbsp;2.50%, 6/2/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 186763 |
| Schaeffler AG, 3.375%, 10/12/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 280476 |
| Sonic Automotive, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp; 1040204 |
| &nbsp;&nbsp;&nbsp;4.875%, 11/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 | &nbsp;&nbsp;&nbsp;&nbsp; 851303 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Automotive (continued) | Automotive (continued) | Automotive (continued) | Automotive (continued) |
| TI Automotive Finance PLC, 3.75%, 4/15/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;$168477 |
| Volkswagen International Finance N.V., 3.875% to 6/17/29<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 178231 |
| Wheel Pros, Inc., 6.50%, 5/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp; 463275 |
| ZF North America Capital, Inc., 4.75%, 4/29/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 189367 |
|  |  |  | &nbsp;&nbsp;**$21411848** |
| Banks — 0.9% | Banks — 0.9% | Banks — 0.9% | Banks — 0.9% |
| Banque Federative du Credit Mutuel S.A., 2.375%, 11/21/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;$969833 |
| Canadian Imperial Bank of Commerce, 3.30%, 4/7/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 480224 |
| Citizens Bank NA/Providence RI, 6.064% to 10/24/24, 10/24/25<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 708394 |
| Credit Suisse Group AG, 6.442% to 8/11/27, 8/11/28<sup>(1)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp; 934968 |
| Deutsche Bank AG/New York NY, 0.962%, 11/8/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp; 938398 |
| Discover Bank, 2.45%, 9/12/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 946529 |
| Federation des Caisses Desjardins du Quebec, 4.55%, 8/23/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 962292 |
| Intesa Sanpaolo SpA, 7.00%, 11/21/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp; 944399 |
| National Bank of Canada, 0.55% to 11/15/23, 11/15/24<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 957441 |
| NatWest Group PLC, 7.472% to 11/10/25, 11/10/26<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp; 598983 |
| Santander UK Group Holdings PLC, 6.833% to 11/21/25, 11/21/26<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1926628 |
| Toronto-Dominion Bank (The), 8.125% to 10/31/27, 10/31/82<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 469125 |
|  |  |  | &nbsp;&nbsp;**$10837214** |
| Banks and Thrifts — 0.9% | Banks and Thrifts — 0.9% | Banks and Thrifts — 0.9% | Banks and Thrifts — 0.9% |
| American Express Co., 2.55%, 3/4/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;$478367 |
| BankUnited, Inc., 5.125%, 6/11/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp; 424408 |
| BPCE S.A., 5.15%, 7/21/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp; 930533 |
| Capital One Financial Corp., 3.273% to 3/1/29, 3/1/30<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp; 338477 |
| Development Bank of Kazakhstan JSC, 2.95%, 5/6/31<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp; 993136 |
| HSBC Holdings PLC, 7.39% to 11/3/27, 11/3/28<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp; 1421182 |
| SVB Financial Group, 4.10% to 2/15/31<sup>(16)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp; 1114230 |
| Swedbank AB, 3.356%, 4/4/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp; 937924 |
| Synchrony Bank, 5.625%, 8/23/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1952133 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1333130 |
| United Overseas Bank, Ltd., 3.863% to 10/7/27, 10/7/32<sup>(1)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp; 633226 |
|  |  |  | &nbsp;&nbsp;**$10556746** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Beverage and Tobacco — 0.2% | Beverage and Tobacco — 0.2% | Beverage and Tobacco — 0.2% | Beverage and Tobacco — 0.2% |
| BAT Capital Corp., 3.557%, 8/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;$960908 |
| JDE Peet's NV, 0.80%, 9/24/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 731184 |
| PepsiCo, Inc., 3.60%, 3/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 444671 |
|  |  |  | &nbsp;&nbsp;**$2136763** |
| Biotechnology — 0.0%<sup>(9)</sup> | Biotechnology — 0.0%<sup>(9)</sup> | Biotechnology — 0.0%<sup>(9)</sup> | Biotechnology — 0.0%<sup>(9)</sup> |
| Royalty Pharma PLC, 1.20%, 9/2/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;$470346 |
|  |  |  | &nbsp;&nbsp;**$470346** |
| Brokerage/Securities Dealers/Investment Houses — 0.2% | Brokerage/Securities Dealers/Investment Houses — 0.2% | Brokerage/Securities Dealers/Investment Houses — 0.2% | Brokerage/Securities Dealers/Investment Houses — 0.2% |
| Bread Financial Holdings, Inc., 4.75%, 12/15/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 | &nbsp;&nbsp;$1684251 |
| Intrum AB: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 7/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 180779 |
| &nbsp;&nbsp;&nbsp;4.875%, 8/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 122205 |
| &nbsp;&nbsp;&nbsp;9.25%, 3/15/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 106108 |
|  |  |  | &nbsp;&nbsp;**$2093343** |
| Building and Development — 1.9% | Building and Development — 1.9% | Building and Development — 1.9% | Building and Development — 1.9% |
| Brookfield Property REIT, Inc./BPR Cumulus, LLC/BPR Nimbus, LLC/GGSI Sellco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 4/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;$1230736 |
| &nbsp;&nbsp;&nbsp;5.75%, 5/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp; 1068059 |
| Builders FirstSource, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 2/1/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp; 1720838 |
| &nbsp;&nbsp;&nbsp;5.00%, 3/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp; 963164 |
| Greystar Real Estate Partners, LLC, 5.75%, 12/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp; 1366646 |
| HT Troplast GmbH, 9.25%, 7/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp; 309215 |
| James Hardie International Finance DAC, 3.625%, 10/1/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 401395 |
| KB Home: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 6/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp; 69241 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp; 484384 |
| Masonite International Corp., 5.375%, 2/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp; 528008 |
| MIWD Holdco II, LLC/MIWD Finance Corp., 5.50%, 2/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;&nbsp; 916270 |
| Oscar AcquisitionCo, LLC/Oscar Finance, Inc., 9.50%, 4/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp; 603926 |
| Patrick Industries, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 5/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp; 986753 |
| &nbsp;&nbsp;&nbsp;7.50%, 10/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp; 219271 |
| PGT Innovations, Inc., 4.375%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp; 893860 |
| Smyrna Ready Mix Concrete, LLC, 6.00%, 11/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078 | &nbsp;&nbsp;&nbsp;&nbsp; 2760320 |
| SRS Distribution, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 876868 |
| &nbsp;&nbsp;&nbsp;6.125%, 7/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp; 967735 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Building and Development (continued) | Building and Development (continued) | Building and Development (continued) | Building and Development (continued) |
| Standard Industries, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/21/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;$689920 |
| &nbsp;&nbsp;&nbsp;3.375%, 1/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 | &nbsp;&nbsp;&nbsp;&nbsp; 1232997 |
| &nbsp;&nbsp;&nbsp;4.375%, 7/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 | &nbsp;&nbsp;&nbsp;&nbsp; 1453460 |
| &nbsp;&nbsp;&nbsp;5.00%, 2/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp; 422368 |
| Taylor Morrison Communities, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 1/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 | &nbsp;&nbsp;&nbsp;&nbsp; 996233 |
| &nbsp;&nbsp;&nbsp;5.875%, 6/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 | &nbsp;&nbsp;&nbsp;&nbsp; 777168 |
| Victoria PLC, 3.625%, 8/24/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp; 427776 |
| White Cap Buyer, LLC, 6.875%, 10/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp; 380457 |
| White Cap Parent, LLC, 8.25%, (8.25% cash or 9.00% PIK), 3/15/26<sup>(1)(15)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp; 598226 |
|  |  |  | &nbsp;&nbsp;**$23345294** |
| Business Equipment and Services — 0.8% | Business Equipment and Services — 0.8% | Business Equipment and Services — 0.8% | Business Equipment and Services — 0.8% |
| Adtalem Global Education, Inc., 5.50%, 3/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;$1540280 |
| Allied Universal Holdco, LLC/Allied Universal Finance Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 7/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 | &nbsp;&nbsp;&nbsp;&nbsp; 2240378 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp; 1001228 |
| Allied Universal Holdco, LLC/Allied Universal Finance Corp./Atlas Luxco 4 S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 6/1/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 170638 |
| &nbsp;&nbsp;&nbsp;4.625%, 6/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp; 630145 |
| &nbsp;&nbsp;&nbsp;4.625%, 6/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp; 454462 |
| &nbsp;&nbsp;&nbsp;4.875%, 6/1/28<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 95840 |
| CDW, LLC/CDW Finance Corp., 3.276%, 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp; 383542 |
| GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.125%, 7/31/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp; 2480205 |
| &nbsp;&nbsp;&nbsp;7.125%, 7/31/26<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 336984 |
| Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 7/30/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp; 267077 |
| Techem Verwaltungsgesellschaft 675 mbH, 2.00%, 7/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 296167 |
|  |  |  | &nbsp;&nbsp;**$9896946** |
| Cable and Satellite Television — 1.5% | Cable and Satellite Television — 1.5% | Cable and Satellite Television — 1.5% | Cable and Satellite Television — 1.5% |
| Altice France S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 7/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;$576422 |
| &nbsp;&nbsp;&nbsp;5.50%, 1/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp; 660412 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/1/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 93781 |
| CCO Holdings, LLC/CCO Holdings Capital Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 2/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263 | &nbsp;&nbsp;&nbsp;&nbsp; 1820357 |
| &nbsp;&nbsp;&nbsp;4.50%, 8/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp; 1772797 |
| &nbsp;&nbsp;&nbsp;4.50%, 5/1/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp; 615200 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Cable and Satellite Television (continued) | Cable and Satellite Television (continued) | Cable and Satellite Television (continued) | Cable and Satellite Television (continued) |
| CCO Holdings, LLC/CCO Holdings Capital Corp.: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 3/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;$1546948 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/1/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp; 848506 |
| &nbsp;&nbsp;&nbsp;5.00%, 2/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp; 1597392 |
| &nbsp;&nbsp;&nbsp;5.375%, 6/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp; 539382 |
| &nbsp;&nbsp;&nbsp;6.375%, 9/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974 | &nbsp;&nbsp;&nbsp;&nbsp; 1858847 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital, 4.908%, 7/23/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp; 932015 |
| CSC Holdings, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp; 456332 |
| &nbsp;&nbsp;&nbsp;6.50%, 2/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp; 445051 |
| UPC Holding B.V., 5.50%, 1/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp; 527224 |
| UPCB Finance VII, Ltd., 3.625%, 6/15/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 286326 |
| Virgin Media Finance PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 7/15/30<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 103359 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 | &nbsp;&nbsp;&nbsp;&nbsp; 760296 |
| Virgin Media Secured Finance PLC, 5.00%, 4/15/27<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 107971 |
| Virgin Media Vendor Financing Notes III DAC, 4.875%, 7/15/28<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp; 318635 |
| Virgin Media Vendor Financing Notes IV DAC, 5.00%, 7/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 372148 |
| Ziggo B.V., 4.875%, 1/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp; 526534 |
| Ziggo Bond Co., B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 2/28/30<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp; 178830 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp; 694340 |
|  |  |  | &nbsp;&nbsp;**$17639105** |
| Capital Markets — 0.1% | Capital Markets — 0.1% | Capital Markets — 0.1% | Capital Markets — 0.1% |
| BWX Technologies, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 6/30/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;$855120 |
| &nbsp;&nbsp;&nbsp;4.125%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp; 642578 |
|  |  |  | &nbsp;&nbsp;**$1497698** |
| Chemicals — 0.0%<sup>(9)</sup> | Chemicals — 0.0%<sup>(9)</sup> | Chemicals — 0.0%<sup>(9)</sup> | Chemicals — 0.0%<sup>(9)</sup> |
| Diamond BC B.V., 4.625%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;$536938 |
|  |  |  | &nbsp;&nbsp;**$536938** |
| Chemicals and Plastics — 0.9% | Chemicals and Plastics — 0.9% | Chemicals and Plastics — 0.9% | Chemicals and Plastics — 0.9% |
| ASP Unifrax Holdings, Inc., 5.25%, 9/30/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;$665749 |
| Avient Corp., 7.125%, 8/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp; 779190 |
| Celanese US Holdings, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.165%, 7/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp; 557193 |
| &nbsp;&nbsp;&nbsp;6.33%, 7/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 973774 |
| Herens Holdco S.a.r.l., 4.75%, 5/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp; 408044 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Chemicals and Plastics (continued) | Chemicals and Plastics (continued) | Chemicals and Plastics (continued) | Chemicals and Plastics (continued) |
| Herens Midco S.a.r.l., 5.25%, 5/15/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;$116534 |
| INEOS Quattro Finance 2 PLC, 2.50%, 1/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp; 140601 |
| NOVA Chemicals Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp; 1017161 |
| &nbsp;&nbsp;&nbsp;4.875%, 6/1/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp; 847597 |
| Nufarm Australia, Ltd./Nufarm Americas, Inc., 5.00%, 1/27/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp; 1134267 |
| OCI N.V., 3.625%, 10/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp; 191284 |
| Valvoline, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 6/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp; 659108 |
| &nbsp;&nbsp;&nbsp;4.25%, 2/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp; 1408140 |
| WR Grace Holdings, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 6/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp; 1306223 |
| &nbsp;&nbsp;&nbsp;5.625%, 10/1/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 986390 |
|  |  |  | &nbsp;&nbsp;**$11191255** |
| Clothing/Textiles — 0.1% | Clothing/Textiles — 0.1% | Clothing/Textiles — 0.1% | Clothing/Textiles — 0.1% |
| Hanesbrands Finance Luxembourg SCA, 3.50%, 6/15/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$520104 |
| William Carter Co. (The), 5.625%, 3/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp; 779322 |
|  |  |  | &nbsp;&nbsp;**$1299426** |
| Commercial Services — 1.3% | Commercial Services — 1.3% | Commercial Services — 1.3% | Commercial Services — 1.3% |
| Abertis Infraestructuras Finance B.V., 3.248% to 11/24/25<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$454424 |
| APi Group DE, Inc., 4.75%, 10/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp; 1316683 |
| Arena Luxembourg Finance S.a.r.l., 1.875%, 2/1/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 171514 |
| Autostrade per l'Italia SpA, 2.00%, 12/4/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 442019 |
| Avis Budget Car Rental, LLC/Avis Budget Finance, Inc., 5.375%, 3/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp; 678537 |
| BCP V Modular Services Finance II PLC, 4.75%, 11/30/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 90105 |
| EC Finance PLC, 3.00%, 10/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp; 98977 |
| Global Payments, Inc., 4.95%, 8/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp; 947357 |
| HealthEquity, Inc., 4.50%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp; 1029176 |
| IPD 3 B.V., 5.50%, 12/1/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 305624 |
| Korn Ferry, 4.625%, 12/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp; 1250299 |
| LABL, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 11/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp; 442684 |
| &nbsp;&nbsp;&nbsp;8.25%, 11/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp; 811121 |
| Metis Merger Sub, LLC, 6.50%, 5/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp; 1452873 |
| MoneyGram International, Inc., 5.375%, 8/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp; 1531315 |
| Mooney Group SpA, 5.937%, (3 mo. EURIBOR + 3.875%), 12/17/26<sup>(2)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp; 111936 |
| NESCO Holdings II, Inc., 5.50%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 | &nbsp;&nbsp;&nbsp;&nbsp; 1123417 |
| PROG Holdings, Inc., 6.00%, 11/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp; 874488 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Commercial Services (continued) | Commercial Services (continued) | Commercial Services (continued) | Commercial Services (continued) |
| Verisure Holding AB: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 2/15/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$186337 |
| &nbsp;&nbsp;&nbsp;3.875%, 7/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 194556 |
| Verisure Midholding AB, 5.25%, 2/15/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp; 150331 |
| WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp; 1943929 |
|  |  |  | &nbsp;&nbsp;**$15607702** |
| Computers — 0.7% | Computers — 0.7% | Computers — 0.7% | Computers — 0.7% |
| Booz Allen Hamilton, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 9/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;$1190449 |
| &nbsp;&nbsp;&nbsp;4.00%, 7/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp; 632099 |
| Dell International, LLC/EMC Corp., 4.90%, 10/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 492843 |
| Kyndryl Holdings, Inc., 2.05%, 10/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 490252 |
| McAfee Corp., 7.375%, 2/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp; 903320 |
| Presidio Holdings, Inc., 8.25%, 2/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176 | &nbsp;&nbsp;&nbsp;&nbsp; 2949424 |
| Seagate HDD Cayman, 9.625%, 12/1/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1976678 |
|  |  |  | &nbsp;&nbsp;**$8635065** |
| Conglomerates — 0.1% | Conglomerates — 0.1% | Conglomerates — 0.1% | Conglomerates — 0.1% |
| Spectrum Brands, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;$352025 |
| &nbsp;&nbsp;&nbsp;5.50%, 7/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp; 1003526 |
|  |  |  | &nbsp;&nbsp;**$1355551** |
| Consumer Products — 0.1% | Consumer Products — 0.1% | Consumer Products — 0.1% | Consumer Products — 0.1% |
| Central Garden & Pet Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;$401628 |
| &nbsp;&nbsp;&nbsp;5.125%, 2/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp; 805127 |
|  |  |  | &nbsp;&nbsp;**$1206755** |
| Containers and Glass Products — 0.4% | Containers and Glass Products — 0.4% | Containers and Glass Products — 0.4% | Containers and Glass Products — 0.4% |
| Ardagh Metal Packaging Finance USA, LLC/Ardagh Metal Packaging Finance PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 9/1/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$236042 |
| &nbsp;&nbsp;&nbsp;4.00%, 9/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp; 935012 |
| Canpack S.A./Canpack US, LLC, 3.875%, 11/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1600032 |
| Crown Americas, LLC/Crown Americas Capital Corp. V, 4.25%, 9/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp; 630498 |
| Crown Americas, LLC/Crown Americas Capital Corp. VI, 4.75%, 2/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 729352 |
| Graphic Packaging International, LLC, 2.625%, 2/1/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 93996 |
| Verallia S.A., 1.875%, 11/10/31<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 83772 |
|  |  |  | &nbsp;&nbsp;**$4308704** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Cosmetics/Toiletries — 0.2% | Cosmetics/Toiletries — 0.2% | Cosmetics/Toiletries — 0.2% | Cosmetics/Toiletries — 0.2% |
| Edgewell Personal Care Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 4/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;$376580 |
| &nbsp;&nbsp;&nbsp;5.50%, 6/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp; 999779 |
| Natura & Co. Luxembourg Holdings S.a.r.l., 6.00%, 4/19/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 175286 |
| Natura Cosmeticos S.A., 4.125%, 5/3/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp; 525469 |
|  |  |  | &nbsp;&nbsp;**$2077114** |
| Distribution & Wholesale — 0.5% | Distribution & Wholesale — 0.5% | Distribution & Wholesale — 0.5% | Distribution & Wholesale — 0.5% |
| BCPE Empire Holdings, Inc., 7.625%, 5/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799 | &nbsp;&nbsp;$2513586 |
| Parts Europe S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.456%, (3 mo. EURIBOR + 4.00%), 7/20/27<sup>(2)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp; 133430 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/16/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 107214 |
| Performance Food Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 8/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 | &nbsp;&nbsp;&nbsp;&nbsp; 2107886 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp; 883846 |
| Travis Perkins PLC, 4.50%, 9/7/23<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 119417 |
|  |  |  | &nbsp;&nbsp;**$5865379** |
| Diversified Financial Services — 1.8% | Diversified Financial Services — 1.8% | Diversified Financial Services — 1.8% | Diversified Financial Services — 1.8% |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;$552921 |
| &nbsp;&nbsp;&nbsp;2.45%, 10/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp; 853845 |
| AG TTMT Escrow Issuer, LLC, 8.625%, 9/30/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp; 1140081 |
| Air Lease Corp., 0.80%, 8/18/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 691067 |
| American AgCredit Corp., Series QIB, 5.25% to 6/15/26<sup>(1)(16)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp; 358237 |
| Cantor Fitzgerald, L.P., 4.50%, 4/14/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp; 1531171 |
| CI Financial Corp., 3.20%, 12/17/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 760652 |
| Enact Holdings, Inc., 6.50%, 8/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp; 696021 |
| Encore Capital Group, Inc., 5.628%, (3 mo. EURIBOR + 4.25%), 1/15/28<sup>(2)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 608711 |
| Iqera Group S.A.S., 6.50%, 9/30/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 402275 |
| Jane Street Group/JSG Finance, Inc., 4.50%, 11/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823 | &nbsp;&nbsp;&nbsp;&nbsp; 1570414 |
| Jefferson Capital Holdings, LLC, 6.00%, 8/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp; 1056784 |
| Jerrold Finco PLC, 4.875%, 1/15/26<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 209088 |
| Lincoln Financing S.a.r.l., 3.625%, 4/1/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp; 259700 |
| Oxford Finance, LLC/Oxford Finance Co-Issuer II, Inc., 6.375%, 2/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp; 1126921 |
| PRA Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp; 242982 |
| &nbsp;&nbsp;&nbsp;7.375%, 9/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp; 1524109 |
| ProGroup AG, 3.00%, 3/31/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 568325 |
| Radian Group, Inc., 6.625%, 3/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp; 938723 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) |
| Rocket Mortgage, LLC/Rocket Mortgage Co.-Issuer, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 3/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;$821891 |
| &nbsp;&nbsp;&nbsp;3.875%, 3/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 459390 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/33<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp; 168369 |
| Sherwood Financing PLC, 6.00%, 11/15/26<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 141447 |
| Synchrony Financial, 4.875%, 6/13/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp; 221389 |
| Unifin Financiera SAB de CV, 7.375%, 2/12/26<sup>(1)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp; 21390 |
| VistaJet Malta Finance PLC/XO Management Holding, Inc., 6.375%, 2/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 | &nbsp;&nbsp;&nbsp;&nbsp; 1760450 |
| Vivion Investments S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 8/8/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp; 2427727 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/1/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 80425 |
|  |  |  | &nbsp;&nbsp;**$21194505** |
| Drugs — 0.6% | Drugs — 0.6% | Drugs — 0.6% | Drugs — 0.6% |
| AdaptHealth, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 8/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;$339613 |
| &nbsp;&nbsp;&nbsp;5.125%, 3/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp; 661610 |
| &nbsp;&nbsp;&nbsp;6.125%, 8/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp; 630675 |
| Endo DAC/Endo Finance, LLC/Endo Finco, Inc., 5.875%, 10/15/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp; 515955 |
| Endo Luxembourg Finance Co. I S.a.r.l./Endo US, Inc., 6.125%, 4/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1178734 |
| Gruenenthal GmbH, 3.625%, 11/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 98334 |
| Jazz Securities DAC, 4.375%, 1/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp; 1224406 |
| Organon & Co./Organon Foreign Debt Co.-Issuer B.V., 5.125%, 4/30/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp; 899738 |
| Perrigo Finance Unlimited Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 6/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp; 1924366 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 135561 |
|  |  |  | &nbsp;&nbsp;**$7608992** |
| Ecological Services and Equipment — 0.6% | Ecological Services and Equipment — 0.6% | Ecological Services and Equipment — 0.6% | Ecological Services and Equipment — 0.6% |
| Clean Harbors, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 7/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;$523020 |
| &nbsp;&nbsp;&nbsp;5.125%, 7/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp; 308503 |
| Covanta Holding Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 12/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp; 1260396 |
| &nbsp;&nbsp;&nbsp;5.00%, 9/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp; 258298 |
| GFL Environmental, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 9/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;&nbsp; 1478288 |
| &nbsp;&nbsp;&nbsp;3.75%, 8/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp; 734542 |
| &nbsp;&nbsp;&nbsp;4.75%, 6/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp; 2712845 |
| Paprec Holding S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 7/1/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp; 120048 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ecological Services and Equipment (continued) | Ecological Services and Equipment (continued) | Ecological Services and Equipment (continued) | Ecological Services and Equipment (continued) |
| Paprec Holding S.A.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/31/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$207659 |
|  |  |  | &nbsp;&nbsp;**$7603599** |
| Electric Utilities — 1.1% | Electric Utilities — 1.1% | Electric Utilities — 1.1% | Electric Utilities — 1.1% |
| ContourGlobal Power Holdings S.A., 4.125%, 8/1/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$210707 |
| Dominion Energy, Inc., 1.45%, 4/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 713142 |
| Drax Finco PLC, 6.625%, 11/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp;&nbsp; 1071136 |
| Edison International, 4.70%, 8/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 489722 |
| EDP - Energias de Portugal S.A., 4.496% to 1/30/24, 4/30/79<sup>(14)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 633723 |
| EDP Finance B.V., 6.30%, 10/11/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 721234 |
| Electricite de France SA, 7.50% to 12/15/26, 12/31/29<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 213820 |
| Fells Point Funding Trust, 3.046%, 1/31/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp; 478546 |
| FirstEnergy Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 3/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp; 335017 |
| &nbsp;&nbsp;&nbsp;Series B, 4.40%, 7/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp; 1519891 |
| NextEra Energy Capital Holdings, Inc., 4.625%, 7/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 467834 |
| Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112 | &nbsp;&nbsp;&nbsp;&nbsp; 999026 |
| Public Power Corp S.A., 3.875%, 3/30/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 301125 |
| Southern California Edison Co., 5.85%, 11/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp; 283541 |
| Southern Co. (The), 5.113%, 8/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp; 1989947 |
| TransAlta Corp., 7.75%, 11/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp; 989902 |
| Wec Energy Group, Inc., 5.00%, 9/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 475388 |
| WESCO Distribution, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp; 1039065 |
| &nbsp;&nbsp;&nbsp;7.25%, 6/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp; 928925 |
|  |  |  | &nbsp;&nbsp;**$13861691** |
| Electronics/Electrical — 0.8% | Electronics/Electrical — 0.8% | Electronics/Electrical — 0.8% | Electronics/Electrical — 0.8% |
| Coherent Corp., 5.00%, 12/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;$911235 |
| Electricite de France S.A., 2.875% to 12/15/26<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 352194 |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 | &nbsp;&nbsp;&nbsp;&nbsp; 3081094 |
| Open Text Corp., 3.875%, 2/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp; 867589 |
| Open Text Holdings, Inc., 4.125%, 2/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp; 709879 |
| RWE AG, 6.625% to 3/30/26, 7/30/75<sup>(14)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp; 260717 |
| Sensata Technologies B.V., 5.00%, 10/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp; 437314 |
| Sensata Technologies, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 2/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp; 1368131 |
| &nbsp;&nbsp;&nbsp;4.375%, 2/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp; 546919 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Electronics/Electrical (continued) | Electronics/Electrical (continued) | Electronics/Electrical (continued) | Electronics/Electrical (continued) |
| SS&C Technologies, Inc., 5.50%, 9/30/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;$485166 |
| Verisure Holding AB, 6.378%, (3 mo. EURIBOR + 5.00%), 4/15/25<sup>(2)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 106820 |
|  |  |  | &nbsp;&nbsp;**$9127058** |
| Energy — 0.6% | Energy — 0.6% | Energy — 0.6% | Energy — 0.6% |
| Enviva Partners, L.P./Enviva Partners Finance Corp., 6.50%, 1/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 | &nbsp;&nbsp;$2501007 |
| New Fortress Energy, Inc., 6.50%, 9/30/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp; 2209244 |
| Sunoco, L.P./Sunoco Finance Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 5/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp; 774512 |
| &nbsp;&nbsp;&nbsp;4.50%, 4/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp; 1471025 |
|  |  |  | &nbsp;&nbsp;**$6955788** |
| Engineering & Construction — 0.5% | Engineering & Construction — 0.5% | Engineering & Construction — 0.5% | Engineering & Construction — 0.5% |
| Brundage-Bone Concrete Pumping Holdings, Inc., 6.00%, 2/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;$947586 |
| Cellnex Finance Co. S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 9/15/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 89400 |
| &nbsp;&nbsp;&nbsp;2.25%, 4/12/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 395265 |
| Dycom Industries, Inc., 4.50%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 | &nbsp;&nbsp;&nbsp;&nbsp; 1210985 |
| Infrastrutture Wireless Italiane SpA, 1.875%, 7/8/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 98072 |
| TopBuild Corp., 4.125%, 2/15/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp; 1271554 |
| VM Consolidated, Inc., 5.50%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899 | &nbsp;&nbsp;&nbsp;&nbsp; 1675032 |
|  |  |  | &nbsp;&nbsp;**$5687894** |
| Entertainment — 1.1% | Entertainment — 1.1% | Entertainment — 1.1% | Entertainment — 1.1% |
| Banijay Entertainment SASU, 3.50%, 3/1/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$101112 |
| Caesars Entertainment, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 10/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp; 431450 |
| &nbsp;&nbsp;&nbsp;6.25%, 7/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp; 2454712 |
| &nbsp;&nbsp;&nbsp;8.125%, 7/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp; 1564545 |
| CDI Escrow Issuer, Inc., 5.75%, 4/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp; 1572720 |
| CPUK Finance, Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 8/28/27<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 101020 |
| &nbsp;&nbsp;&nbsp;4.875%, 2/28/47<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp; 263401 |
| Jacobs Entertainment, Inc., 6.75%, 2/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp; 1555665 |
| Live Nation Entertainment, Inc., 4.75%, 10/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 | &nbsp;&nbsp;&nbsp;&nbsp; 1093439 |
| Lottomatica SpA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 7/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 203556 |
| &nbsp;&nbsp;&nbsp;6.25%, 7/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 104792 |
| Pinewood Finance Co., Ltd., 3.25%, 9/30/25<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 223716 |
| Scientific Games International, Inc., 7.00%, 5/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp; 1574046 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Entertainment (continued) | Entertainment (continued) | Entertainment (continued) | Entertainment (continued) |
| Speedway Motorsports, LLC/Speedway Funding II, Inc., 4.875%, 11/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;$1346784 |
| Warnermedia Holdings, Inc., 3.755%, 3/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp; 947051 |
|  |  |  | &nbsp;&nbsp;**$13538009** |
| Environmental — 0.0%<sup>(9)</sup> | Environmental — 0.0%<sup>(9)</sup> | Environmental — 0.0%<sup>(9)</sup> | Environmental — 0.0%<sup>(9)</sup> |
| Waste Management, Inc., 0.75%, 11/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;$469959 |
|  |  |  | &nbsp;&nbsp;**$469959** |
| Equipment Leasing — 0.0%<sup>(9)</sup> | Equipment Leasing — 0.0%<sup>(9)</sup> | Equipment Leasing — 0.0%<sup>(9)</sup> | Equipment Leasing — 0.0%<sup>(9)</sup> |
| Ashtead Capital, Inc., 4.25%, 11/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;$472608 |
|  |  |  | &nbsp;&nbsp;**$472608** |
| Financial Intermediaries — 2.1% | Financial Intermediaries — 2.1% | Financial Intermediaries — 2.1% | Financial Intermediaries — 2.1% |
| Ally Financial, Inc., Series B, 4.70% to 5/15/26<sup>(16)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;$1106578 |
| Alpha Holding S.A. de CV: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 2/10/25<sup>(1)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp; 17489 |
| &nbsp;&nbsp;&nbsp;10.00%, 12/19/22<sup>(1)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp; 944 |
| Citigroup, Inc., 5.61% to 9/29/25, 9/29/26<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp; 1432594 |
| Compass Group Diversified Holdings, LLC, 5.25%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp; 454258 |
| Ford Motor Credit Co., LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.744%, 7/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 204981 |
| &nbsp;&nbsp;&nbsp;2.386%, 2/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 195963 |
| &nbsp;&nbsp;&nbsp;2.90%, 2/16/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 347401 |
| &nbsp;&nbsp;&nbsp;3.021%, 3/6/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 210343 |
| &nbsp;&nbsp;&nbsp;3.087%, 1/9/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp; 439252 |
| &nbsp;&nbsp;&nbsp;3.37%, 11/17/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp; 501084 |
| &nbsp;&nbsp;&nbsp;3.625%, 6/17/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;&nbsp;&nbsp; 1815282 |
| &nbsp;&nbsp;&nbsp;3.815%, 11/2/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 | &nbsp;&nbsp;&nbsp;&nbsp; 1746952 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/13/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp; 818691 |
| &nbsp;&nbsp;&nbsp;4.125%, 8/17/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2739 | &nbsp;&nbsp;&nbsp;&nbsp; 2457691 |
| &nbsp;&nbsp;&nbsp;4.271%, 1/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp; 431350 |
| &nbsp;&nbsp;&nbsp;5.125%, 6/16/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp; 903802 |
| &nbsp;&nbsp;&nbsp;5.584%, 3/18/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp; 254186 |
| &nbsp;&nbsp;&nbsp;5.841%, (3 mo. USD LIBOR + 1.235%), 2/15/23<sup>(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp; 478565 |
| Goldman Sachs Group, Inc. (The), 3.615% to 3/15/27, 3/15/28<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp; 1395691 |
| Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 5/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp; 1481329 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp; 1054694 |
| &nbsp;&nbsp;&nbsp;6.375%, 12/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp; 796646 |
| JPMorgan Chase & Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.54%, 5/1/28<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1428673 |
| &nbsp;&nbsp;&nbsp;Series HH, 4.60% to 2/1/25<sup>(16)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674 | &nbsp;&nbsp;&nbsp;&nbsp; 1479397 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Financial Intermediaries (continued) | Financial Intermediaries (continued) | Financial Intermediaries (continued) | Financial Intermediaries (continued) |
| JPMorgan Chase & Co.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;5.546%, 12/15/25<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;$1401092 |
| MSCI, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 9/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp; 433173 |
| &nbsp;&nbsp;&nbsp;3.875%, 2/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp; 749047 |
| Synovus Financial Corp., 5.90% to 2/7/24, 2/7/29<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp; 990372 |
|  |  |  | &nbsp;&nbsp;**$25027520** |
| Financial Services — 0.5% | Financial Services — 0.5% | Financial Services — 0.5% | Financial Services — 0.5% |
| Bank of America Corp., 1.734% to 7/22/26, 7/22/27<sup>(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;$1425687 |
| Carlyle Finance Subsidiary, LLC, 3.50%, 9/19/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 847891 |
| Nationwide Building Society, 4.00%, 9/14/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp; 478126 |
| Nordea Bank Abp, 3.75%, 8/30/23<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1386893 |
| Vietnam Debt and Asset Trading Corp., 1.00%, 10/10/25<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2177500 |
|  |  |  | &nbsp;&nbsp;**$6316097** |
| Food Products — 0.8% | Food Products — 0.8% | Food Products — 0.8% | Food Products — 0.8% |
| Bellis Acquisition Co. PLC, 3.25%, 2/16/26<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$197633 |
| Chobani LLC/Chobani Finance Corp Inc, 7.50%, 4/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349 | &nbsp;&nbsp;&nbsp;&nbsp; 1315720 |
| Ingles Markets, Inc., 4.00%, 6/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp; 719337 |
| JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., 5.50%, 1/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139 | &nbsp;&nbsp;&nbsp;&nbsp; 2040317 |
| Kraft Heinz Foods Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 5/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp; 1146455 |
| &nbsp;&nbsp;&nbsp;4.25%, 3/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp; 1349235 |
| &nbsp;&nbsp;&nbsp;4.375%, 6/1/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp; 230448 |
| &nbsp;&nbsp;&nbsp;4.625%, 10/1/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 374562 |
| &nbsp;&nbsp;&nbsp;5.50%, 6/1/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp; 235497 |
| Nomad Foods Bondco PLC, 2.50%, 6/24/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp; 306170 |
| Pilgrim's Pride Corp., 3.50%, 3/1/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387 | &nbsp;&nbsp;&nbsp;&nbsp; 1871277 |
| Premier Foods Financing PLC, 3.50%, 10/15/26<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 133216 |
|  |  |  | &nbsp;&nbsp;**$9919867** |
| Food Service — 0.6% | Food Service — 0.6% | Food Service — 0.6% | Food Service — 0.6% |
| 1011778 B.C. Unlimited Liability Company/New Red Finance, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 1/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;$1709206 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp; 2196176 |
| &nbsp;&nbsp;&nbsp;4.375%, 1/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp; 909422 |
| &nbsp;&nbsp;&nbsp;5.75%, 4/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp; 369738 |
| IRB Holding Corp., 7.00%, 6/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp; 614416 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Food Service (continued) | Food Service (continued) | Food Service (continued) | Food Service (continued) |
| US Foods, Inc., 4.75%, 2/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837 | &nbsp;&nbsp;$1633277 |
| Yum! Brands, Inc., 3.625%, 3/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp; 200065 |
|  |  |  | &nbsp;&nbsp;**$7632300** |
| Food/Drug Retailers — 0.2% | Food/Drug Retailers — 0.2% | Food/Drug Retailers — 0.2% | Food/Drug Retailers — 0.2% |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons, L.P./Albertsons, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 2/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;$1426305 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp; 956209 |
|  |  |  | &nbsp;&nbsp;**$2382514** |
| Forest Products & Paper — 0.0%<sup>(9)</sup> | Forest Products & Paper — 0.0%<sup>(9)</sup> | Forest Products & Paper — 0.0%<sup>(9)</sup> | Forest Products & Paper — 0.0%<sup>(9)</sup> |
| Georgia-Pacific, LLC, 1.75%, 9/30/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;$480052 |
|  |  |  | &nbsp;&nbsp;**$480052** |
| Health Care — 3.6% | Health Care — 3.6% | Health Care — 3.6% | Health Care — 3.6% |
| Avantor Funding, Inc., 2.625%, 11/1/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$303858 |
| Centene Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 | &nbsp;&nbsp;&nbsp;&nbsp; 1562521 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp; 1927600 |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp; 1702031 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp; 944769 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp; 1610488 |
| Chrome Bidco SASU, 3.50%, 5/31/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 406327 |
| Chrome Holdco SASU, 5.00%, 5/31/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 167098 |
| Encompass Health Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 4/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp; 588146 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp; 562158 |
| Grifols Escrow Issuer S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 10/15/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp; 447311 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp; 1250284 |
| Grifols S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 2/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 101442 |
| &nbsp;&nbsp;&nbsp;3.20%, 5/1/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 347011 |
| HCA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 6/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 469876 |
| &nbsp;&nbsp;&nbsp;5.375%, 9/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp; 1594271 |
| &nbsp;&nbsp;&nbsp;5.625%, 9/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp; 1466585 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp; 2724794 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp; 1074901 |
| IQVIA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 1/15/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 330646 |
| &nbsp;&nbsp;&nbsp;2.875%, 6/15/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 95805 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp; 813492 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp; 654517 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Health Care (continued) | Health Care (continued) | Health Care (continued) | Health Care (continued) |
| Legacy LifePoint Health, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 2/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;$838079 |
| &nbsp;&nbsp;&nbsp;6.75%, 4/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp; 689092 |
| LifePoint Health, Inc., 5.375%, 1/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp; 1523724 |
| Medline Borrower, L.P., 5.25%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3821 | &nbsp;&nbsp;&nbsp;&nbsp; 3041726 |
| ModivCare Escrow Issuer, Inc., 5.00%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp; 641051 |
| ModivCare, Inc., 5.875%, 11/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp; 1416568 |
| Molina Healthcare, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 11/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp; 1129070 |
| &nbsp;&nbsp;&nbsp;3.875%, 5/15/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp; 1206232 |
| Option Care Health, Inc., 4.375%, 10/31/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 | &nbsp;&nbsp;&nbsp;&nbsp; 1263170 |
| RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp; 346950 |
| Team Health Holdings, Inc., 6.375%, 2/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp; 1092080 |
| Teleflex, Inc., 4.25%, 6/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp; 292682 |
| Tenet Healthcare Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 1/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp; 162189 |
| &nbsp;&nbsp;&nbsp;4.625%, 9/1/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp; 260688 |
| &nbsp;&nbsp;&nbsp;4.875%, 1/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp; 1522910 |
| &nbsp;&nbsp;&nbsp;5.125%, 11/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp; 1498158 |
| &nbsp;&nbsp;&nbsp;6.125%, 10/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp; 1429606 |
| &nbsp;&nbsp;&nbsp;6.875%, 11/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp; 792365 |
| US Acute Care Solutions, LLC, 6.375%, 3/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp; 2343432 |
| Varex Imaging Corp., 7.875%, 10/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp; 702710 |
|  |  |  | &nbsp;&nbsp;**$43338413** |
| Health Care Providers & Services — 0.0%<sup>(9)</sup> | Health Care Providers & Services — 0.0%<sup>(9)</sup> | Health Care Providers & Services — 0.0%<sup>(9)</sup> | Health Care Providers & Services — 0.0%<sup>(9)</sup> |
| Boston Scientific Corp., 1.90%, 6/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;$490511 |
|  |  |  | &nbsp;&nbsp;**$490511** |
| Home Furnishings — 0.1% | Home Furnishings — 0.1% | Home Furnishings — 0.1% | Home Furnishings — 0.1% |
| Tempur Sealy International, Inc., 3.875%, 10/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;$1637431 |
|  |  |  | &nbsp;&nbsp;**$1637431** |
| Homebuilders/Real Estate — 0.0%<sup>(9)</sup> | Homebuilders/Real Estate — 0.0%<sup>(9)</sup> | Homebuilders/Real Estate — 0.0%<sup>(9)</sup> | Homebuilders/Real Estate — 0.0%<sup>(9)</sup> |
| M/I Homes, Inc., 4.95%, 2/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;$408528 |
|  |  |  | &nbsp;&nbsp;**$408528** |
| Industrial Equipment — 0.2% | Industrial Equipment — 0.2% | Industrial Equipment — 0.2% | Industrial Equipment — 0.2% |
| Huntington Ingalls Industries, Inc., 0.67%, 8/16/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$485607 |
| Madison IAQ, LLC, 5.875%, 6/30/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1374558 |
| TK Elevator Midco GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 7/15/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 119410 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Industrial Equipment (continued) | Industrial Equipment (continued) | Industrial Equipment (continued) | Industrial Equipment (continued) |
| TK Elevator Midco GmbH: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.128%, (3 mo. EURIBOR + 4.75%), 7/15/27<sup>(2)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$312223 |
|  |  |  | &nbsp;&nbsp;**$2291798** |
| Insurance — 0.8% | Insurance — 0.8% | Insurance — 0.8% | Insurance — 0.8% |
| Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615 | &nbsp;&nbsp;$2356141 |
| AmWINS Group, Inc., 4.875%, 6/30/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp; 857941 |
| AssuredPartners, Inc., 5.625%, 1/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 370953 |
| BroadStreet Partners, Inc., 5.875%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp; 1520649 |
| Galaxy Finco, Ltd., 9.25%, 7/31/27<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp; 574195 |
| GTCR AP Finance, Inc., 8.00%, 5/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp; 786757 |
| Jones Deslauriers Insurance Management, Inc., 10.50%, 12/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp; 1336239 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 203990 |
| Lincoln National, Corp., 9.25% to 12/1/27<sup>(16)(17)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp; 154425 |
| Radian Group, Inc., 4.875%, 3/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp; 947339 |
|  |  |  | &nbsp;&nbsp;**$9108629** |
| Internet Software & Services — 0.6% | Internet Software & Services — 0.6% | Internet Software & Services — 0.6% | Internet Software & Services — 0.6% |
| Amazon.com, Inc., 3.30%, 4/13/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;$974325 |
| Arches Buyer, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 6/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp; 513154 |
| &nbsp;&nbsp;&nbsp;6.125%, 12/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp; 529734 |
| Cars.com, Inc., 6.375%, 11/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp; 1574393 |
| Match Group Holdings II, LLC, 3.625%, 10/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp; 1326619 |
| Netflix, Inc., 5.375%, 11/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 971775 |
| Science Applications International Corp., 4.875%, 4/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;&nbsp; 1377844 |
| United Group B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 80083 |
| &nbsp;&nbsp;&nbsp;4.875%, 7/1/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 400110 |
|  |  |  | &nbsp;&nbsp;**$7748037** |
| Leisure Goods/Activities/Movies — 1.5% | Leisure Goods/Activities/Movies — 1.5% | Leisure Goods/Activities/Movies — 1.5% | Leisure Goods/Activities/Movies — 1.5% |
| Carnival Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 3/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;$941953 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp; 269976 |
| Cinemark USA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 7/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp; 1101560 |
| &nbsp;&nbsp;&nbsp;5.875%, 3/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp; 345362 |
| &nbsp;&nbsp;&nbsp;8.75%, 5/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp; 306781 |
| LHMC Finco 2 S.a.r.l., 7.25%, (7.25% cash or 8.00% PIK), 10/2/25<sup>(14)(15)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp; 233814 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Leisure Goods/Activities/Movies (continued) | Leisure Goods/Activities/Movies (continued) | Leisure Goods/Activities/Movies (continued) | Leisure Goods/Activities/Movies (continued) |
| Life Time, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 1/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;$1181459 |
| &nbsp;&nbsp;&nbsp;8.00%, 4/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp; 384834 |
| Lindblad Expeditions, LLC, 6.75%, 2/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp; 1060126 |
| Motion Finco S.a.r.l., 7.00%, 5/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 321495 |
| National CineMedia, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 8/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp; 32829 |
| &nbsp;&nbsp;&nbsp;5.875%, 4/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp; 361103 |
| NCL Corp., Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 3/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp; 521126 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp; 448474 |
| &nbsp;&nbsp;&nbsp;7.75%, 2/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp; 326413 |
| NCL Finance, Ltd., 6.125%, 3/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp; 253639 |
| Playtika Holding Corp., 4.25%, 3/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp; 1188024 |
| Royal Caribbean Cruises, Ltd., 11.625%, 8/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp; 1621608 |
| SeaWorld Parks & Entertainment, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 8/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;&nbsp;&nbsp; 1102207 |
| &nbsp;&nbsp;&nbsp;8.75%, 5/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp; 1123218 |
| Viking Cruises, Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 9/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp; 2018992 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp; 1544246 |
| &nbsp;&nbsp;&nbsp;7.00%, 2/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp; 545350 |
| Viking Ocean Cruises Ship VII, Ltd., 5.625%, 2/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp; 340259 |
|  |  |  | &nbsp;&nbsp;**$17574848** |
| Life Sciences Tools & Services — 0.1% | Life Sciences Tools & Services — 0.1% | Life Sciences Tools & Services — 0.1% | Life Sciences Tools & Services — 0.1% |
| Catalent Pharma Solutions, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.375%, 3/1/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;$394632 |
| &nbsp;&nbsp;&nbsp;3.50%, 4/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp; 1045523 |
|  |  |  | &nbsp;&nbsp;**$1440155** |
| Lodging and Casinos — 0.3% | Lodging and Casinos — 0.3% | Lodging and Casinos — 0.3% | Lodging and Casinos — 0.3% |
| Accor S.A., 2.375%, 11/29/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$183645 |
| Marriott International, Inc., 5.00%, 10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 741347 |
| MGM Resorts International: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 10/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp; 995135 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp; 422046 |
| &nbsp;&nbsp;&nbsp;5.75%, 6/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp; 922722 |
|  |  |  | &nbsp;&nbsp;**$3264895** |
| Machinery — 0.1% | Machinery — 0.1% | Machinery — 0.1% | Machinery — 0.1% |
| Chart Industries, Inc., 9.50%, 1/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 | &nbsp;&nbsp;$1169542 |
| IMA Industria Macchine Automatiche SpA, 3.75%, 1/15/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp; 284541 |
|  |  |  | &nbsp;&nbsp;**$1454083** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Media — 0.4% | Media — 0.4% | Media — 0.4% | Media — 0.4% |
| Beasley Mezzanine Holdings, LLC, 8.625%, 2/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;$962981 |
| iHeartCommunications, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 5/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp; 164993 |
| &nbsp;&nbsp;&nbsp;8.375%, 5/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp; 276630 |
| Outfront Media Capital, LLC/Outfront Media Capital Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 3/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp; 450108 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp; 800743 |
| Telenet Finance Luxembourg S.a.r.l., 3.50%, 3/1/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 96975 |
| Univision Communications, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 5/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp; 1667889 |
| &nbsp;&nbsp;&nbsp;7.375%, 6/30/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp; 374152 |
| Urban One, Inc., 7.375%, 2/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp; 536719 |
|  |  |  | &nbsp;&nbsp;**$5331190** |
| Metals/Mining — 1.1% | Metals/Mining — 1.1% | Metals/Mining — 1.1% | Metals/Mining — 1.1% |
| Arconic Corp., 6.125%, 2/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;$609110 |
| Cleveland-Cliffs, Inc., 6.75%, 3/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 | &nbsp;&nbsp;&nbsp;&nbsp; 2669217 |
| Compass Minerals International, Inc., 6.75%, 12/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp; 3092345 |
| Constellium N.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 2/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 155111 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp; 472762 |
| Freeport-McMoRan, Inc., 5.45%, 3/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1446872 |
| Glencore Funding, LLC, 4.125%, 3/12/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 467606 |
| Hudbay Minerals, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 4/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp; 986872 |
| &nbsp;&nbsp;&nbsp;6.125%, 4/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp; 443613 |
| Novelis Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp; 619451 |
| &nbsp;&nbsp;&nbsp;4.75%, 1/30/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp;&nbsp; 949260 |
| Novelis Sheet Ingot GmbH, 3.375%, 4/15/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 275258 |
| Roller Bearing Co. of America, Inc., 4.375%, 10/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp; 1310182 |
|  |  |  | &nbsp;&nbsp;**$13497659** |
| Nonferrous Metals/Minerals — 0.4% | Nonferrous Metals/Minerals — 0.4% | Nonferrous Metals/Minerals — 0.4% | Nonferrous Metals/Minerals — 0.4% |
| Eldorado Gold Corp., 6.25%, 9/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp;$1167884 |
| First Quantum Minerals, Ltd., 7.50%, 4/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp; 1575271 |
| New Gold, Inc., 7.50%, 7/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp;&nbsp;&nbsp; 2282232 |
|  |  |  | &nbsp;&nbsp;**$5025387** |
| Oil and Gas — 3.6% | Oil and Gas — 3.6% | Oil and Gas — 3.6% | Oil and Gas — 3.6% |
| Aethon III BR, LLC, 9.00%, (1 mo. USD LIBOR + 7.50%), 10/1/25<sup>(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;$2366073 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Oil and Gas (continued) | Oil and Gas (continued) | Oil and Gas (continued) | Oil and Gas (continued) |
| Aethon United BR, L.P./Aethon United Finance Corp., 8.25%, 2/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;$1559169 |
| Callon Petroleum Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, 6/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | &nbsp;&nbsp;&nbsp;&nbsp; 550696 |
| &nbsp;&nbsp;&nbsp;8.00%, 8/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp; 752208 |
| Chord Energy Corp., 6.375%, 6/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp; 1083581 |
| Colgate Energy Partners III, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 7/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252 | &nbsp;&nbsp;&nbsp;&nbsp; 1937082 |
| &nbsp;&nbsp;&nbsp;7.75%, 2/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp; 1136722 |
| Continental Resources, Inc., 2.268%, 11/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp; 477266 |
| CrownRock, L.P./CrownRock Finance, Inc., 5.00%, 5/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp; 1372942 |
| CVR Energy, Inc., 5.75%, 2/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp; 2533392 |
| Energy Transfer, L.P., 5.00%, 5/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp; 878907 |
| EQT Corp., 5.678%, 10/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 473340 |
| Hilcorp Energy I, L.P./Hilcorp Finance Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 2/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 624058 |
| &nbsp;&nbsp;&nbsp;6.00%, 2/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp; 485133 |
| Marathon Petroleum Corp., 4.70%, 5/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 468161 |
| Nabors Industries, Inc., 9.00%, 2/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 | &nbsp;&nbsp;&nbsp;&nbsp; 1106251 |
| Nabors Industries, Ltd., 7.50%, 1/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp; 609457 |
| Neptune Energy Bondco PLC, 6.625%, 5/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382 | &nbsp;&nbsp;&nbsp;&nbsp; 3289867 |
| Occidental Petroleum Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.20%, 3/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp; 470578 |
| &nbsp;&nbsp;&nbsp;6.625%, 9/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp; 1564845 |
| &nbsp;&nbsp;&nbsp;8.50%, 7/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp; 2119303 |
| &nbsp;&nbsp;&nbsp;8.875%, 7/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp; 1905203 |
| Parkland Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp; 313851 |
| &nbsp;&nbsp;&nbsp;4.625%, 5/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp;&nbsp; 1244246 |
| Permian Resources Operating, LLC, 5.375%, 1/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp; 211553 |
| Petroleos Mexicanos: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 9/21/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506 | &nbsp;&nbsp;&nbsp;&nbsp; 1604551 |
| &nbsp;&nbsp;&nbsp;6.84%, 1/23/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp; 117686 |
| Precision Drilling Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.875%, 1/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp; 868910 |
| &nbsp;&nbsp;&nbsp;7.125%, 1/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 484540 |
| Repsol International Finance B.V., 4.50% to 3/25/25, 3/25/75<sup>(14)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 103834 |
| Shelf Drilling Holdings, Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.25%, 2/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp; 1334567 |
| &nbsp;&nbsp;&nbsp;8.875%, 11/15/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp; 432731 |
| Southwestern Energy Co., 4.75%, 2/1/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp; 1271925 |
| Tap Rock Resources, LLC, 7.00%, 10/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp; 2392638 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Oil and Gas (continued) | Oil and Gas (continued) | Oil and Gas (continued) | Oil and Gas (continued) |
| Targa Resources Partners, L.P./Targa Resources Partners Finance Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 1/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;$874764 |
| &nbsp;&nbsp;&nbsp;4.875%, 2/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp; 210702 |
| &nbsp;&nbsp;&nbsp;5.50%, 3/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp; 211099 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp; 570511 |
| Transocean Poseidon, Ltd., 6.875%, 2/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp; 910857 |
| UGI International, LLC, 2.50%, 12/1/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 164788 |
| Var Energi ASA, 7.50%, 1/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 612339 |
| Weatherford International, Ltd., 8.625%, 4/30/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp; 1303636 |
| Wintershall Dea Finance 2 B.V., 2.499% to 4/20/26<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 521709 |
|  |  |  | &nbsp;&nbsp;**$43525671** |
| Packaging & Containers — 0.2% | Packaging & Containers — 0.2% | Packaging & Containers — 0.2% | Packaging & Containers — 0.2% |
| Kleopatra Finco S.a.r.l., 4.25%, 3/1/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;$293695 |
| Schoeller Packaging B.V., 6.375%, 11/1/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 148598 |
| Sealed Air Corp., 1.573%, 10/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp; 475635 |
| Silgan Holdings, Inc., 1.40%, 4/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp; 485866 |
| Trivium Packaging Finance B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 294622 |
| &nbsp;&nbsp;&nbsp;5.548%, (3 mo. EURIBOR + 3.75%), 8/15/26<sup>(2)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 305222 |
|  |  |  | &nbsp;&nbsp;**$2003638** |
| Pharmaceuticals — 0.6% | Pharmaceuticals — 0.6% | Pharmaceuticals — 0.6% | Pharmaceuticals — 0.6% |
| Abbvie, Inc., 3.80%, 3/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;$707206 |
| BellRing Brands, Inc., 7.00%, 3/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 | &nbsp;&nbsp;&nbsp;&nbsp; 2354855 |
| Herbalife Nutrition, Ltd./HLF Financing, Inc., 7.875%, 9/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383 | &nbsp;&nbsp;&nbsp;&nbsp; 1231658 |
| Horizon Therapeutics USA, Inc., 5.50%, 8/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp; 1135924 |
| P&L Development, LLC/PLD Finance Corp., 7.75%, 11/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp; 1092839 |
| PRA Health Sciences, Inc., 2.875%, 7/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp; 371572 |
| Rossini S.a.r.l., 5.48%, (3 mo. EURIBOR + 3.875%), 10/30/25<sup>(2)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 317321 |
|  |  |  | &nbsp;&nbsp;**$7211375** |
| Pipelines — 1.8% | Pipelines — 1.8% | Pipelines — 1.8% | Pipelines — 1.8% |
| Antero Midstream Partners, L.P./Antero Midstream Finance Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 3/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874 | &nbsp;&nbsp;$1774823 |
| &nbsp;&nbsp;&nbsp;7.875%, 5/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp; 891043 |
| Cheniere Energy Partners, L.P.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2706 | &nbsp;&nbsp;&nbsp;&nbsp; 2307433 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp; 1552342 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Pipelines (continued) | Pipelines (continued) | Pipelines (continued) | Pipelines (continued) |
| Cheniere Energy, Inc., 4.625%, 10/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 | &nbsp;&nbsp;$1406696 |
| DT Midstream, Inc., 4.125%, 6/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp; 1247640 |
| EQM Midstream Partners, L.P.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 1/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp; 1140093 |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp; 889928 |
| &nbsp;&nbsp;&nbsp;6.00%, 7/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp; 248446 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp; 672165 |
| &nbsp;&nbsp;&nbsp;7.50%, 6/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp; 974549 |
| Kinetik Holdings, L.P., 5.875%, 6/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp;&nbsp;&nbsp; 2167519 |
| Midwest Connector Capital Co., LLC, 4.625%, 4/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp;&nbsp; 1149076 |
| Sabine Pass Liquefaction, LLC, 5.75%, 5/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp; 950744 |
| Venture Global Calcasieu Pass, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 8/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp; 978459 |
| &nbsp;&nbsp;&nbsp;3.875%, 11/1/33<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp; 544465 |
| &nbsp;&nbsp;&nbsp;4.125%, 8/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp; 846920 |
| Western Midstream Operating, L.P.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 2/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp; 1038833 |
| &nbsp;&nbsp;&nbsp;4.50%, 3/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 136595 |
| &nbsp;&nbsp;&nbsp;4.75%, 8/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 137259 |
| Williams Cos., Inc. (The), 4.55%, 6/24/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp; 940154 |
|  |  |  | &nbsp;&nbsp;**$21995182** |
| Publishing — 0.2% | Publishing — 0.2% | Publishing — 0.2% | Publishing — 0.2% |
| McGraw-Hill Education, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 8/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;$530356 |
| &nbsp;&nbsp;&nbsp;8.00%, 8/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 | &nbsp;&nbsp;&nbsp;&nbsp; 1969620 |
|  |  |  | &nbsp;&nbsp;**$2499976** |
| Radio and Television — 0.8% | Radio and Television — 0.8% | Radio and Television — 0.8% | Radio and Television — 0.8% |
| Audacy Capital Corp., 6.75%, 3/31/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627 | &nbsp;&nbsp;$283918 |
| Clear Channel Outdoor Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 8/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp; 642801 |
| &nbsp;&nbsp;&nbsp;7.75%, 4/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 | &nbsp;&nbsp;&nbsp;&nbsp; 1109389 |
| CMG Media Corp., 8.875%, 12/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533 | &nbsp;&nbsp;&nbsp;&nbsp; 2664871 |
| Sirius XM Radio, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 9/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 | &nbsp;&nbsp;&nbsp;&nbsp; 841169 |
| &nbsp;&nbsp;&nbsp;3.875%, 9/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp; 743772 |
| &nbsp;&nbsp;&nbsp;5.00%, 8/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609 | &nbsp;&nbsp;&nbsp;&nbsp; 1490837 |
| Townsquare Media, Inc., 6.875%, 2/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492 | &nbsp;&nbsp;&nbsp;&nbsp; 1326017 |
|  |  |  | &nbsp;&nbsp;**$9102774** |
| Real Estate Investment Trusts (REITs) — 1.3% | Real Estate Investment Trusts (REITs) — 1.3% | Real Estate Investment Trusts (REITs) — 1.3% | Real Estate Investment Trusts (REITs) — 1.3% |
| CTR Partnership LP/CareTrust Capital Corp., 3.875%, 6/30/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;$349844 |
| Emeria SASU, 3.375%, 3/31/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 179043 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Real Estate Investment Trusts (REITs) (continued) | Real Estate Investment Trusts (REITs) (continued) | Real Estate Investment Trusts (REITs) (continued) | Real Estate Investment Trusts (REITs) (continued) |
| EPR Properties: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;$435996 |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp; 443400 |
| Equinix, Inc., 1.00%, 9/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp; 470002 |
| HAT Holdings I, LLC/HAT Holdings II, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 6/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 522114 |
| &nbsp;&nbsp;&nbsp;3.75%, 9/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816 | &nbsp;&nbsp;&nbsp;&nbsp; 1337694 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp; 694520 |
| Heimstaden Bostad AB: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00% to 10/29/27<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp; 216659 |
| &nbsp;&nbsp;&nbsp;3.248% to 11/19/24<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 78999 |
| Newmark Group, Inc., 6.125%, 11/15/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126 | &nbsp;&nbsp;&nbsp;&nbsp; 2109294 |
| VICI Properties, L.P./VICI Note Co., Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 2/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp; 293728 |
| &nbsp;&nbsp;&nbsp;4.125%, 8/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp; 971544 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp; 1545760 |
| &nbsp;&nbsp;&nbsp;4.50%, 9/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp; 843509 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2359 | &nbsp;&nbsp;&nbsp;&nbsp; 2150653 |
| &nbsp;&nbsp;&nbsp;5.625%, 5/1/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp; 476225 |
| &nbsp;&nbsp;&nbsp;5.75%, 2/1/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp; 2023374 |
| Vornado Realty, L.P., 3.40%, 6/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp; 163333 |
|  |  |  | &nbsp;&nbsp;**$15305691** |
| Retail — 1.0% | Retail — 1.0% | Retail — 1.0% | Retail — 1.0% |
| 7-Eleven, Inc., 0.80%, 2/10/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$476023 |
| Arko Corp., 5.125%, 11/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;&nbsp; 1790074 |
| B&M European Value Retail S.A., 3.625%, 7/15/25<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 226074 |
| Dufry One B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 2/15/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 175824 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/15/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 208553 |
| &nbsp;&nbsp;&nbsp;3.375%, 4/15/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp; 123814 |
| Fertitta Entertainment, LLC/Fertitta Entertainment Finance Co., Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 1/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp; 631414 |
| &nbsp;&nbsp;&nbsp;6.75%, 1/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988 | &nbsp;&nbsp;&nbsp;&nbsp; 1607248 |
| Group 1 Automotive, Inc., 4.00%, 8/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp; 1126290 |
| Ken Garff Automotive, LLC, 4.875%, 9/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp; 802117 |
| LCM Investments Holdings II, LLC, 4.875%, 5/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp; 1325050 |
| McDonald's Corp., 1.45%, 9/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp; 895017 |
| Midco GB SASU, 7.75%, (7.75% cash or 8.50% PIK), 11/1/27<sup>(14)(15)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp; 126458 |
| Punch Finance PLC, 6.125%, 6/30/26<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 128451 |
| Stonegate Pub Co. Financing 2019 PLC, 8.25%, 7/31/25<sup>(14)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 109770 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Retail (continued) | Retail (continued) | Retail (continued) | Retail (continued) |
| Suburban Propane Partners, L.P./Suburban Energy Finance Corp., 5.00%, 6/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;$701436 |
| Victoria's Secret & Co., 4.625%, 7/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854 | &nbsp;&nbsp;&nbsp;&nbsp; 1457986 |
|  |  |  | &nbsp;&nbsp;**$11911599** |
| Retailers (Except Food and Drug) — 0.9% | Retailers (Except Food and Drug) — 0.9% | Retailers (Except Food and Drug) — 0.9% | Retailers (Except Food and Drug) — 0.9% |
| Bath & Body Works, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 10/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;$831060 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/1/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp; 384866 |
| &nbsp;&nbsp;&nbsp;6.95%, 3/1/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp; 902739 |
| &nbsp;&nbsp;&nbsp;7.60%, 7/15/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp; 413158 |
| &nbsp;&nbsp;&nbsp;9.375%, 7/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp; 194638 |
| Dave & Buster's, Inc., 7.625%, 11/1/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp; 2432614 |
| Murphy Oil USA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 9/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 155857 |
| &nbsp;&nbsp;&nbsp;5.625%, 5/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp; 544729 |
| PetSmart, Inc./PetSmart Finance Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 2/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp; 1170303 |
| &nbsp;&nbsp;&nbsp;7.75%, 2/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469 | &nbsp;&nbsp;&nbsp;&nbsp; 2323495 |
| Superior Plus, L.P./Superior General Partner, Inc., 4.50%, 3/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 | &nbsp;&nbsp;&nbsp;&nbsp; 1312074 |
|  |  |  | &nbsp;&nbsp;**$10665533** |
| Semiconductors & Semiconductor Equipment — 0.2% | Semiconductors & Semiconductor Equipment — 0.2% | Semiconductors & Semiconductor Equipment — 0.2% | Semiconductors & Semiconductor Equipment — 0.2% |
| Broadcom, Inc., 3.459%, 9/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;$731271 |
| NXP B.V./NXP Funding, LLC/NXP USA, Inc., 2.70%, 5/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp; 518229 |
| ON Semiconductor Corp., 3.875%, 9/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp; 1349751 |
|  |  |  | &nbsp;&nbsp;**$2599251** |
| Software — 0.1% | Software — 0.1% | Software — 0.1% | Software — 0.1% |
| Clarivate Science Holdings Corp., 4.875%, 7/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;$941073 |
| Oracle Corp., 5.80%, 11/10/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 486162 |
|  |  |  | &nbsp;&nbsp;**$1427235** |
| Software and Services — 0.5% | Software and Services — 0.5% | Software and Services — 0.5% | Software and Services — 0.5% |
| Black Knight InfoServ, LLC, 3.625%, 9/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;$717750 |
| Fair Isaac Corp., 4.00%, 6/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 | &nbsp;&nbsp;&nbsp;&nbsp; 1134776 |
| Gartner, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 6/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp; 375728 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp; 569912 |
| &nbsp;&nbsp;&nbsp;4.50%, 7/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp; 848163 |
| Playtech PLC, 4.25%, 3/7/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 202847 |
| Sabre GLBL, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.25%, 4/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 | &nbsp;&nbsp;&nbsp;&nbsp; 1455902 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software and Services (continued) | Software and Services (continued) | Software and Services (continued) | Software and Services (continued) |
| Sabre GLBL, Inc.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;11.25%, 12/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;$1026229 |
|  |  |  | &nbsp;&nbsp;**$6331307** |
| Specialty Retail — 0.0%<sup>(9)</sup> | Specialty Retail — 0.0%<sup>(9)</sup> | Specialty Retail — 0.0%<sup>(9)</sup> | Specialty Retail — 0.0%<sup>(9)</sup> |
| Fiber Bidco SpA: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.95%, (3 mo. EURIBOR + 6.00%), 10/25/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$107149 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/25/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 113917 |
|  |  |  | &nbsp;&nbsp;**$221066** |
| Steel — 0.5% | Steel — 0.5% | Steel — 0.5% | Steel — 0.5% |
| Allegheny Ludlum, LLC, 6.95%, 12/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;$464100 |
| ATI, Inc., 5.875%, 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp; 306507 |
| Big River Steel, LLC/BRS Finance Corp., 6.625%, 1/31/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp; 1094813 |
| Infrabuild Australia Pty, Ltd., 12.00%, 10/1/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp; 1950792 |
| Nucor Corp., 3.95%, 5/23/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 489645 |
| thyssenkrupp AG, 2.875%, 2/22/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 106175 |
| TMS International Corp., 6.25%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp; 979667 |
|  |  |  | &nbsp;&nbsp;**$5391699** |
| Surface Transport — 0.1% | Surface Transport — 0.1% | Surface Transport — 0.1% | Surface Transport — 0.1% |
| Hertz Corp. (The): |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 12/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;$182847 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp; 1345783 |
|  |  |  | &nbsp;&nbsp;**$1528630** |
| Technology — 0.6% | Technology — 0.6% | Technology — 0.6% | Technology — 0.6% |
| Almaviva-The Italian Innovation Co. SpA, 4.875%, 10/30/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;$266547 |
| athenahealth Group, Inc., 6.50%, 2/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 | &nbsp;&nbsp;&nbsp;&nbsp; 1697040 |
| International Game Technology PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 6/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 153699 |
| &nbsp;&nbsp;&nbsp;4.125%, 4/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp; 833087 |
| &nbsp;&nbsp;&nbsp;5.25%, 1/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2333849 |
| &nbsp;&nbsp;&nbsp;6.25%, 1/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp; 970271 |
| &nbsp;&nbsp;&nbsp;6.50%, 2/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp; 723543 |
|  |  |  | &nbsp;&nbsp;**$6978036** |
| Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% |
| NCR Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;$291662 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/1/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp; 696853 |
|  |  |  | &nbsp;&nbsp;**$988515** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Telecommunications — 3.0% | Telecommunications — 3.0% | Telecommunications — 3.0% | Telecommunications — 3.0% |
| Altice France Holding S.A., 10.50%, 5/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;$1222675 |
| Ciena Corp., 4.00%, 1/31/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp; 778263 |
| Connect Finco S.a.r.l./Connect US Finco, LLC, 6.75%, 10/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 | &nbsp;&nbsp;&nbsp;&nbsp; 2505955 |
| DKT Finance ApS: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 6/17/23<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 213354 |
| &nbsp;&nbsp;&nbsp;9.375%, 6/17/23<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp;&nbsp;&nbsp; 881221 |
| Iliad Holding SASU: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 10/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 99532 |
| &nbsp;&nbsp;&nbsp;5.625%, 10/15/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp; 229949 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp; 918963 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp; 734052 |
| LCPR Senior Secured Financing DAC: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 7/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp; 697098 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp;&nbsp;&nbsp; 1389108 |
| Level 3 Financing, Inc., 4.25%, 7/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 315992 |
| Lorca Telecom Bondco S.A., 4.00%, 9/18/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp; 811022 |
| Matterhorn Telecom S.A., 3.125%, 9/15/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 291817 |
| NBN Co., Ltd., 1.45%, 5/5/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp; 949722 |
| PLT VII Finance S.a.r.l., 4.625%, 1/5/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 303325 |
| Rogers Communications, Inc., 2.95%, 3/15/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 476824 |
| SoftBank Group Corp., 2.875%, 1/6/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 176188 |
| Sprint Capital Corp., 6.875%, 11/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379 | &nbsp;&nbsp;&nbsp;&nbsp; 2474624 |
| Sprint Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.625%, 2/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp; 1846643 |
| &nbsp;&nbsp;&nbsp;7.625%, 3/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp; 1047124 |
| &nbsp;&nbsp;&nbsp;7.875%, 9/15/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7378 | &nbsp;&nbsp;&nbsp;&nbsp; 7497420 |
| Sprint Spectrum Co., LLC/Sprint Spectrum Co. II, LLC/Sprint Spectrum Co. III, LLC, 5.152%, 9/20/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 468627 |
| Summer (BC) Bidco B, LLC, 5.50%, 10/31/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp; 737110 |
| Summer (BC) Holdco A S.a.r.l., 9.25%, 10/31/27<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp; 110394 |
| Summer (BC) Holdco B S.a.r.l., 5.75%, 10/31/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 137486 |
| Telecom Italia Finance S.A., 7.75%, 1/24/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp; 67984 |
| Telecom Italia SpA: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 1/18/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 164262 |
| &nbsp;&nbsp;&nbsp;2.50%, 7/19/23<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 422788 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/15/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp; 354406 |
| &nbsp;&nbsp;&nbsp;3.00%, 9/30/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp; 239410 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/11/24<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 104623 |
| &nbsp;&nbsp;&nbsp;5.303%, 5/30/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp; 1061541 |
| Telefonica Europe B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.875% to 6/24/27<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 89746 |
| &nbsp;&nbsp;&nbsp;2.88% to 2/24/28<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 173961 |
| &nbsp;&nbsp;&nbsp;4.375% to 12/14/24<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 409528 |
| &nbsp;&nbsp;&nbsp;7.125% to 8/23/28<sup>(14)(16)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 109600 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Telecommunications (continued) | Telecommunications (continued) | Telecommunications (continued) | Telecommunications (continued) |
| T-Mobile USA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 2/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;$775696 |
| &nbsp;&nbsp;&nbsp;2.625%, 2/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp; 902145 |
| &nbsp;&nbsp;&nbsp;2.875%, 2/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp; 528059 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp; 1018345 |
| Viasat, Inc., 5.625%, 4/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp; 433208 |
| Viavi Solutions, Inc., 3.75%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp; 730942 |
| Vmed O2 UK Financing I PLC, 3.25%, 1/31/31<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 171016 |
| Vodafone Group PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.625% to 5/27/26, 8/27/80<sup>(14)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 283000 |
| &nbsp;&nbsp;&nbsp;4.875% to 7/3/25, 10/3/78<sup>(14)(17)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 397404 |
| Wp/ap Telecom Holdings III B.V., 5.50%, 1/15/30<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 307974 |
|  |  |  | &nbsp;&nbsp;**$36060126** |
| Transportation — 0.3% | Transportation — 0.3% | Transportation — 0.3% | Transportation — 0.3% |
| Cargo Aircraft Management, Inc., 4.75%, 2/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;$1389196 |
| Fenix Marine Service Holdings, Ltd., 8.00%, 1/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 149887 |
| Getlink S.E., 3.50%, 10/30/25<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp; 433486 |
| Seaspan Corp., 5.50%, 8/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 | &nbsp;&nbsp;&nbsp;&nbsp; 1255601 |
|  |  |  | &nbsp;&nbsp;**$3228170** |
| Utilities — 1.1% | Utilities — 1.1% | Utilities — 1.1% | Utilities — 1.1% |
| Calpine Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;$959459 |
| &nbsp;&nbsp;&nbsp;4.625%, 2/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp; 584568 |
| &nbsp;&nbsp;&nbsp;5.00%, 2/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp; 764863 |
| &nbsp;&nbsp;&nbsp;5.125%, 3/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp; 1351329 |
| &nbsp;&nbsp;&nbsp;5.25%, 6/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp; 328230 |
| Leeward Renewable Energy Operations, LLC, 4.25%, 7/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp; 717050 |
| NextEra Energy Operating Partners, L.P.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 9/15/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp; 56093 |
| &nbsp;&nbsp;&nbsp;4.50%, 9/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp; 1109218 |
| NRG Energy, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp; 536486 |
| &nbsp;&nbsp;&nbsp;3.625%, 2/15/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp; 843559 |
| &nbsp;&nbsp;&nbsp;3.875%, 2/15/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 | &nbsp;&nbsp;&nbsp;&nbsp; 1103861 |
| &nbsp;&nbsp;&nbsp;5.25%, 6/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp; 595215 |
| &nbsp;&nbsp;&nbsp;5.75%, 1/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp; 1368137 |
| TerraForm Power Operating, LLC, 5.00%, 1/31/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497 | &nbsp;&nbsp;&nbsp;&nbsp; 1349860 |
| Vistra Operations Co., LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 5/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp; 810950 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Utilities (continued) | Utilities (continued) | Utilities (continued) |
| Vistra Operations Co., LLC: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 7/31/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;$1188915 |
|  |  | &nbsp;&nbsp;**$13667793** |
| Total Corporate Bonds<br> (identified cost $711,372,133) |  | &nbsp;&nbsp;**$639544554** |

---

Preferred Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Building and Development — 0.0%<sup>(9)</sup> | Building and Development — 0.0%<sup>(9)</sup> | Building and Development — 0.0%<sup>(9)</sup> |
| Brookfield Property Partners, L.P., Series A, 5.75%<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;$192126 |
|  |  | &nbsp;&nbsp;**$192126** |
| Financial Services — 0.0% | Financial Services — 0.0% | Financial Services — 0.0% |
| DBI Investors, Inc., Series A-1<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% |
| ACNR Holdings, Inc., 15.00% (PIK)<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 | &nbsp;&nbsp;$1108845 |
|  |  | &nbsp;&nbsp;**$1108845** |
| Pipelines — 0.0%<sup>(9)</sup> | Pipelines — 0.0%<sup>(9)</sup> | Pipelines — 0.0%<sup>(9)</sup> |
| NuStar Energy, L.P., Series B, 10.41%, (3 mo. USD LIBOR + 5.643%)<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28087 | &nbsp;&nbsp;$572413 |
|  |  | &nbsp;&nbsp;**$572413** |
| Retailers (Except Food and Drug) — 0.0% | Retailers (Except Food and Drug) — 0.0% | Retailers (Except Food and Drug) — 0.0% |
| David's Bridal, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 8.00% (PIK)<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136 | &nbsp;&nbsp;$0 |
| &nbsp;&nbsp;&nbsp;Series B, 12.00% (PIK)<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;**$0** |
| Total Preferred Stocks<br> (identified cost $1,356,266) |  | &nbsp;&nbsp;**$1873384** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

Senior Floating-Rate Loans — 48.7%<sup>(19)</sup>

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 1.3% | Aerospace and Defense — 1.3% | Aerospace and Defense — 1.3% | Aerospace and Defense — 1.3% |
| Aernnova Aerospace S.A.U.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.436%, (6 mo. EURIBOR + 3.00%), 2/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;$770342 |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.625%, (6 mo. EURIBOR + 3.00%), 2/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp; 197524 |
| AI Convoy (Luxembourg) S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.532%, (6 mo. EURIBOR + 3.50%), 1/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1024955 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.174%, (USD LIBOR + 3.50%), 1/18/27<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp; 718510 |
| Dynasty Acquisition Co., Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.923%, (1 mo. USD LIBOR + 3.50%), 4/6/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp; 616743 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.923%, (1 mo. USD LIBOR + 3.50%), 4/6/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp; 331582 |
| IAP Worldwide Services, Inc., Term Loan - Second Lien, 11.23%, (3 mo. USD LIBOR + 6.50%), 7/18/23<sup>(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp; 169731 |
| TransDigm, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.98%, (3 mo. USD LIBOR + 2.25%), 12/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp; 5318484 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.83%, (SOFR + 3.25%), 2/22/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp; 1337158 |
| WP CPP Holdings, LLC, Term Loan, 8.17%, (3 mo. USD LIBOR + 3.75%), 4/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6474 | &nbsp;&nbsp;&nbsp;&nbsp; 5672732 |
|  |  |  | &nbsp;&nbsp;**$16157761** |
| Airlines — 0.2% | Airlines — 0.2% | Airlines — 0.2% | Airlines — 0.2% |
| Mileage Plus Holdings, LLC, Term Loan, 9.996%, (3 mo. USD LIBOR + 5.25%), 6/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;$695812 |
| SkyMiles IP, Ltd., Term Loan, 7.993%, (3 mo. USD LIBOR + 3.75%), 10/20/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp; 1990931 |
|  |  |  | &nbsp;&nbsp;**$2686743** |
| Auto Components — 1.0% | Auto Components — 1.0% | Auto Components — 1.0% | Auto Components — 1.0% |
| Adient US, LLC, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 4/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;$853077 |
| Chassix, Inc., Term Loan, 9.813%, (2 mo. USD LIBOR + 5.50%), 11/15/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp; 1213922 |
| Clarios Global, L.P., Term Loan, 5.148%, (1 mo. EURIBOR + 3.25%), 4/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp; 1416129 |
| DexKo Global, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.078%, (EURIBOR + 4.00%), 10/4/28<sup>(20)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp; 530948 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp; 85432 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp; 276107 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 10/4/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp; 736803 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Auto Components (continued) | Auto Components (continued) | Auto Components (continued) | Auto Components (continued) |
| DexKo Global, Inc.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.08%, (SOFR + 6.50%), 10/4/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;$818125 |
| Garrett LX I S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.105%, (3 mo. EURIBOR + 3.50%), 4/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1038336 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.67%, (3 mo. USD LIBOR + 3.25%), 4/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp; 627433 |
| LTI Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 9/6/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356 | &nbsp;&nbsp;&nbsp;&nbsp; 3221027 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.134%, (1 mo. USD LIBOR + 4.75%), 7/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp; 682847 |
| TI Group Automotive Systems, LLC, Term Loan, 5.452%, (3 mo. EURIBOR + 3.25%), 12/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp; 542509 |
|  |  |  | &nbsp;&nbsp;**$12042695** |
| Automobiles — 0.2% | Automobiles — 0.2% | Automobiles — 0.2% | Automobiles — 0.2% |
| MajorDrive Holdings IV, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.813%, (3 mo. USD LIBOR + 4.00%), 6/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;$418179 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.054%, (SOFR + 5.65%), 6/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 | &nbsp;&nbsp;&nbsp;&nbsp; 1572120 |
| Thor Industries, Inc., Term Loan, 7.438%, (1 mo. USD LIBOR + 3.00%), 2/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp; 760053 |
|  |  |  | &nbsp;&nbsp;**$2750352** |
| Beverages — 0.0%<sup>(9)</sup> | Beverages — 0.0%<sup>(9)</sup> | Beverages — 0.0%<sup>(9)</sup> | Beverages — 0.0%<sup>(9)</sup> |
| City Brewing Company, LLC, Term Loan, 7.792%, (1 mo. USD LIBOR + 3.50%), 4/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;$288565 |
|  |  |  | &nbsp;&nbsp;**$288565** |
| Biotechnology — 0.1% | Biotechnology — 0.1% | Biotechnology — 0.1% | Biotechnology — 0.1% |
| Alkermes, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.50%), 3/12/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;$1049344 |
| Alltech, Inc., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 10/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp; 442623 |
|  |  |  | &nbsp;&nbsp;**$1491967** |
| Building Products — 0.4% | Building Products — 0.4% | Building Products — 0.4% | Building Products — 0.4% |
| ACProducts, Inc., Term Loan, 8.98%, (3 mo. USD LIBOR + 4.25%), 5/17/28<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748 | &nbsp;&nbsp;$1315652 |
| LHS Borrower, LLC, Term Loan, 9.05%, (SOFR + 4.75%), 2/16/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841 | &nbsp;&nbsp;&nbsp;&nbsp; 1507390 |
| Oscar AcquisitionCo, LLC, Term Loan, 9.18%, (SOFR + 4.50%), 4/29/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp; 851099 |
| Standard Industries, Inc., Term Loan, 6.425%, (3 mo. USD LIBOR + 2.25%), 9/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp;&nbsp; 1106420 |
|  |  |  | &nbsp;&nbsp;**$4780561** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Capital Markets — 1.3% | Capital Markets — 1.3% | Capital Markets — 1.3% | Capital Markets — 1.3% |
| Advisor Group, Inc., Term Loan, 8.884%, (1 mo. USD LIBOR + 4.50%), 7/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;$1117667 |
| Andromeda Investissements, Term Loan, 5.046%, (3 mo. EURIBOR + 3.00%), 6/12/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1315760 |
| Aretec Group, Inc., Term Loan, 8.673%, (SOFR + 4.25%), 10/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312 | &nbsp;&nbsp;&nbsp;&nbsp; 2265442 |
| Brookfield Property REIT, Inc., Term Loan, 6.923%, (SOFR + 2.50%), 8/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp; 764708 |
| CeramTec AcquiCo GmbH, Term Loan, 5.704%, (3 mo. EURIBOR + 3.75%), 3/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp; 770157 |
| EIG Management Company, LLC, Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 2/22/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp; 256716 |
| FinCo I, LLC, Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 6/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp; 636916 |
| Focus Financial Partners, LLC, Term Loan, 7.573%, (SOFR + 3.25%), 6/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248 | &nbsp;&nbsp;&nbsp;&nbsp; 3215968 |
| Franklin Square Holdings, L.P., Term Loan, 6.688%, (1 mo. USD LIBOR + 2.25%), 8/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp; 523990 |
| Greenhill & Co., Inc., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 4/12/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp; 870918 |
| Hudson River Trading, LLC, Term Loan, 7.438%, (SOFR + 3.00%), 3/20/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 | &nbsp;&nbsp;&nbsp;&nbsp; 2072642 |
| Mariner Wealth Advisors, LLC, Term Loan, 8.078%, (SOFR + 3.25%), 8/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp; 759038 |
| Victory Capital Holdings, Inc., Term Loan, 5.962%, (SOFR + 2.25%), 7/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp; 886864 |
|  |  |  | &nbsp;&nbsp;**$15456786** |
| Chemicals — 2.0% | Chemicals — 2.0% | Chemicals — 2.0% | Chemicals — 2.0% |
| Aruba Investments, Inc., Term Loan, 5.91%, (1 mo. EURIBOR + 4.00%), 11/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;$1014907 |
| Flint Group GmbH, Term Loan, 9.325%, (3 mo. USD LIBOR + 4.25%), 8.575% cash, 0.75% PIK, 9/21/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp; 15242 |
| Flint Group US LLC, Term Loan, 9.325%, (3 mo. USD LIBOR + 4.25%), 8.575% cash, 0.75% PIK, 9/21/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp; 92315 |
| Groupe Solmax, Inc., Term Loan, 9.48%, (3 mo. USD LIBOR + 4.75%), 5/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp; 164907 |
| INEOS Enterprises Holdings II Limited, Term Loan, 5.204%, (3 mo. EURIBOR + 3.25%), 8/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 206195 |
| INEOS Enterprises Holdings US Finco, LLC, Term Loan, 8.235%, (3 mo. USD LIBOR + 3.50%), 8/28/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp; 212101 |
| INEOS Quattro Holdings UK Ltd., Term Loan, 4.648%, (1 mo. EURIBOR + 2.75%), 1/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1006222 |
| INEOS Styrolution Group GmbH, Term Loan, 3.898%, (1 mo. EURIBOR + 2.00%), 1/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 997659 |
| INEOS Styrolution US Holding, LLC, Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 1/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp; 2280029 |
| INEOS US Finance, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4/1/24<sup>(21)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp; 1808758 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11/8/27<sup>(21)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp; 1009569 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Chemicals (continued) | Chemicals (continued) | Chemicals (continued) | Chemicals (continued) |
| INEOS US Finance, LLC: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.898%, (1 mo. EURIBOR + 4.00%), 11/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194 | &nbsp;&nbsp;$1257836 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.923%, (SOFR + 2.50%), 11/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp; 598989 |
| Kraton Corporation, Term Loan, 8.04%, (SOFR + 3.25%), 3/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp; 444043 |
| Kraton Polymers Holdings B.V., Term Loan, 5.313%, (3 mo. EURIBOR + 3.25%), 3/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 517830 |
| Lonza Group AG: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 7/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 976116 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 7/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp; 1593447 |
| LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 5.702%, (3 mo. EURIBOR + 3.50%), 9/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1050379 |
| Messer Industries GmbH, Term Loan, 7.23%, (3 mo. USD LIBOR + 2.50%), 3/2/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 | &nbsp;&nbsp;&nbsp;&nbsp; 1197433 |
| Momentive Performance Materials, Inc., Term Loan, 7.64%, (1 mo. USD LIBOR + 3.25%), 5/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp; 457229 |
| Olympus Water US Holding Corporation, Term Loan, 9.18%, (SOFR + 4.50%), 11/9/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp; 361720 |
| Orion Engineered Carbons GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.702%, (3 mo. EURIBOR + 2.50%), 9/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1029639 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.98%, (3 mo. USD LIBOR + 2.25%), 9/24/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp; 363832 |
| Rohm Holding GmbH: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.881%, (6 mo. EURIBOR + 4.25%), 7/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 442363 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.371%, (6 mo. USD LIBOR + 4.75%), 7/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp; 776546 |
| Starfruit Finco B.V., Term Loan, 7.165%, (3 mo. USD LIBOR + 2.75%), 10/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 | &nbsp;&nbsp;&nbsp;&nbsp; 2222221 |
| Tronox Finance, LLC, Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 3/10/28<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp; 1280626 |
| W.R. Grace & Co.-Conn., Term Loan, 8.50%, (3 mo. USD LIBOR + 3.75%), 9/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;&nbsp;&nbsp; 1096174 |
|  |  |  | &nbsp;&nbsp;**$24474327** |
| Commercial Services & Supplies — 1.6% | Commercial Services & Supplies — 1.6% | Commercial Services & Supplies — 1.6% | Commercial Services & Supplies — 1.6% |
| Allied Universal Holdco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.648%, (1 mo. EURIBOR + 3.75%), 5/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;$989351 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.173%, (1 mo. USD LIBOR + 3.75%), 5/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2706 | &nbsp;&nbsp;&nbsp;&nbsp; 2573800 |
| Aramark Services, Inc., Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 3/11/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp; 926833 |
| Asplundh Tree Expert, LLC, Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 9/7/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1096137 |
| Caldic B.V., Term Loan, 5.105%, (3 mo. EURIBOR + 3.50%), 2/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1020272 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) |
| EnergySolutions, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 5/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723 | &nbsp;&nbsp;$4412995 |
| Harsco Corporation, Term Loan, 6.688%, (1 mo. USD LIBOR + 2.25%), 3/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp; 369211 |
| LABL, Inc., Term Loan, 9.384%, (1 mo. USD LIBOR + 5.00%), 10/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp; 683881 |
| Monitronics International, Inc., Term Loan, 11.915%, (3 mo. USD LIBOR + 6.50%), 3/29/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957 | &nbsp;&nbsp;&nbsp;&nbsp; 1318725 |
| PECF USS Intermediate Holding III Corporation, Term Loan, 8.634%, (1 mo. USD LIBOR + 4.25%), 12/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp; 538864 |
| Phoenix Services International, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;DIP Loan, 11.935%, (SOFR + 2.00%), 3/28/23<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 97848 |
| &nbsp;&nbsp;&nbsp;DIP Loan, 16.323%, (SOFR + 12.00%), 9/29/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp; 135359 |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 3/1/25<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp; 87919 |
| Prime Security Services Borrower, LLC, Term Loan, 6.505%, (3 mo. USD LIBOR + 2.75%), 9/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 | &nbsp;&nbsp;&nbsp;&nbsp; 1505159 |
| SITEL Group, Term Loan, 5.65%, (1 mo. EURIBOR + 3.75%), 8/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 521398 |
| SITEL Worldwide Corporation, Term Loan, 8.14%, (1 mo. USD LIBOR + 3.75%), 8/28/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876 | &nbsp;&nbsp;&nbsp;&nbsp; 1857488 |
| Tempo Acquisition, LLC, Term Loan, 7.323%, (SOFR + 3.00%), 8/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp; 830946 |
|  |  |  | &nbsp;&nbsp;**$18966186** |
| Communications Equipment — 0.2% | Communications Equipment — 0.2% | Communications Equipment — 0.2% | Communications Equipment — 0.2% |
| CommScope, Inc., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 4/6/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1766 | &nbsp;&nbsp;$1669126 |
| Digi International, Inc., Term Loan, 9.384%, (1 mo. USD LIBOR + 5.00%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp; 383087 |
|  |  |  | &nbsp;&nbsp;**$2052213** |
| Construction Materials — 0.4% | Construction Materials — 0.4% | Construction Materials — 0.4% | Construction Materials — 0.4% |
| Quikrete Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.009%, (1 mo. USD LIBOR + 2.63%), 2/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;$2889565 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 6/11/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2159 | &nbsp;&nbsp;&nbsp;&nbsp; 2144747 |
|  |  |  | &nbsp;&nbsp;**$5034312** |
| Containers & Packaging — 1.0% | Containers & Packaging — 1.0% | Containers & Packaging — 1.0% | Containers & Packaging — 1.0% |
| Berlin Packaging, LLC, Term Loan, 7.912%, (USD LIBOR + 3.75%), 3/11/28<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;$1190400 |
| BWAY Holding Company, Term Loan, 7.37%, (1 mo. USD LIBOR + 3.25%), 4/3/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2491 | &nbsp;&nbsp;&nbsp;&nbsp; 2436839 |
| Clydesdale Acquisition Holdings, Inc., Term Loan, 8.598%, (SOFR + 4.18%), 4/13/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp; 546572 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Containers & Packaging (continued) | Containers & Packaging (continued) | Containers & Packaging (continued) | Containers & Packaging (continued) |
| Kouti B.V., Term Loan, 5.129%, (3 mo. EURIBOR + 3.175%), 8/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$2004417 |
| Pregis TopCo Corporation, Term Loan, 8.188%, (1 mo. USD LIBOR + 3.75%), 7/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp; 614816 |
| Pretium PKG Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.989%, (3 mo. USD LIBOR + 4.00%), 10/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;&nbsp;&nbsp; 494779 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.989%, (3 mo. USD LIBOR + 6.75%), 10/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 218313 |
| Proampac PG Borrower, LLC, Term Loan, 7.87%, (3 mo. USD LIBOR + 3.75%), 11/3/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp; 543559 |
| Reynolds Group Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 2/5/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp; 1335372 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (USD LIBOR + 3.25%), 9/24/28<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp; 952733 |
| Trident TPI Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 10/17/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp; 800730 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.726%, (3 mo. USD LIBOR + 4.00%), 9/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp; 760929 |
|  |  |  | &nbsp;&nbsp;**$11899459** |
| Distributors — 0.2% | Distributors — 0.2% | Distributors — 0.2% | Distributors — 0.2% |
| Autokiniton US Holdings, Inc., Term Loan, 8.792%, (1 mo. USD LIBOR + 4.50%), 4/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;$501611 |
| Phillips Feed Service, Inc., Term Loan, 11.354%, (1 mo. USD LIBOR + 7.00%), 11/13/24<sup>(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp; 85241 |
| White Cap Buyer, LLC, Term Loan, 8.073%, (SOFR + 3.75%), 10/19/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp; 1994020 |
|  |  |  | &nbsp;&nbsp;**$2580872** |
| Diversified Consumer Services — 0.3% | Diversified Consumer Services — 0.3% | Diversified Consumer Services — 0.3% | Diversified Consumer Services — 0.3% |
| Ascend Learning, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 12/11/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;$609968 |
| KUEHG Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 2/21/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp; 2142416 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.98%, (3 mo. USD LIBOR + 8.25%), 8/22/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 409328 |
| Sotheby's, Term Loan, 8.579%, (3 mo. USD LIBOR + 4.50%), 1/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp; 432026 |
|  |  |  | &nbsp;&nbsp;**$3593738** |
| Diversified Financial Services — 0.2% | Diversified Financial Services — 0.2% | Diversified Financial Services — 0.2% | Diversified Financial Services — 0.2% |
| Concorde Midco Ltd., Term Loan, 5.16%, (3 mo. EURIBOR + 4.00%), 3/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$1008899 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) |
| Sandy BidCo B.V., Term Loan, 6.038%, (6 mo. EURIBOR + 4.00%), 8/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$1023951 |
| Zephyr Bidco Limited, Term Loan, 8.21%, (SONIA + 4.75%), 7/23/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp; 762666 |
|  |  |  | &nbsp;&nbsp;**$2795516** |
| Diversified Telecommunication Services — 2.8% | Diversified Telecommunication Services — 2.8% | Diversified Telecommunication Services — 2.8% | Diversified Telecommunication Services — 2.8% |
| CenturyLink, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 3/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528 | &nbsp;&nbsp;$2403636 |
| eircom Finco S.a.r.l., Term Loan, 4.788%, (1 mo. EURIBOR + 3.25%), 5/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp; 1856457 |
| GEE Holdings 2, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.729%, (3 mo. USD LIBOR + 8.00%), 3/24/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp; 330047 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.979%, (3 mo. USD LIBOR + 8.25%), 6.229% cash, 6.75% PIK, 3/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp; 537447 |
| Numericable Group S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.605%, (3 mo. EURIBOR + 3.00%), 7/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp; 505784 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.165%, (3 mo. USD LIBOR + 2.75%), 7/31/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1930162 |
| Telenet International Finance S.a.r.l., Term Loan, 2.613%, (6 mo. EURIBOR + 2.25%), 4/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1760421 |
| UPC Broadband Holding B.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 2.863%, (6 mo. EURIBOR + 2.50%), 4/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1536430 |
| &nbsp;&nbsp;&nbsp;Term Loan, 3.363%, (6 mo. EURIBOR + 3.00%), 1/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3096543 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.568%, (1 mo. USD LIBOR + 2.25%), 4/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 881437 |
| UPC Financing Partnership, Term Loan, 7.243%, (1 mo. USD LIBOR + 2.925%), 1/31/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp; 2966705 |
| Virgin Media Bristol, LLC, Term Loan, 7.568%, (1 mo. USD LIBOR + 3.25%), 1/31/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp; 1140117 |
| Virgin Media Ireland Limited, Term Loan, 3.863%, (6 mo. EURIBOR + 3.50%), 7/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1028970 |
| Virgin Media SFA Finance Limited: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 4.186%, (1 mo. EURIBOR + 2.50%), 1/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1308523 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.211%, (SONIA + 3.25%), 11/15/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1670618 |
| Zayo Group Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.148%, (1 mo. EURIBOR + 3.25%), 3/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp; 838015 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 3/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp; 1766117 |
| Ziggo B.V., Term Loan, 3.764%, (6 mo. EURIBOR + 3.00%), 1/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp; 3720187 |
| Ziggo Financing Partnership, Term Loan, 6.818%, (1 mo. USD LIBOR + 2.50%), 4/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp; 4054774 |
|  |  |  | &nbsp;&nbsp;**$33332390** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Electrical Equipment — 0.0%<sup>(9)</sup> | Electrical Equipment — 0.0%<sup>(9)</sup> | Electrical Equipment — 0.0%<sup>(9)</sup> | Electrical Equipment — 0.0%<sup>(9)</sup> |
| AZZ, Inc., Term Loan, 8.673%, (SOFR + 4.25%), 5/13/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;$357884 |
|  |  |  | &nbsp;&nbsp;**$357884** |
| Electronic Equipment, Instruments & Components — 0.6% | Electronic Equipment, Instruments & Components — 0.6% | Electronic Equipment, Instruments & Components — 0.6% | Electronic Equipment, Instruments & Components — 0.6% |
| Chamberlain Group, Inc., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 11/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;$1451701 |
| Creation Technologies, Inc., Term Loan, 9.248%, (3 mo. USD LIBOR + 5.50%), 10/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp; 780951 |
| II-VI Incorporated, Term Loan, 7.134%, (3 mo. USD LIBOR + 2.75%), 7/2/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp; 973030 |
| Minimax Viking GmbH, Term Loan, 4.648%, (1 mo. EURIBOR + 2.75%), 7/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp; 993544 |
| Mirion Technologies, Inc., Term Loan, 7.48%, (3 mo. USD LIBOR + 2.75%), 10/20/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp; 682100 |
| Robertshaw US Holding Corp., Term Loan, 8.25%, (3 mo. USD LIBOR + 3.50%), 2/28/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 687586 |
| Verifone Systems, Inc., Term Loan, 8.359%, (3 mo. USD LIBOR + 4.00%), 8/20/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp; 1127301 |
| Verisure Holding AB, Term Loan, 5.378%, (3 mo. EURIBOR + 3.25%), 3/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 999086 |
|  |  |  | &nbsp;&nbsp;**$7695299** |
| Energy Equipment & Services — 0.0%<sup>(9)</sup> | Energy Equipment & Services — 0.0%<sup>(9)</sup> | Energy Equipment & Services — 0.0%<sup>(9)</sup> | Energy Equipment & Services — 0.0%<sup>(9)</sup> |
| Ameriforge Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 15.684%, (USD LIBOR + 13.00%), 12/29/23<sup>(20)(22)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;$53058 |
| &nbsp;&nbsp;&nbsp;Term Loan, 17.726%, (3 mo. USD LIBOR + 13.00%), 12.726% cash, 5.00% PIK, 12/31/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp; 417940 |
| Lealand Finance Company B.V., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 5.384% cash, 3.00% PIK, 6/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp; 123974 |
|  |  |  | &nbsp;&nbsp;**$594972** |
| Engineering & Construction — 0.4% | Engineering & Construction — 0.4% | Engineering & Construction — 0.4% | Engineering & Construction — 0.4% |
| Aegion Corporation, Term Loan, 9.134%, (1 mo. USD LIBOR + 4.75%), 5/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;$439452 |
| Amentum Government Services Holdings, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.124%, (SOFR + 4.00%), 2/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp; 728526 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.33%, (USD LIBOR + 4.00%), 1/29/27<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp; 978763 |
| American Residential Services, LLC, Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp; 550117 |
| APi Group DE, Inc., Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 10/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 | &nbsp;&nbsp;&nbsp;&nbsp; 1424344 |
| Northstar Group Services, Inc., Term Loan, 9.938%, (1 mo. USD LIBOR + 5.50%), 11/12/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp; 214884 |
|  |  |  | &nbsp;&nbsp;**$4336086** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Entertainment — 1.0% | Entertainment — 1.0% | Entertainment — 1.0% | Entertainment — 1.0% |
| AMC Entertainment Holdings, Inc., Term Loan, 7.274%, (1 mo. USD LIBOR + 3.00%), 4/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;$982910 |
| City Football Group Limited, Term Loan, 7.361%, (1 mo. USD LIBOR + 3.00%), 7/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 | &nbsp;&nbsp;&nbsp;&nbsp; 1279575 |
| Crown Finance US, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;DIP Loan, 14.407%, (SOFR + 10.00%), 9/7/23<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;&nbsp;&nbsp; 1248500 |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 9/30/26<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 276356 |
| EP Purchaser, LLC, Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 11/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp; 418121 |
| Playtika Holding Corp., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 3/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp; 2086906 |
| Renaissance Holding Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 5/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp; 1610724 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.717%, (SOFR + 4.50%), 3/30/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp; 167813 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.384%, (1 mo. USD LIBOR + 7.00%), 5/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 187000 |
| UFC Holdings, LLC, Term Loan, 7.11%, (3 mo. USD LIBOR + 2.75%), 4/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767 | &nbsp;&nbsp;&nbsp;&nbsp; 2736999 |
| Vue International Bidco PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.264%, (1 mo. EURIBOR + 4.75%), 7/3/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 | &nbsp;&nbsp;&nbsp;&nbsp; 659385 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.766%, (6 mo. EURIBOR + 8.00%), 6/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp; 118345 |
|  |  |  | &nbsp;&nbsp;**$11772634** |
| Equity Real Estate Investment Trusts (REITs) — 0.1% | Equity Real Estate Investment Trusts (REITs) — 0.1% | Equity Real Estate Investment Trusts (REITs) — 0.1% | Equity Real Estate Investment Trusts (REITs) — 0.1% |
| Iron Mountain, Inc., Term Loan, 6.384%, (1 mo. USD LIBOR + 1.75%), 1/2/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;$870783 |
|  |  |  | &nbsp;&nbsp;**$870783** |
| Food & Staples Retailing — 0.1% | Food & Staples Retailing — 0.1% | Food & Staples Retailing — 0.1% | Food & Staples Retailing — 0.1% |
| US Foods, Inc., Term Loan, 6.384%, (1 mo. USD LIBOR + 2.00%), 9/13/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;$1427573 |
|  |  |  | &nbsp;&nbsp;**$1427573** |
| Food Products — 1.1% | Food Products — 1.1% | Food Products — 1.1% | Food Products — 1.1% |
| 8th Avenue Food & Provisions, Inc., Term Loan, 9.139%, (1 mo. USD LIBOR + 4.75%), 10/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;$501403 |
| Badger Buyer Corp., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 9/30/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp; 311728 |
| CHG PPC Parent, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.398%, (1 mo. EURIBOR + 3.50%), 3/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2056156 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.438%, (1 mo. USD LIBOR + 3.00%), 12/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp; 457294 |
| Del Monte Foods, Inc., Term Loan, 8.671%, (SOFR + 4.25%), 5/16/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 437625 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Food Products (continued) | Food Products (continued) | Food Products (continued) | Food Products (continued) |
| Froneri International, Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 2.756%, (6 mo. EURIBOR + 2.125%), 1/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;$1278241 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 1/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp; 2090399 |
| Monogram Food Solutions, LLC, Term Loan, 8.438%, (1 mo. USD LIBOR + 4.00%), 8/28/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp; 526804 |
| Nomad Foods Europe Midco Limited, Term Loan, 2.863%, (6 mo. EURIBOR + 2.50%), 6/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3123036 |
| Shearer's Foods, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 9/23/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp; 373821 |
| Sovos Brands Intermediate, Inc., Term Loan, 7.915%, (3 mo. USD LIBOR + 3.50%), 6/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp; 486603 |
| United Petfood Group B.V., Term Loan, 4.558%, (3 mo. EURIBOR + 3.00%), 4/23/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 756005 |
| Valeo F1 Company Limited (Ireland), Term Loan, 6.128%, (3 mo. EURIBOR + 4.00%), 9/29/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 931514 |
|  |  |  | &nbsp;&nbsp;**$13330629** |
| Health Care Equipment & Supplies — 0.3% | Health Care Equipment & Supplies — 0.3% | Health Care Equipment & Supplies — 0.3% | Health Care Equipment & Supplies — 0.3% |
| Bayou Intermediate II, LLC, Term Loan, 8.96%, (3 mo. USD LIBOR + 4.50%), 8/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;$716512 |
| CryoLife, Inc., Term Loan, 8.342%, (SOFR + 3.50%), 6/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp; 485925 |
| Journey Personal Care Corp., Term Loan, 8.98%, (3 mo. USD LIBOR + 4.25%), 3/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 | &nbsp;&nbsp;&nbsp;&nbsp; 1128660 |
| Medline Borrower, L.P., Term Loan, 5.398%, (1 mo. EURIBOR + 3.50%), 10/23/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1022279 |
|  |  |  | &nbsp;&nbsp;**$3353376** |
| Health Care Providers & Services — 2.9% | Health Care Providers & Services — 2.9% | Health Care Providers & Services — 2.9% | Health Care Providers & Services — 2.9% |
| AEA International Holdings (Lux) S.a.r.l., Term Loan, 8.50%, (3 mo. USD LIBOR + 3.75%), 9/7/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;$1050947 |
| Biogroup-LCD, Term Loan, 4.742%, (3 mo. EURIBOR + 3.00%), 2/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 726969 |
| BW NHHC Holdco, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.008%, (SOFR + 7.50%), 1/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp; 723998 |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.508%, (SOFR + 8.00%), 1/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 | &nbsp;&nbsp;&nbsp;&nbsp; 2417553 |
| CCRR Parent, Inc., Term Loan, 8.14%, (1 mo. USD LIBOR + 3.75%), 3/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp; 493922 |
| Cerba Healthcare S.A.S., Term Loan, 5.148%, (1 mo. EURIBOR + 3.25%), 6/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1251088 |
| CHG Healthcare Services, Inc., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 9/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp; 1065129 |
| Covis Finco S.a.r.l., Term Loan, 10.80%, (SOFR + 6.50%), 2/18/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp; 617203 |
| Dedalus Finance GmbH, Term Loan, 5.782%, (6 mo. EURIBOR + 3.75%), 7/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 489062 |
| Electron BidCo, Inc., Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp; 774150 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) |
| Elsan S.A.S., Term Loan, 5.431%, (3 mo. EURIBOR + 3.35%), 6/16/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;$1518366 |
| Ensemble RCM, LLC, Term Loan, 7.944%, (SOFR + 3.75%), 8/3/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;&nbsp; 1303684 |
| Envision Healthcare Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.605%, (SOFR + 7.875%), 3/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp; 918239 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 8.83%, (SOFR + 4.25%), 3/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7259 | &nbsp;&nbsp;&nbsp;&nbsp; 2359264 |
| IVC Acquisition, Ltd., Term Loan, 7.703%, (SONIA + 4.50%), 2/13/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1099540 |
| LSCS Holdings, Inc., Term Loan, 8.884%, (1 mo. USD LIBOR + 4.50%), 12/16/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp; 686348 |
| Medical Solutions Holdings, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 11/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp; 1377156 |
| Mehilainen Yhtiot Oy, Term Loan, 5.727%, (3 mo. EURIBOR + 3.525%), 8/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1014697 |
| Midwest Physician Administrative Services, LLC, Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 3/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp; 430325 |
| National Mentor Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.328%, (USD LIBOR + 3.75%), 3/2/28<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1437477 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 3/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp; 40962 |
| Option Care Health, Inc., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 10/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp; 418559 |
| Pacific Dental Services, LLC, Term Loan, 7.854%, (1 mo. USD LIBOR + 3.50%), 5/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp; 480906 |
| Pediatric Associates Holding Company, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.434%, (USD LIBOR + 3.25%), 12/29/28<sup>(22)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp; 68582 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 12/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp; 450939 |
| PetVet Care Centers, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/14/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 139942 |
| Phoenix Guarantor, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 3/5/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 | &nbsp;&nbsp;&nbsp;&nbsp; 1770296 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 3/5/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1223247 |
| Radiology Partners, Inc., Term Loan, 8.639%, (1 mo. USD LIBOR + 4.25%), 7/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 | &nbsp;&nbsp;&nbsp;&nbsp; 1008279 |
| Radnet Management, Inc., Term Loan, 7.735%, (3 mo. USD LIBOR + 3.00%), 4/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp; 982491 |
| Ramsay Generale de Sante S.A., Term Loan, 4.552%, (3 mo. EURIBOR + 3.05%), 4/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 518499 |
| Select Medical Corporation, Term Loan, 6.89%, (1 mo. USD LIBOR + 2.50%), 3/6/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp; 2920498 |
| Sound Inpatient Physicians, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 6/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp; 390356 |
| Surgery Center Holdings, Inc., Term Loan, 8.05%, (1 mo. USD LIBOR + 3.75%), 8/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp; 931700 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) |
| Synlab Bondco PLC, Term Loan, 2.778%, (6 mo. EURIBOR + 2.50%), 7/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$520841 |
| U.S. Anesthesia Partners, Inc., Term Loan, 8.37%, (1 mo. USD LIBOR + 4.25%), 10/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp; 1433227 |
| WP CityMD Bidco, LLC, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 12/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp; 669362 |
|  |  |  | &nbsp;&nbsp;**$35723803** |
| Health Care Technology — 0.6% | Health Care Technology — 0.6% | Health Care Technology — 0.6% | Health Care Technology — 0.6% |
| Bracket Intermediate Holding Corp., Term Loan, 7.998%, (3 mo. USD LIBOR + 4.25%), 9/5/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;$866986 |
| GHX Ultimate Parent Corporation, Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 6/28/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp; 905829 |
| Imprivata, Inc., Term Loan, 8.573%, (SOFR + 4.25%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp; 216529 |
| MedAssets Software Intermediate Holdings, Inc., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 12/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp; 926623 |
| Navicure, Inc., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 10/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 | &nbsp;&nbsp;&nbsp;&nbsp; 1636398 |
| Project Ruby Ultimate Parent Corp., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 3/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp; 977723 |
| Verscend Holding Corp., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 8/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201 | &nbsp;&nbsp;&nbsp;&nbsp; 2193024 |
|  |  |  | &nbsp;&nbsp;**$7723112** |
| Hotels, Restaurants & Leisure — 2.2% | Hotels, Restaurants & Leisure — 2.2% | Hotels, Restaurants & Leisure — 2.2% | Hotels, Restaurants & Leisure — 2.2% |
| Bally's Corporation, Term Loan, 7.542%, (1 mo. USD LIBOR + 3.25%), 10/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp;$1083762 |
| Carnival Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.648%, (1 mo. EURIBOR + 3.75%), 6/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp; 1523053 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 6/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;&nbsp;&nbsp; 1216800 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 10/18/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;&nbsp; 2508164 |
| ClubCorp Holdings, Inc., Term Loan, 7.48%, (3 mo. USD LIBOR + 2.75%), 9/18/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp; 1716160 |
| Dave & Buster's, Inc., Term Loan, 9.438%, (SOFR + 5.00%), 6/29/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp; 746488 |
| Fertitta Entertainment, LLC, Term Loan, 8.323%, (SOFR + 4.00%), 1/27/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4181 | &nbsp;&nbsp;&nbsp;&nbsp; 3979815 |
| Four Seasons Hotels Limited, Term Loan, 7.436%, (SOFR + 3.25%), 11/30/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021 | &nbsp;&nbsp;&nbsp;&nbsp; 1022537 |
| GVC Holdings PLC, Term Loan, 4.398%, (1 mo. EURIBOR + 2.50%), 3/29/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp; 1964861 |
| Hilton Grand Vacations Borrower, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 8/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp; 908756 |
| IRB Holding Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 2/5/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177 | &nbsp;&nbsp;&nbsp;&nbsp; 2160239 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) |
| IRB Holding Corp.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.317%, (SOFR + 3.00%), 12/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;$289075 |
| Oravel Stays Singapore Pte, Ltd., Term Loan, 12.98%, (3 mo. USD LIBOR + 8.25%), 6/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp; 474031 |
| Playa Resorts Holding B.V., Term Loan, 8.576%, (SOFR + 4.25%), 1/5/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp; 1293531 |
| Scientific Games Holdings, L.P., Term Loan, 5.185%, (3 mo. EURIBOR + 4.00%), 4/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1024064 |
| SeaWorld Parks & Entertainment, Inc., Term Loan, 7.438%, (1 mo. USD LIBOR + 3.00%), 8/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp;&nbsp;&nbsp; 875326 |
| SMG US Midco 2, Inc., Term Loan, 6.915%, (3 mo. USD LIBOR + 2.50%), 1/23/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp; 233193 |
| Stars Group Holdings B.V. (The), Term Loan, 6.98%, (3 mo. USD LIBOR + 2.25%), 7/21/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2247 | &nbsp;&nbsp;&nbsp;&nbsp; 2221134 |
| Travel Leaders Group, LLC, Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 1/25/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp; 858963 |
|  |  |  | &nbsp;&nbsp;**$26099952** |
| Household Durables — 1.3% | Household Durables — 1.3% | Household Durables — 1.3% | Household Durables — 1.3% |
| Libbey Glass, Inc., Term Loan, 12.951%, (SOFR + 8.50%), 11/22/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9383 | &nbsp;&nbsp;$8773380 |
| Serta Simmons Bedding, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.269%, (3 mo. USD LIBOR + 7.50%), 8/10/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp; 2413093 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.269%, (3 mo. USD LIBOR + 7.50%), 8/10/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8053 | &nbsp;&nbsp;&nbsp;&nbsp; 3816967 |
| Solis IV B.V., Term Loan, 5.898%, (3 mo. EURIBOR + 4.00%), 2/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 947348 |
|  |  |  | &nbsp;&nbsp;**$15950788** |
| Household Products — 0.1% | Household Products — 0.1% | Household Products — 0.1% | Household Products — 0.1% |
| Kronos Acquisition Holdings, Inc., Term Loan, 10.509%, (SOFR + 6.00%), 12/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;$385110 |
| Nobel Bidco B.V., Term Loan, 5.942%, (6 mo. EURIBOR + 3.50%), 9/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 857251 |
|  |  |  | &nbsp;&nbsp;**$1242361** |
| Independent Power and Renewable Electricity Producers — 0.0%<sup>(9)</sup> | Independent Power and Renewable Electricity Producers — 0.0%<sup>(9)</sup> | Independent Power and Renewable Electricity Producers — 0.0%<sup>(9)</sup> | Independent Power and Renewable Electricity Producers — 0.0%<sup>(9)</sup> |
| Longview Power, LLC, Term Loan, 13.674%, (3 mo. USD LIBOR + 10.00%), 7/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;$20610 |
|  |  |  | &nbsp;&nbsp;**$20610** |
| Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% |
| Rain Carbon GmbH, Term Loan, 3.032%, (3 mo. EURIBOR + 2.75%), 1/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;$1047836 |
| SPX Flow, Inc., Term Loan, 8.923%, (SOFR + 4.50%), 4/5/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp; 1256570 |
|  |  |  | &nbsp;&nbsp;**$2304406** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Insurance — 1.9% | Insurance — 1.9% | Insurance — 1.9% | Insurance — 1.9% |
| Alliant Holdings Intermediate, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 5/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653 | &nbsp;&nbsp;$2622015 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 5/9/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp; 453104 |
| AmWINS Group, Inc., Term Loan, 6.637%, (1 mo. USD LIBOR + 2.25%), 2/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798 | &nbsp;&nbsp;&nbsp;&nbsp; 3732026 |
| AssuredPartners, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/12/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 165294 |
| Financiere CEP S.A.S., Term Loan, 5.952%, (3 mo. EURIBOR + 3.75%), 6/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 769218 |
| Hub International Limited: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.327%, (3 mo. USD LIBOR + 3.00%), 4/25/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 | &nbsp;&nbsp;&nbsp;&nbsp; 4920477 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.528%, (3 mo. USD LIBOR + 3.25%), 4/25/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp; 1805482 |
| NFP Corp., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 2/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp; 2972659 |
| Ryan Specialty Group, LLC, Term Loan, 7.423%, (SOFR + 3.00%), 9/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp; 1678460 |
| USI, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 12/2/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382 | &nbsp;&nbsp;&nbsp;&nbsp; 1374175 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.33%, (SOFR + 3.75%), 11/22/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp; 3054373 |
|  |  |  | &nbsp;&nbsp;**$23547283** |
| Interactive Media & Services — 0.3% | Interactive Media & Services — 0.3% | Interactive Media & Services — 0.3% | Interactive Media & Services — 0.3% |
| Buzz Finco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 1/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;$552198 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 1/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp; 59938 |
| Camelot U.S. Acquisition, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 10/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp; 930062 |
| Foundational Education Group, Inc., Term Loan, 8.592%, (SOFR + 3.75%), 8/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp; 490050 |
| Getty Images, Inc., Term Loan, 8.938%, (1 mo. USD LIBOR + 4.50%), 2/19/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp; 724240 |
| Match Group, Inc., Term Loan, 6.488%, (3 mo. USD LIBOR + 1.75%), 2/13/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp; 663609 |
|  |  |  | &nbsp;&nbsp;**$3420097** |
| Internet & Direct Marketing Retail — 0.5% | Internet & Direct Marketing Retail — 0.5% | Internet & Direct Marketing Retail — 0.5% | Internet & Direct Marketing Retail — 0.5% |
| Adevinta ASA: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.202%, (3 mo. EURIBOR + 3.00%), 6/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 | &nbsp;&nbsp;$1715618 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.48%, (3 mo. USD LIBOR + 2.75%), 6/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp; 293007 |
| CNT Holdings I Corp., Term Loan, 7.239%, (SOFR + 3.50%), 11/8/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp; 667117 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Internet & Direct Marketing Retail (continued) | Internet & Direct Marketing Retail (continued) | Internet & Direct Marketing Retail (continued) | Internet & Direct Marketing Retail (continued) |
| Etraveli Holding AB, Term Loan, 6.202%, (3 mo. EURIBOR + 4.00%), 8/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;$988322 |
| Hoya Midco, LLC, Term Loan, 7.573%, (SOFR + 3.25%), 2/3/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp; 980702 |
| Speedster Bidco GmbH, Term Loan, 5.108%, (6 mo. EURIBOR + 3.25%), 3/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 984646 |
|  |  |  | &nbsp;&nbsp;**$5629412** |
| IT Services — 1.8% | IT Services — 1.8% | IT Services — 1.8% | IT Services — 1.8% |
| Asurion, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 12/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 | &nbsp;&nbsp;$2764448 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 7/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 | &nbsp;&nbsp;&nbsp;&nbsp; 955889 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.68%, (SOFR + 4.00%), 8/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp; 909217 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.634%, (1 mo. USD LIBOR + 5.25%), 1/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp; 1059075 |
| Cyxtera DC Holdings, Inc., Term Loan, 7.36%, (3 mo. USD LIBOR + 3.00%), 5/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 766607 |
| Endure Digital, Inc., Term Loan, 7.717%, (1 mo. USD LIBOR + 3.50%), 2/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp; 2489095 |
| Gainwell Acquisition Corp., Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 10/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp; 2929607 |
| Indy US Bidco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.648%, (1 mo. EURIBOR + 3.75%), 3/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp; 724942 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 3/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp; 579774 |
| Informatica, LLC, Term Loan, 7.188%, (1 mo. USD LIBOR + 2.75%), 10/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp; 2615113 |
| NAB Holdings, LLC, Term Loan, 7.73%, (SOFR + 3.00%), 11/23/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;&nbsp;&nbsp; 1087298 |
| Rackspace Technology Global, Inc., Term Loan, 7.38%, (3 mo. USD LIBOR + 2.75%), 2/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 | &nbsp;&nbsp;&nbsp;&nbsp; 835063 |
| Sedgwick Claims Management Services, Inc., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 12/31/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp; 1193072 |
| Skopima Merger Sub, Inc., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 5/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp; 1401633 |
| team.blue Finco S.a.r.l., Term Loan, 5.902%, (3 mo. EURIBOR + 3.70%), 3/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1011575 |
|  |  |  | &nbsp;&nbsp;**$21322408** |
| Leisure Products — 0.2% | Leisure Products — 0.2% | Leisure Products — 0.2% | Leisure Products — 0.2% |
| Accell Group N.V., Term Loan, 7.527%, (6 mo. EURIBOR + 4.50%), 9/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$504895 |
| Amer Sports Oyj, Term Loan, 5.131%, (6 mo. EURIBOR + 4.50%), 3/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1551349 |
| Fender Musical Instruments Corporation, Term Loan, 8.417%, (SOFR + 4.00%), 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp; 260782 |
|  |  |  | &nbsp;&nbsp;**$2317026** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Life Sciences Tools & Services — 0.5% | Life Sciences Tools & Services — 0.5% | Life Sciences Tools & Services — 0.5% | Life Sciences Tools & Services — 0.5% |
| Avantor Funding, Inc., Term Loan, 4.398%, (1 mo. EURIBOR + 2.50%), 6/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;$1041872 |
| Catalent Pharma Solutions, Inc., Term Loan, 6.375%, (1 mo. USD LIBOR + 2.00%), 2/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp; 809741 |
| Curia Global, Inc., Term Loan, 8.165%, (3 mo. USD LIBOR + 3.75%), 8/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp; 202344 |
| IQVIA, Inc., Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 1/17/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp; 1361117 |
| LGC Group Holdings, Ltd., Term Loan, 4.648%, (1 mo. EURIBOR + 2.75%), 4/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 992039 |
| Loire Finco Luxembourg S.a.r.l., Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 4/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp; 321294 |
| Packaging Coordinators Midco, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 11/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp; 1283666 |
|  |  |  | &nbsp;&nbsp;**$6012073** |
| Machinery — 2.3% | Machinery — 2.3% | Machinery — 2.3% | Machinery — 2.3% |
| AI Alpine AT Bidco GmbH, Term Loan, 4.731%, (6 mo. EURIBOR + 3.00%), 10/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;$749248 |
| Albion Financing 3 S.a.r.l., Term Loan, 9.575%, (3 mo. USD LIBOR + 5.25%), 8/17/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp; 1456497 |
| Alliance Laundry Systems, LLC, Term Loan, 7.409%, (3 mo. USD LIBOR + 3.50%), 10/8/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp; 1046223 |
| American Trailer World Corp., Term Loan, 8.173%, (SOFR + 3.75%), 3/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp; 532359 |
| Apex Tool Group, LLC, Term Loan, 9.667%, (SOFR + 5.25%), 2/8/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 | &nbsp;&nbsp;&nbsp;&nbsp; 2905664 |
| Conair Holdings, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 5/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531 | &nbsp;&nbsp;&nbsp;&nbsp; 1293378 |
| CPM Holdings, Inc., Term Loan, 7.62%, (1 mo. USD LIBOR + 3.50%), 11/17/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp; 307474 |
| Delachaux Group S.A., Term Loan, 8.915%, (3 mo. USD LIBOR + 4.50%), 4/16/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp; 401933 |
| Engineered Machinery Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.952%, (3 mo. EURIBOR + 3.75%), 5/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp; 1009501 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.50%), 5/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866 | &nbsp;&nbsp;&nbsp;&nbsp; 1810166 |
| Filtration Group Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.398%, (1 mo. EURIBOR + 3.50%), 3/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp; 1410960 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 10/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp; 728920 |
| Gates Global, LLC, Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 3/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 | &nbsp;&nbsp;&nbsp;&nbsp; 3864342 |
| Granite Holdings US Acquisition Co., Term Loan, 8.75%, (3 mo. USD LIBOR + 4.00%), 9/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp; 1253451 |
| Icebox Holdco III, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 12/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp; 782875 |
| Illuminate Buyer, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 6/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp; 716257 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Machinery (continued) | Machinery (continued) | Machinery (continued) | Machinery (continued) |
| Penn Engineering & Manufacturing Corp., Term Loan, 4.148%, (3 mo. EURIBOR + 2.25%), 6/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;$1257001 |
| Titan Acquisition Limited, Term Loan, 8.151%, (6 mo. USD LIBOR + 3.00%), 3/28/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 | &nbsp;&nbsp;&nbsp;&nbsp; 2834748 |
| TK Elevator Topco GmbH, Term Loan, 4.256%, (1 mo. EURIBOR + 3.625%), 7/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1019029 |
| Vertical US Newco, Inc., Term Loan, 6.871%, (6 mo. USD LIBOR + 3.50%), 7/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp; 1156006 |
| Zephyr German BidCo GmbH, Term Loan, 5.393%, (3 mo. EURIBOR + 3.40%), 3/10/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1481234 |
|  |  |  | &nbsp;&nbsp;**$28017266** |
| Media — 1.3% | Media — 1.3% | Media — 1.3% | Media — 1.3% |
| Axel Springer SE, Term Loan, 6.813%, (3 mo. EURIBOR + 4.75%), 12/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$1014920 |
| Diamond Sports Group, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.317%, (SOFR + 8.10%), 5/25/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp; 475440 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 7.567%, (SOFR + 3.25%), 8/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 389993 |
| Entravision Communications Corporation, Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 11/29/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp; 812733 |
| Gray Television, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.62%, (1 mo. USD LIBOR + 2.50%), 1/2/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp; 622098 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.665%, (1 mo. USD LIBOR + 2.50%), 2/7/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp; 137970 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.12%, (1 mo. USD LIBOR + 3.00%), 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp; 914805 |
| Hubbard Radio, LLC, Term Loan, 8.64%, (1 mo. USD LIBOR + 4.25%), 3/28/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp; 567090 |
| iHeartCommunications, Inc., Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 5/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp; 407788 |
| Magnite, Inc., Term Loan, 9.327%, (USD LIBOR + 5.00%), 4/28/28<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp; 605036 |
| MJH Healthcare Holdings, LLC, Term Loan, 7.923%, (SOFR + 3.50%), 1/28/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp; 263385 |
| Nexstar Broadcasting, Inc., Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 9/18/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp; 265720 |
| Recorded Books, Inc., Term Loan, 8.323%, (SOFR + 4.00%), 8/29/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp; 1628064 |
| Sinclair Television Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.89%, (1 mo. USD LIBOR + 2.50%), 9/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp; 601362 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.39%, (1 mo. USD LIBOR + 3.00%), 4/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp; 388143 |
| Univision Communications, Inc., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 3/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp; 6726382 |
|  |  |  | &nbsp;&nbsp;**$15820929** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Metals/Mining — 0.2% | Metals/Mining — 0.2% | Metals/Mining — 0.2% | Metals/Mining — 0.2% |
| American Consolidated Natural Resources, Inc., Term Loan, 20.327%, (3 mo. USD LIBOR + 16.00%), 17.327% cash, 3.00% PIK, 9/16/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;$44756 |
| Dynacast International, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.199%, (3 mo. USD LIBOR + 4.50%), 7/22/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp; 915563 |
| &nbsp;&nbsp;&nbsp;Term Loan, 13.699%, (3 mo. USD LIBOR + 9.00%), 10/22/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp; 328392 |
| WireCo WorldGroup, Inc., Term Loan, 8.938%, (3 mo. USD LIBOR + 4.25%), 11/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp; 461718 |
| Zekelman Industries, Inc., Term Loan, 6.729%, (3 mo. USD LIBOR + 2.00%), 1/24/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp; 1082098 |
|  |  |  | &nbsp;&nbsp;**$2832527** |
| Oil, Gas & Consumable Fuels — 0.7% | Oil, Gas & Consumable Fuels — 0.7% | Oil, Gas & Consumable Fuels — 0.7% | Oil, Gas & Consumable Fuels — 0.7% |
| Buckeye Partners, L.P., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 11/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699 | &nbsp;&nbsp;$2687295 |
| Centurion Pipeline Company, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 9/29/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp; 262737 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 9/28/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 218484 |
| Freeport LNG Investments, LLP, Term Loan, 7.743%, (3 mo. USD LIBOR + 3.50%), 12/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp; 632685 |
| Matador Bidco S.a.r.l., Term Loan, 8.884%, (1 mo. USD LIBOR + 4.50%), 10/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp; 1672605 |
| Oryx Midstream Services Permian Basin, LLC, Term Loan, 7.924%, (3 mo. USD LIBOR + 3.25%), 10/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp; 800462 |
| Oxbow Carbon, LLC, Term Loan, 8.98%, (3 mo. USD LIBOR + 4.25%), 10/17/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp; 309460 |
| QuarterNorth Energy Holding, Inc., Term Loan - Second Lien, 12.384%, (1 mo. USD LIBOR + 8.00%), 8/27/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp; 780099 |
| UGI Energy Services, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 8/13/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp; 1035338 |
|  |  |  | &nbsp;&nbsp;**$8399165** |
| Personal Products — 0.2% | Personal Products — 0.2% | Personal Products — 0.2% | Personal Products — 0.2% |
| HLF Financing S.a.r.l., Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 8/18/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;$937902 |
| Rainbow Finco S.a.r.l., Term Loan, 4.408%, (6 mo. EURIBOR + 3.50%), 2/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1002208 |
| Sunshine Luxembourg VII S.a.r.l., Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 10/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp; 188667 |
|  |  |  | &nbsp;&nbsp;**$2128777** |
| Pharmaceuticals — 1.5% | Pharmaceuticals — 1.5% | Pharmaceuticals — 1.5% | Pharmaceuticals — 1.5% |
| Aenova Holding GmbH, Term Loan, 5.034%, (6 mo. EURIBOR + 4.50%), 3/6/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$948239 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Pharmaceuticals (continued) | Pharmaceuticals (continued) | Pharmaceuticals (continued) | Pharmaceuticals (continued) |
| AI Sirona (Luxembourg) Acquisition S.a.r.l., Term Loan, 5.148%, (1 mo. EURIBOR + 3.25%), 9/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$1031646 |
| Akorn, Inc., Term Loan, 11.243%, (3 mo. USD LIBOR + 7.50%), 10/1/25<sup>(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp; 90525 |
| Amneal Pharmaceuticals, LLC, Term Loan, 8.092%, (USD LIBOR + 3.50%), 5/4/25<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3561 | &nbsp;&nbsp;&nbsp;&nbsp; 3205400 |
| Bausch Health Companies, Inc., Term Loan, 9.667%, (SOFR + 5.25%), 2/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056 | &nbsp;&nbsp;&nbsp;&nbsp; 2368455 |
| Horizon Therapeutics USA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.188%, (1 mo. USD LIBOR + 1.75%), 3/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp; 1916354 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.438%, (1 mo. USD LIBOR + 2.00%), 5/22/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp; 654129 |
| Jazz Financing Lux S.a.r.l., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 5/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp;&nbsp; 1433043 |
| Mallinckrodt International Finance S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.986%, (3 mo. USD LIBOR + 5.25%), 9/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp; 2541833 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.236%, (3 mo. USD LIBOR + 5.50%), 9/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp; 1457500 |
| PharmaZell GmbH, Term Loan, 6.202%, (1 mo. EURIBOR + 4.00%), 5/12/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1025847 |
| Recipharm AB, Term Loan, 4.995%, (3 mo. EURIBOR + 3.20%), 2/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 968375 |
|  |  |  | &nbsp;&nbsp;**$17641346** |
| Professional Services — 1.4% | Professional Services — 1.4% | Professional Services — 1.4% | Professional Services — 1.4% |
| AlixPartners, LLP: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.452%, (3 mo. EURIBOR + 3.25%), 2/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;$1013153 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 2/4/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1389187 |
| APFS Staffing Holdings, Inc., Term Loan, 8.136%, (SOFR + 4.00%), 12/29/28<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp; 261338 |
| Blitz 20-487 GmbH, Term Loan, 4.805%, (3 mo. EURIBOR + 3.20%), 4/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1024509 |
| Brown Group Holding, LLC, Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 6/7/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 218422 |
| Camelot U.S. Acquisition, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 10/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp; 1587123 |
| CoreLogic, Inc., Term Loan, 7.938%, (1 mo. USD LIBOR + 3.50%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3891 | &nbsp;&nbsp;&nbsp;&nbsp; 3257026 |
| Corporation Service Company, Term Loan, 7.673%, (SOFR + 3.25%), 11/2/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 347375 |
| Deerfield Dakota Holding, LLC, Term Loan, 8.073%, (SOFR + 3.75%), 4/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074 | &nbsp;&nbsp;&nbsp;&nbsp; 1941585 |
| Employbridge Holding Company, Term Loan, 9.494%, (3 mo. USD LIBOR + 4.75%), 7/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;&nbsp; 1939931 |
| First Advantage Holdings, LLC, Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 1/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp; 596953 |
| Rockwood Service Corporation, Term Loan, 8.634%, (1 mo. USD LIBOR + 4.25%), 1/23/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp; 590819 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Professional Services (continued) | Professional Services (continued) | Professional Services (continued) | Professional Services (continued) |
| Techem Verwaltungsgesellschaft 675 mbH, Term Loan, 2.638%, (6 mo. EURIBOR + 2.375%), 7/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;$850641 |
| Trans Union, LLC, Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 | &nbsp;&nbsp;&nbsp;&nbsp; 1618694 |
| Vaco Holdings, LLC, Term Loan, 9.73%, (SOFR + 5.00%), 1/21/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp; 263232 |
|  |  |  | &nbsp;&nbsp;**$16899988** |
| Real Estate Management & Development — 0.5% | Real Estate Management & Development — 0.5% | Real Estate Management & Development — 0.5% | Real Estate Management & Development — 0.5% |
| Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 8/21/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5666 | &nbsp;&nbsp;$5546804 |
|  |  |  | &nbsp;&nbsp;**$5546804** |
| Road & Rail — 1.4% | Road & Rail — 1.4% | Road & Rail — 1.4% | Road & Rail — 1.4% |
| Grab Holdings, Inc., Term Loan, 8.89%, (1 mo. USD LIBOR + 4.50%), 1/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108 | &nbsp;&nbsp;$2088105 |
| Hertz Corporation (The): |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.63%, (1 mo. USD LIBOR + 3.25%), 6/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp; 1019168 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.63%, (1 mo. USD LIBOR + 3.25%), 6/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp; 194999 |
| Kenan Advantage Group, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 3/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp; 2153813 |
| Uber Technologies, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.235%, (3 mo. USD LIBOR + 3.50%), 4/4/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7554 | &nbsp;&nbsp;&nbsp;&nbsp; 7558893 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.235%, (3 mo. USD LIBOR + 3.50%), 2/25/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3422 | &nbsp;&nbsp;&nbsp;&nbsp; 3419736 |
|  |  |  | &nbsp;&nbsp;**$16434714** |
| Semiconductors & Semiconductor Equipment — 0.3% | Semiconductors & Semiconductor Equipment — 0.3% | Semiconductors & Semiconductor Equipment — 0.3% | Semiconductors & Semiconductor Equipment — 0.3% |
| Altar Bidco, Inc., Term Loan, 6.608%, (SOFR + 3.10%), 2/1/29<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;$1215819 |
| Bright Bidco B.V., Term Loan, 12.094%, (SOFR + 8.00%), 10/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp; 286678 |
| MACOM Technology Solutions Holdings, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 5/17/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp; 262065 |
| MaxLinear, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 6/23/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp; 283571 |
| MKS Instruments, Inc., Term Loan, 4.797%, (1 mo. EURIBOR + 3.00%), 8/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp; 1046418 |
| Synaptics Incorporated, Term Loan, 7.399%, (6 mo. USD LIBOR + 2.25%), 12/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp; 387100 |
| Ultra Clean Holdings, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 8/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp; 605874 |
|  |  |  | &nbsp;&nbsp;**$4087525** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software — 7.1% | Software — 7.1% | Software — 7.1% | Software — 7.1% |
| Applied Systems, Inc., Term Loan, 9.08%, (SOFR + 4.50%), 9/18/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp;$4481815 |
| AppLovin Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.50%, (USD Prime + 2.00%), 10/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp; 1394400 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.75%, (USD Prime + 2.25%), 8/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866 | &nbsp;&nbsp;&nbsp;&nbsp; 2766985 |
| Aptean, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.985%, (3 mo. USD LIBOR + 4.25%), 4/23/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp; 789163 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.735%, (3 mo. USD LIBOR + 7.00%), 4/23/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp; 1348500 |
| Astra Acquisition Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.634%, (1 mo. USD LIBOR + 5.25%), 10/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp; 951084 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 13.259%, (1 mo. USD LIBOR + 8.875%), 10/25/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp; 1484643 |
| Banff Merger Sub, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.898%, (1 mo. EURIBOR + 4.00%), 10/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp; 488081 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/2/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp; 2594840 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.884%, (1 mo. USD LIBOR + 5.50%), 2/27/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 830625 |
| CDK Global, Inc., Term Loan, 9.08%, (SOFR + 4.50%), 7/6/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp; 2259537 |
| CentralSquare Technologies, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 8/29/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp; 749280 |
| Ceridian HCM Holding, Inc., Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 4/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp;&nbsp; 1463718 |
| Cloudera, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779 | &nbsp;&nbsp;&nbsp;&nbsp; 2641787 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.384%, (1 mo. USD LIBOR + 6.00%), 10/8/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp; 650031 |
| Constant Contact, Inc., Term Loan, 7.909%, (3 mo. USD LIBOR + 4.00%), 2/10/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 | &nbsp;&nbsp;&nbsp;&nbsp; 1535842 |
| Cornerstone OnDemand, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/16/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp; 1202538 |
| Delta TopCo, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.154%, (3 mo. USD LIBOR + 3.75%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp; 1276724 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.654%, (3 mo. USD LIBOR + 7.25%), 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp; 1552687 |
| ECI Macola Max Holding, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 11/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp; 1225698 |
| Epicor Software Corporation, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 7/30/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp; 748183 |
| Finastra USA, Inc., Term Loan, 6.871%, (6 mo. USD LIBOR + 3.50%), 6/13/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958 | &nbsp;&nbsp;&nbsp;&nbsp; 2624903 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) | Software (continued) |
| Fiserv Investment Solutions, Inc., Term Loan, 8.325%, (1 mo. USD LIBOR + 4.00%), 2/18/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;$487241 |
| GoTo Group, Inc., Term Loan, 9.139%, (1 mo. USD LIBOR + 4.75%), 8/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp; 1156138 |
| Greeneden U.S. Holdings II, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.855%, (3 mo. EURIBOR + 4.25%), 12/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp; 764631 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp; 779964 |
| Hyland Software, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 7/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7588 | &nbsp;&nbsp;&nbsp;&nbsp; 7495509 |
| IGT Holding IV AB, Term Loan, 5.102%, (3 mo. EURIBOR + 2.90%), 3/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1006223 |
| Ivanti Software, Inc., Term Loan, 9.011%, (3 mo. USD LIBOR + 4.25%), 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp; 1163295 |
| MA FinanceCo., LLC, Term Loan, 8.973%, (3 mo. USD LIBOR + 4.25%), 6/5/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp; 1572727 |
| Magenta Buyer, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.17%, (3 mo. USD LIBOR + 4.75%), 7/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3861 | &nbsp;&nbsp;&nbsp;&nbsp; 3325286 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.67%, (3 mo. USD LIBOR + 8.25%), 7/27/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp; 829500 |
| Marcel LUX IV S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.72%, (3 mo. EURIBOR + 3.50%), 3/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1580920 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.414%, (SOFR + 4.00%), 12/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp; 93719 |
| McAfee, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.605%, (3 mo. EURIBOR + 4.00%), 3/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp; 1011177 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.974%, (SOFR + 3.75%), 3/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp; 2604910 |
| Mediaocean, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 12/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp; 567586 |
| MH Sub I, LLC, Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 9/13/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp; 384252 |
| Mitnick Corporate Purchaser, Inc., Term Loan, 8.944%, (SOFR + 4.75%), 5/2/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp; 421662 |
| Open Text Corporation, Term Loan, 11/16/29<sup>(21)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp; 1343777 |
| Panther Commercial Holdings, L.P., Term Loan, 8.665%, (3 mo. USD LIBOR + 4.25%), 1/7/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp; 802509 |
| Polaris Newco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.898%, (1 mo. EURIBOR + 4.00%), 6/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp; 989681 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp; 2576116 |
| Proofpoint, Inc., Term Loan, 7.985%, (3 mo. USD LIBOR + 3.25%), 8/31/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp; 2384895 |
| RealPage, Inc., Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 4/24/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839 | &nbsp;&nbsp;&nbsp;&nbsp; 2707046 |
| Seattle Spinco, Inc., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 6/21/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp; 1988834 |
| SolarWinds Holdings, Inc., Term Loan, 8.323%, (SOFR + 4.00%), 2/5/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1683000 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) | Software (continued) |
| Sophia, L.P., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 10/7/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;$379419 |
| Sovos Compliance, LLC, Term Loan, 8.884%, (1 mo. USD LIBOR + 4.50%), 8/11/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp; 685651 |
| SurveyMonkey, Inc., Term Loan, 8.14%, (1 mo. USD LIBOR + 3.75%), 10/10/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;&nbsp;&nbsp; 600268 |
| Turing Midco, LLC, Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 3/24/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp; 223643 |
| Ultimate Software Group, Inc. (The): |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.998%, (3 mo. USD LIBOR + 3.25%), 5/4/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871 | &nbsp;&nbsp;&nbsp;&nbsp; 3687574 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 5/4/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp; 1611269 |
| Veritas US, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.952%, (3 mo. EURIBOR + 4.75%), 9/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp; 751328 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.73%, (3 mo. USD LIBOR + 5.00%), 9/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419 | &nbsp;&nbsp;&nbsp;&nbsp; 1730652 |
| Vision Solutions, Inc., Term Loan, 8.358%, (3 mo. USD LIBOR + 4.00%), 4/24/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp; 350090 |
| VS Buyer, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 2/28/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp; 1043897 |
|  |  |  | &nbsp;&nbsp;**$85845453** |
| Specialty Retail — 1.1% | Specialty Retail — 1.1% | Specialty Retail — 1.1% | Specialty Retail — 1.1% |
| Belron Finance US, LLC, Term Loan, 7.063%, (3 mo. USD LIBOR + 2.50%), 4/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;$830254 |
| Belron Luxembourg S.a.r.l., Term Loan, 4.232%, (3 mo. EURIBOR + 2.50%), 4/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 521342 |
| Boels Topholding B.V., Term Loan, 4.983%, (EURIBOR + 3.25%), 2/6/27<sup>(20)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1032092 |
| David's Bridal, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.42%, (3 mo. USD LIBOR + 6.00%), 12/31/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp; 649629 |
| &nbsp;&nbsp;&nbsp;Term Loan, 14.28%, (3 mo. USD LIBOR + 10.00%), 9.28% cash, 5.00% PIK, 6/23/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp; 554130 |
| Great Outdoors Group, LLC, Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 3/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401 | &nbsp;&nbsp;&nbsp;&nbsp; 2315186 |
| Harbor Freight Tools USA, Inc., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 10/19/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372 | &nbsp;&nbsp;&nbsp;&nbsp; 1312189 |
| Les Schwab Tire Centers, Term Loan, 6.58%, (3 mo. USD LIBOR + 3.25%), 11/2/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp; 2873493 |
| Mattress Firm, Inc., Term Loan, 8.44%, (6 mo. USD LIBOR + 4.25%), 9/25/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp; 1018896 |
| PetSmart, Inc., Term Loan, 8.13%, (1 mo. USD LIBOR + 3.75%), 2/11/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2359644 |
|  |  |  | &nbsp;&nbsp;**$13466855** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% |
| NCR Corporation, Term Loan, 6.92%, (3 mo. USD LIBOR + 2.50%), 8/28/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;$889136 |
|  |  |  | &nbsp;&nbsp;**$889136** |
| Thrifts & Mortgage Finance — 0.0%<sup>(9)</sup> | Thrifts & Mortgage Finance — 0.0%<sup>(9)</sup> | Thrifts & Mortgage Finance — 0.0%<sup>(9)</sup> | Thrifts & Mortgage Finance — 0.0%<sup>(9)</sup> |
| Ditech Holding Corporation, Term Loan, 0.00%, 6/30/23<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;$270393 |
|  |  |  | &nbsp;&nbsp;**$270393** |
| Trading Companies & Distributors — 1.0% | Trading Companies & Distributors — 1.0% | Trading Companies & Distributors — 1.0% | Trading Companies & Distributors — 1.0% |
| American Builders & Contractors Supply Co., Inc., Term Loan, 6.384%, (1 mo. USD LIBOR + 2.00%), 1/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp;$2352005 |
| Electro Rent Corporation, Term Loan, 10.271%, (SOFR + 5.50%), 11/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp; 1735413 |
| Hillman Group, Inc. (The): |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 3.097%, 7/14/28<sup>(22)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp; 69777 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.139%, (1 mo. USD LIBOR + 2.75%), 7/14/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp; 287966 |
| Patagonia Bidco Limited, Term Loan, 7.435%, (SONIA + 5.25%), 3/5/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 995873 |
| Quimper AB, Term Loan, 4.085%, (3 mo. EURIBOR + 2.925%), 2/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp; 1839501 |
| Spin Holdco, Inc., Term Loan, 7.144%, (3 mo. USD LIBOR + 4.00%), 3/4/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832 | &nbsp;&nbsp;&nbsp;&nbsp; 3268962 |
| SRS Distribution, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp; 943803 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.923%, (SOFR + 3.50%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp; 356369 |
| TricorBraun Holdings, Inc., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 3/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;&nbsp;&nbsp; 636802 |
|  |  |  | &nbsp;&nbsp;**$12486471** |
| Transportation Infrastructure — 0.0%<sup>(9)</sup> | Transportation Infrastructure — 0.0%<sup>(9)</sup> | Transportation Infrastructure — 0.0%<sup>(9)</sup> | Transportation Infrastructure — 0.0%<sup>(9)</sup> |
| Brown Group Holding, LLC, Term Loan, 7.925%, (SOFR + 3.75%), 7/2/29<sup>(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;$248952 |
| KKR Apple Bidco, LLC, Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 9/23/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp; 171071 |
|  |  |  | &nbsp;&nbsp;**$420023** |
| Wireless Telecommunication Services — 0.3% | Wireless Telecommunication Services — 0.3% | Wireless Telecommunication Services — 0.3% | Wireless Telecommunication Services — 0.3% |
| Digicel International Finance Limited, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 5/28/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4813 | &nbsp;&nbsp;$4062626 |
|  |  |  | &nbsp;&nbsp;**$4062626** |
| Total Senior Floating-Rate Loans<br> (identified cost $646,562,906) |  |  | &nbsp;&nbsp;**$590687008** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

Sovereign Government Bonds — 4.1%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Angola — 0.0%<sup>(9)</sup> | Angola — 0.0%<sup>(9)</sup> | Angola — 0.0%<sup>(9)</sup> | Angola — 0.0%<sup>(9)</sup> |
| Republic of Angola, 8.00%, 11/26/29<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;$456865 |
|  |  |  | &nbsp;&nbsp;**$456865** |
| Argentina — 0.1% | Argentina — 0.1% | Argentina — 0.1% | Argentina — 0.1% |
| Province of Salta Argentina, 8.50%, 12/1/27<sup>(3)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;$56801 |
| Provincia de Cordoba, 6.875%, 12/10/25<sup>(3)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp; 259322 |
| Republic of Argentina, 3.875% to 2/23/23, 1/9/38<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp; 307793 |
|  |  |  | &nbsp;&nbsp;**$623916** |
| Armenia — 0.1% | Armenia — 0.1% | Armenia — 0.1% | Armenia — 0.1% |
| Republic of Armenia: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 2/2/31<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;$508626 |
| &nbsp;&nbsp;&nbsp;3.95%, 9/26/29<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 166804 |
|  |  |  | &nbsp;&nbsp;**$675430** |
| Azerbaijan — 0.0%<sup>(9)</sup> | Azerbaijan — 0.0%<sup>(9)</sup> | Azerbaijan — 0.0%<sup>(9)</sup> | Azerbaijan — 0.0%<sup>(9)</sup> |
| Republic of Azerbaijan, 3.50%, 9/1/32<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;$325301 |
|  |  |  | &nbsp;&nbsp;**$325301** |
| Bahrain — 0.1% | Bahrain — 0.1% | Bahrain — 0.1% | Bahrain — 0.1% |
| Kingdom of Bahrain: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 9/20/29<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$299415 |
| &nbsp;&nbsp;&nbsp;7.375%, 5/14/30<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp; 601323 |
|  |  |  | &nbsp;&nbsp;**$900738** |
| Barbados — 0.2% | Barbados — 0.2% | Barbados — 0.2% | Barbados — 0.2% |
| Government of Barbados, 6.50%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;$2674562 |
|  |  |  | &nbsp;&nbsp;**$2674562** |
| Belarus — 0.0%<sup>(9)</sup> | Belarus — 0.0%<sup>(9)</sup> | Belarus — 0.0%<sup>(9)</sup> | Belarus — 0.0%<sup>(9)</sup> |
| Republic of Belarus, 5.875%, 2/24/26<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;$108000 |
|  |  |  | &nbsp;&nbsp;**$108000** |
| Benin — 0.1% | Benin — 0.1% | Benin — 0.1% | Benin — 0.1% |
| Benin Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 1/19/32<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;$406228 |
| &nbsp;&nbsp;&nbsp;4.95%, 1/22/35<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 156335 |
| &nbsp;&nbsp;&nbsp;6.875%, 1/19/52<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp; 796552 |
|  |  |  | &nbsp;&nbsp;**$1359115** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Brazil — 0.2% | Brazil — 0.2% | Brazil — 0.2% | Brazil — 0.2% |
| Federative Republic of Brazil: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 6/12/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;$322987 |
| &nbsp;&nbsp;&nbsp;4.625%, 1/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp; 1776457 |
|  |  |  | &nbsp;&nbsp;**$2099444** |
| Chile — 0.1% | Chile — 0.1% | Chile — 0.1% | Chile — 0.1% |
| Chile Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 1/31/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;$386962 |
| &nbsp;&nbsp;&nbsp;3.24%, 2/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp; 241420 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/25/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp; 612518 |
|  |  |  | &nbsp;&nbsp;**$1240900** |
| Colombia — 0.1% | Colombia — 0.1% | Colombia — 0.1% | Colombia — 0.1% |
| Colombia Government International Bond, 3.25%, 4/22/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;$813718 |
|  |  |  | &nbsp;&nbsp;**$813718** |
| Croatia — 0.0%<sup>(9)</sup> | Croatia — 0.0%<sup>(9)</sup> | Croatia — 0.0%<sup>(9)</sup> | Croatia — 0.0%<sup>(9)</sup> |
| Croatia Government International Bond, 1.75%, 3/4/41<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;$160897 |
|  |  |  | &nbsp;&nbsp;**$160897** |
| Dominican Republic — 0.2% | Dominican Republic — 0.2% | Dominican Republic — 0.2% | Dominican Republic — 0.2% |
| Dominican Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 1/30/30<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;$627621 |
| &nbsp;&nbsp;&nbsp;6.00%, 2/22/33<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 135870 |
| &nbsp;&nbsp;&nbsp;6.40%, 6/5/49<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp; 250979 |
| &nbsp;&nbsp;&nbsp;6.85%, 1/27/45<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp; 522315 |
| &nbsp;&nbsp;&nbsp;7.45%, 4/30/44<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp; 604628 |
|  |  |  | &nbsp;&nbsp;**$2141413** |
| Ecuador — 0.1% | Ecuador — 0.1% | Ecuador — 0.1% | Ecuador — 0.1% |
| Republic of Ecuador, 1.50% to 7/31/23, 7/31/40<sup>(3)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958 | &nbsp;&nbsp;$940910 |
|  |  |  | &nbsp;&nbsp;**$940910** |
| Egypt — 0.2% | Egypt — 0.2% | Egypt — 0.2% | Egypt — 0.2% |
| Arab Republic of Egypt: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 9/30/27<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;$354276 |
| &nbsp;&nbsp;&nbsp;8.15%, 11/20/59<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp; 846833 |
| &nbsp;&nbsp;&nbsp;8.50%, 1/31/47<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | &nbsp;&nbsp;&nbsp;&nbsp; 402457 |
| &nbsp;&nbsp;&nbsp;8.70%, 3/1/49<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp; 303047 |
| &nbsp;&nbsp;&nbsp;8.875%, 5/29/50<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp; 241265 |
|  |  |  | &nbsp;&nbsp;**$2147878** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| El Salvador — 0.1% | El Salvador — 0.1% | El Salvador — 0.1% |
| Republic of El Salvador: |  |  |
| &nbsp;&nbsp;&nbsp;7.125%, 1/20/50<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$59383 |
| &nbsp;&nbsp;&nbsp;7.75%, 1/24/23<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp; 616200 |
|  |  | &nbsp;&nbsp;**$675583** |
| Ethiopia — 0.0%<sup>(9)</sup> | Ethiopia — 0.0%<sup>(9)</sup> | Ethiopia — 0.0%<sup>(9)</sup> |
| Ethiopia Government International Bond, 6.625%, 12/11/24<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;$439810 |
|  |  | &nbsp;&nbsp;**$439810** |
| Gabon — 0.1% | Gabon — 0.1% | Gabon — 0.1% |
| Gabon Government International Bond, 6.625%, 2/6/31<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;$722920 |
|  |  | &nbsp;&nbsp;**$722920** |
| Guatemala — 0.0%<sup>(9)</sup> | Guatemala — 0.0%<sup>(9)</sup> | Guatemala — 0.0%<sup>(9)</sup> |
| Guatemala Government International Bond, 5.375%, 4/24/32<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;$333099 |
|  |  | &nbsp;&nbsp;**$333099** |
| Honduras — 0.1% | Honduras — 0.1% | Honduras — 0.1% |
| Honduras Government International Bond: |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 6/24/30<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;$1178431 |
| &nbsp;&nbsp;&nbsp;6.25%, 1/19/27<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp; 492843 |
|  |  | &nbsp;&nbsp;**$1671274** |
| Hungary — 0.0%<sup>(9)</sup> | Hungary — 0.0%<sup>(9)</sup> | Hungary — 0.0%<sup>(9)</sup> |
| Hungary Government International Bond, 2.125%, 9/22/31<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;$607239 |
|  |  | &nbsp;&nbsp;**$607239** |
| India — 0.1% | India — 0.1% | India — 0.1% |
| Export-Import Bank of India, 2.25%, 1/13/31<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;$783584 |
|  |  | &nbsp;&nbsp;**$783584** |
| Indonesia — 0.2% | Indonesia — 0.2% | Indonesia — 0.2% |
| Indonesia Government International Bond: |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;$2227789 |
| &nbsp;&nbsp;&nbsp;4.65%, 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp; 250113 |
|  |  | &nbsp;&nbsp;**$2477902** |
| Iraq — 0.1% | Iraq — 0.1% | Iraq — 0.1% |
| Republic of Iraq: |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 1/15/28<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;$1330649 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Iraq (continued) | Iraq (continued) | Iraq (continued) | Iraq (continued) |
| Republic of Iraq: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.752%, 3/9/23<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;$485773 |
|  |  |  | &nbsp;&nbsp;**$1816422** |
| Ivory Coast — 0.0%<sup>(9)</sup> | Ivory Coast — 0.0%<sup>(9)</sup> | Ivory Coast — 0.0%<sup>(9)</sup> | Ivory Coast — 0.0%<sup>(9)</sup> |
| Ivory Coast Government International Bond, 5.25%, 3/22/30<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;$233402 |
|  |  |  | &nbsp;&nbsp;**$233402** |
| Jordan — 0.1% | Jordan — 0.1% | Jordan — 0.1% | Jordan — 0.1% |
| Kingdom of Jordan: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.85%, 7/7/30<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$269793 |
| &nbsp;&nbsp;&nbsp;7.375%, 10/10/47<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp; 378083 |
|  |  |  | &nbsp;&nbsp;**$647876** |
| Kenya — 0.0%<sup>(9)</sup> | Kenya — 0.0%<sup>(9)</sup> | Kenya — 0.0%<sup>(9)</sup> | Kenya — 0.0%<sup>(9)</sup> |
| Republic of Kenya, 7.25%, 2/28/28<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;$422261 |
|  |  |  | &nbsp;&nbsp;**$422261** |
| Lebanon — 0.0%<sup>(9)</sup> | Lebanon — 0.0%<sup>(9)</sup> | Lebanon — 0.0%<sup>(9)</sup> | Lebanon — 0.0%<sup>(9)</sup> |
| Lebanese Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 4/14/20<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;$3485 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/27/23<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp; 15494 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/4/22<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp; 59428 |
| &nbsp;&nbsp;&nbsp;6.15%, 6/19/20<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; 4583 |
| &nbsp;&nbsp;&nbsp;6.20%, 2/26/25<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp; 4892 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/27/22<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp; 8054 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/4/24<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp; 985 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/12/25<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp; 17550 |
| &nbsp;&nbsp;&nbsp;6.375%, 3/9/20<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp; 68443 |
| &nbsp;&nbsp;&nbsp;6.40%, 5/26/23<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp; 797 |
| &nbsp;&nbsp;&nbsp;6.65%, 4/22/24<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp; 34884 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/3/28<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp; 12685 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/29/27<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;6.85%, 5/25/29<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/20/28<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp; 31103 |
| &nbsp;&nbsp;&nbsp;7.05%, 11/2/35<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp; 5268 |
| &nbsp;&nbsp;&nbsp;7.15%, 11/20/31<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp; 27498 |
| &nbsp;&nbsp;&nbsp;8.20%, 5/17/33<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp; 9637 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/12/21<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp; 24578 |
| &nbsp;&nbsp;&nbsp;8.25%, 5/17/34<sup>(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp; 7999 |
|  |  |  | &nbsp;&nbsp;**$337914** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Macedonia — 0.1% | Macedonia — 0.1% | Macedonia — 0.1% | Macedonia — 0.1% |
| North Macedonia Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 3/10/28<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;$674482 |
| &nbsp;&nbsp;&nbsp;3.675%, 6/3/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp; 134721 |
|  |  |  | &nbsp;&nbsp;**$809203** |
| Morocco — 0.0%<sup>(9)</sup> | Morocco — 0.0%<sup>(9)</sup> | Morocco — 0.0%<sup>(9)</sup> | Morocco — 0.0%<sup>(9)</sup> |
| Morocco Government International Bond, 3.00%, 12/15/32<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;$291854 |
|  |  |  | &nbsp;&nbsp;**$291854** |
| Mozambique — 0.0%<sup>(9)</sup> | Mozambique — 0.0%<sup>(9)</sup> | Mozambique — 0.0%<sup>(9)</sup> | Mozambique — 0.0%<sup>(9)</sup> |
| Mozambique Government International Bond, 5.00%, 9/15/31<sup>(3)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;$320320 |
|  |  |  | &nbsp;&nbsp;**$320320** |
| Oman — 0.1% | Oman — 0.1% | Oman — 0.1% | Oman — 0.1% |
| Oman Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 1/25/31<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;$487481 |
| &nbsp;&nbsp;&nbsp;7.375%, 10/28/32<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp; 497251 |
|  |  |  | &nbsp;&nbsp;**$984732** |
| Pakistan — 0.0%<sup>(9)</sup> | Pakistan — 0.0%<sup>(9)</sup> | Pakistan — 0.0%<sup>(9)</sup> | Pakistan — 0.0%<sup>(9)</sup> |
| Islamic Republic of Pakistan: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.375%, 4/8/31<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;$74880 |
| &nbsp;&nbsp;&nbsp;8.875%, 4/8/51<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 78255 |
|  |  |  | &nbsp;&nbsp;**$153135** |
| Panama — 0.1% | Panama — 0.1% | Panama — 0.1% | Panama — 0.1% |
| Panama Government International Bond, 6.70%, 1/26/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;$1150430 |
|  |  |  | &nbsp;&nbsp;**$1150430** |
| Paraguay — 0.0%<sup>(9)</sup> | Paraguay — 0.0%<sup>(9)</sup> | Paraguay — 0.0%<sup>(9)</sup> | Paraguay — 0.0%<sup>(9)</sup> |
| Republic of Paraguay, 4.95%, 4/28/31<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;$559764 |
|  |  |  | &nbsp;&nbsp;**$559764** |
| Peru — 0.1% | Peru — 0.1% | Peru — 0.1% | Peru — 0.1% |
| Peruvian Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.783%, 1/23/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;$768330 |
| &nbsp;&nbsp;&nbsp;3.30%, 3/11/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp; 326663 |
|  |  |  | &nbsp;&nbsp;**$1094993** |
| Romania — 0.2% | Romania — 0.2% | Romania — 0.2% | Romania — 0.2% |
| Romania Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 1/28/50<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;$321138 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Romania (continued) | Romania (continued) | Romania (continued) | Romania (continued) |
| Romania Government International Bond: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 4/3/49<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;$867007 |
| &nbsp;&nbsp;&nbsp;5.00%, 9/27/26<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp; 714826 |
| &nbsp;&nbsp;&nbsp;6.625%, 9/27/29<sup>(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp; 700929 |
|  |  |  | &nbsp;&nbsp;**$2603900** |
| Serbia — 0.1% | Serbia — 0.1% | Serbia — 0.1% | Serbia — 0.1% |
| Serbia Government International Bond, 2.125%, 12/1/30<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101 | &nbsp;&nbsp;$1517132 |
|  |  |  | &nbsp;&nbsp;**$1517132** |
| Sri Lanka — 0.1% | Sri Lanka — 0.1% | Sri Lanka — 0.1% | Sri Lanka — 0.1% |
| Sri Lanka Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 4/18/23<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;$272378 |
| &nbsp;&nbsp;&nbsp;6.20%, 5/11/27<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 127632 |
| &nbsp;&nbsp;&nbsp;6.35%, 6/28/24<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 127499 |
| &nbsp;&nbsp;&nbsp;6.75%, 4/18/28<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp; 348754 |
| &nbsp;&nbsp;&nbsp;6.825%, 7/18/26<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 64051 |
| &nbsp;&nbsp;&nbsp;6.85%, 3/14/24<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp; 216913 |
| &nbsp;&nbsp;&nbsp;6.85%, 11/3/25<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 64518 |
| &nbsp;&nbsp;&nbsp;7.55%, 3/28/30<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 63816 |
| &nbsp;&nbsp;&nbsp;7.85%, 3/14/29<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp; 116572 |
|  |  |  | &nbsp;&nbsp;**$1402133** |
| Suriname — 0.4% | Suriname — 0.4% | Suriname — 0.4% | Suriname — 0.4% |
| Republic of Suriname, 9.25%, 10/26/26<sup>(14)(18)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5751 | &nbsp;&nbsp;$4646808 |
|  |  |  | &nbsp;&nbsp;**$4646808** |
| Turkey — 0.1% | Turkey — 0.1% | Turkey — 0.1% | Turkey — 0.1% |
| Turkey Government International Bond, 5.125%, 2/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$868980 |
|  |  |  | &nbsp;&nbsp;**$868980** |
| Ukraine — 0.1% | Ukraine — 0.1% | Ukraine — 0.1% | Ukraine — 0.1% |
| Ukraine Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.258%, GDP-Linked, 8/1/41<sup>(14)(23)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;$468627 |
| &nbsp;&nbsp;&nbsp;6.876%, 5/21/31<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp;&nbsp;&nbsp; 313637 |
|  |  |  | &nbsp;&nbsp;**$782264** |
| United Arab Emirates — 0.1% | United Arab Emirates — 0.1% | United Arab Emirates — 0.1% | United Arab Emirates — 0.1% |
| Finance Department Government of Sharjah, 4.375%, 3/10/51<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;$1775413 |
|  |  |  | &nbsp;&nbsp;**$1775413** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uruguay — 0.1% | Uruguay — 0.1% | Uruguay — 0.1% |
| Uruguay Government International Bond, 7.625%, 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;$900340 |
|  |  | &nbsp;&nbsp;**$900340** |
| Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% |
| Republic of Uzbekistan: |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 10/19/31<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;$465300 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/20/24<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp; 349059 |
| &nbsp;&nbsp;&nbsp;5.375%, 2/20/29<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 278838 |
|  |  | &nbsp;&nbsp;**$1093197** |
| Zambia — 0.1% | Zambia — 0.1% | Zambia — 0.1% |
| Zambia Government International Bond: |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 9/20/22<sup>(14)(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;$391479 |
| &nbsp;&nbsp;&nbsp;8.97%, 7/30/27<sup>(14)(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp; 402568 |
|  |  | &nbsp;&nbsp;**$794047** |
| Total Sovereign Government Bonds<br> (identified cost $59,766,492) |  | &nbsp;&nbsp;**$49587018** |

---

Sovereign Loans — 0.6%

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Kenya — 0.1% | Kenya — 0.1% | Kenya — 0.1% |
| Government of Kenya, Term Loan, 11.176%, (6 mo. USD LIBOR + 6.45%), 6/29/25<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;$1516515 |
|  |  | &nbsp;&nbsp;**$1516515** |
| Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% |
| Bank of Industry Limited, Term Loan, 10.753%, (3 mo. USD LIBOR + 6.00%), 12/14/23<sup>(2)(24)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;$1013349 |
|  |  | &nbsp;&nbsp;**$1013349** |
| Tanzania — 0.4% | Tanzania — 0.4% | Tanzania — 0.4% |
| Government of the United Republic of Tanzania, Term Loan, 11.434%, (6 mo. USD LIBOR + 6.30%), 4/28/31<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;$4683490 |
|  |  | &nbsp;&nbsp;**$4683490** |
| Total Sovereign Loans<br> (identified cost $6,971,452) |  | &nbsp;&nbsp;**$7213354** |

---

U.S. Government Agency Mortgage-Backed Securities — 29.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, with various maturities to 2052 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24027 | &nbsp;&nbsp;$22058211 |
| &nbsp;&nbsp;&nbsp;5.00%, with various maturities to 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56270 | &nbsp;&nbsp;&nbsp;&nbsp; 55577072 |
| &nbsp;&nbsp;&nbsp;5.50%, 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp; 261137 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp; 1767699 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp; 1506418 |
| &nbsp;&nbsp;&nbsp;7.50%, with various maturities to 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp; 805851 |
| &nbsp;&nbsp;&nbsp;8.00%, with various maturities to 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp; 120171 |
| &nbsp;&nbsp;&nbsp;9.00%, with various maturities to 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp; 15968 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;3.388%, (6 mo. USD LIBOR + 1.54%), 9/1/37<sup>(25)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp; 499539 |
| &nbsp;&nbsp;&nbsp;3.408%, (COF + 1.31%), 10/1/36<sup>(25)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp; 412660 |
| &nbsp;&nbsp;&nbsp;3.50%, with various maturities to 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7824 | &nbsp;&nbsp;&nbsp;&nbsp; 7151475 |
| &nbsp;&nbsp;&nbsp;3.975%, (1 yr. CMT + 2.26%), 8/1/36<sup>(25)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2836 | &nbsp;&nbsp;&nbsp;&nbsp; 2888857 |
| &nbsp;&nbsp;&nbsp;4.50%, 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp; 2771612 |
| &nbsp;&nbsp;&nbsp;5.00%, with various maturities to 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp; 4975277 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp; 4664533 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp; 381722 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp; 208080 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28850 | &nbsp;&nbsp;&nbsp;&nbsp; 29300794 |
| &nbsp;&nbsp;&nbsp;6.333%, (COF + 2.00%, Floor 6.333%), 7/1/32<sup>(25)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp; 521005 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7118 | &nbsp;&nbsp;&nbsp;&nbsp; 7358861 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1669104 |
| &nbsp;&nbsp;&nbsp;7.50%, with various maturities to 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp; 820082 |
| &nbsp;&nbsp;&nbsp;8.00%, with various maturities to 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp; 53666 |
| &nbsp;&nbsp;&nbsp;8.006%, 9/15/27<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp; 44639 |
| &nbsp;&nbsp;&nbsp;8.163%, 9/20/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp; 9456 |
| &nbsp;&nbsp;&nbsp;8.229%, 10/15/29<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp; 12024 |
| &nbsp;&nbsp;&nbsp;8.289%, 6/15/27<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp; 17077 |
| &nbsp;&nbsp;&nbsp;8.50%, with various maturities to 2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp; 195141 |
| &nbsp;&nbsp;&nbsp;9.00%, with various maturities to 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp; 184112 |
| &nbsp;&nbsp;&nbsp;9.50%, with various maturities to 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp; 35450 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 9/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp; 340618 |
| &nbsp;&nbsp;&nbsp;4.50%, with various maturities to 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617 | &nbsp;&nbsp;&nbsp;&nbsp; 2544989 |
| &nbsp;&nbsp;&nbsp;5.00%, 6/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14899 | &nbsp;&nbsp;&nbsp;&nbsp; 14797836 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93900 | &nbsp;&nbsp;&nbsp;&nbsp; 94390341 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp; 34995 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp; 90424120 |
| &nbsp;&nbsp;&nbsp;6.50%, 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp; 199002 |
| &nbsp;&nbsp;&nbsp;7.00%, 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp; 58080 |
| &nbsp;&nbsp;&nbsp;7.50%, with various maturities to 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp; 811444 |
| &nbsp;&nbsp;&nbsp;8.00%, with various maturities to 2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 | &nbsp;&nbsp;&nbsp;&nbsp; 932625 |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 12/15/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;$76321 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $359,994,389) |  | &nbsp;&nbsp;**$350898064** |

---

Warrants — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Leisure Goods/Activities/Movies — 0.0% | Leisure Goods/Activities/Movies — 0.0% | Leisure Goods/Activities/Movies — 0.0% |
| Cineworld Group PLC, Exp. 11/23/25<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78565 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Retailers (Except Food and Drug) — 0.0% | Retailers (Except Food and Drug) — 0.0% | Retailers (Except Food and Drug) — 0.0% |
| David's Bridal, LLC, Exp. 12/31/28<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7886 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Total Warrants<br> (identified cost $0) |  | &nbsp;&nbsp;**$0** |

---

Miscellaneous — 0.0%<sup>(9)</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount/<br> Shares** | &nbsp;&nbsp;**Value** |
| Cable and Satellite Television — 0.0% | Cable and Satellite Television — 0.0% | Cable and Satellite Television — 0.0% |
| ACC Claims Holdings, LLC<sup>(10)(12)</sup> | 2257600 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Financial Intermediaries — 0.0% | Financial Intermediaries — 0.0% | Financial Intermediaries — 0.0% |
| Alpha Holding S.A., Escrow Certificates<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;$0 |
| Alpha Holding S.A., Escrow Certificates<sup>(10)(11)</sup> | 1530000 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;**$0** |
| Surface Transport — 0.0%<sup>(9)</sup> | Surface Transport — 0.0%<sup>(9)</sup> | Surface Transport — 0.0%<sup>(9)</sup> |
| Hertz Corp., Escrow Certificates<sup>(11)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;364000 | &nbsp;&nbsp;$32760 |
|  |  | &nbsp;&nbsp;**$32760** |
| Total Miscellaneous<br> (identified cost $0) |  | &nbsp;&nbsp;**$32760** |

---

Short-Term Investments — 5.6%

Affiliated Fund — 5.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(27)</sup> | 67172118 | &nbsp;&nbsp;$67172118 |
| Total Affiliated Fund<br> (identified cost $67,172,118) |  | &nbsp;&nbsp;**$67172118** |

---

U.S. Treasury Obligations — 0.0%<sup>(9)</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bill: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 1/10/23<sup>(28)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;$234835 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/31/23<sup>(28)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp; 264189 |
| Total U.S. Treasury Obligations<br> (identified cost $498,928) |  | &nbsp;&nbsp;**$499024** |
| Total Short-Term Investments<br> (identified cost $67,671,046) |  | &nbsp;&nbsp;**$67671142** |
| Total Investments — 164.4%<br> (identified cost $2,219,720,972) |  | &nbsp;&nbsp;**$1992245708** |
| Less Unfunded Loan Commitments — (0.0)%<sup>(9)</sup> |  | &nbsp;&nbsp;**$(126062)** |
| Net Investments — 164.4%<br> (identified cost $2,219,594,910) |  | &nbsp;&nbsp;**$1992119646** |
| Other Assets, Less Liabilities — (46.6)% |  | &nbsp;&nbsp;**$(564277924)** |
| Auction Preferred Shares Plus Cumulative Unpaid Dividends — (17.8)% |  | &nbsp;&nbsp;**$(216163027)** |
| Net Assets Applicable to Common Shares — 100.0% |  | &nbsp;&nbsp;**$1211678695** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares. |
| \* | In U.S. dollars unless otherwise indicated. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2022, the aggregate value of these securities is $608,182,196 or 50.2% of the Fund's net assets applicable to common shares. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at December 31, 2022. |
| <sup>(3)</sup> | Step coupon security. Interest rate represents the rate in effect at December 31, 2022. |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

<sup>(4)</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, 2022.

<sup>(5)</sup> Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated.

<sup>(6)</sup> Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.

<sup>(7)</sup> Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2022.

<sup>(8)</sup> Represents an investment in an issuer that may be deemed to be an affiliate.

<sup>(9)</sup> Amount is less than 0.05% or (0.05)%, as applicable.

<sup>(10)</sup> For fair value measurement disclosure purposes, security is categorized as Level 3.

<sup>(11)</sup> Non-income producing security.

<sup>(12)</sup> Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.

<sup>(13)</sup> Restricted security.

<sup>(14)</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, 2022, the aggregate value of these securities is $76,585,638 or 6.3% of the Fund's net assets applicable to common shares.

<sup>(15)</sup> Represents a payment-in-kind security which may pay interest in additional principal at the issuer's discretion.

<sup>(16)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(17)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(18)</sup> Issuer is in default with respect to interest and/or principal payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

<sup>(19)</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 London Interbank Offered Rate ("LIBOR") or 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>(20)</sup> The stated interest rate represents the weighted average interest rate at December 31, 2022 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

<sup>(21)</sup> This Senior Loan will settle after December 31, 2022, at which time the interest rate will be determined.

<sup>(22)</sup> Unfunded or partially unfunded loan commitments. The Fund may enter into certain loan agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower's discretion. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At December 31, 2022, the total value of unfunded loan commitments is $103,810.

<sup>(23)</sup> Amounts payable in respect of the security are contingent upon and determined by reference to Ukraine's GDP and Real GDP Growth Rate. Principal amount represents the notional amount used to calculate payments due to the security holder and does not represent an entitlement for payment.

<sup>(24)</sup> Loan is subject to scheduled mandatory prepayments. Maturity date shown reflects the final maturity date.

<sup>(25)</sup> Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at December 31, 2022.

<sup>(26)</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 and maturity date are determined upon settlement.

<sup>(27)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.

<sup>(28)</sup> Security (or a portion thereof) has been pledged to cover margin requirements on open derivative contracts.

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 670965 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 625975 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2323) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 790379 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 737380 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2736) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;1844345 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1720675 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6384) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;3595310 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3354229 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12445) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(23888)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp;43538598 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;42161465 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/4/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1593121) |
| EUR | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3120814 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 96293 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 169433 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 181711 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17) |
| EUR | &nbsp;&nbsp; 67890 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 70938 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1864 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 348078 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 370458 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2810 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 179335 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 190865 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 270284 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 282455 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 7390 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 169191 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 180646 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 789 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GBP | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1191515 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 18291 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GBP | &nbsp;&nbsp; 107435 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 131152 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1177) |
| GBP | &nbsp;&nbsp; 80122 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 97894 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (962) |
| USD | &nbsp;&nbsp; 9058 | &nbsp;&nbsp;CAD | &nbsp;&nbsp; 12308 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33) |
| USD | &nbsp;&nbsp; 442597 | &nbsp;&nbsp;CAD | &nbsp;&nbsp; 599053 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 15209 | &nbsp;&nbsp;CAD | &nbsp;&nbsp; 20378 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 12479 | &nbsp;&nbsp;CAD | &nbsp;&nbsp; 16953 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43) |
| USD | &nbsp;&nbsp; 95008 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 94097 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5898) |
| USD | &nbsp;&nbsp; 491004 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 468779 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11701) |
| USD | &nbsp;&nbsp; 510576 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 507307 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33445) |
| USD | &nbsp;&nbsp; 643364 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 637523 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40296) |
| USD | &nbsp;&nbsp; 642628 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 637523 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41031) |
| USD | &nbsp;&nbsp; 642508 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 637522 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41151) |
| USD | &nbsp;&nbsp; 2629645 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2611260 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (170588) |
| USD | &nbsp;&nbsp; 2627200 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2611260 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (173033) |
| USD | &nbsp;&nbsp; 4200608 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4178016 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (279766) |
| USD | &nbsp;&nbsp; 5885940 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 5848259 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (385550) |
| USD | &nbsp;&nbsp; 7416724 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7349390 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (464531) |
| USD | &nbsp;&nbsp; 7408245 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7349390 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (473010) |
| USD | &nbsp;&nbsp; 7406865 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7349390 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (474390) |
| USD | &nbsp;&nbsp; 50085 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 47680 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1045) |
| USD | &nbsp;&nbsp; 17686 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 17765 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1365) |
| USD | &nbsp;&nbsp; 353347 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 354928 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27267) |
| USD | &nbsp;&nbsp; 88349 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 82945 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (598) |
| USD | &nbsp;&nbsp; 104140 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3097) |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 136045 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 130809 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(4230) |
| USD | &nbsp;&nbsp; 500694 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 496904 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (32170) |
| USD | &nbsp;&nbsp; 857856 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 851080 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54815) |
| USD | &nbsp;&nbsp; 2632656 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2611260 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (167577) |
| USD | &nbsp;&nbsp; 26197 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 25070 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (688) |
| USD | &nbsp;&nbsp; 42167 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 40548 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1316) |
| USD | &nbsp;&nbsp; 83378 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 80115 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2534) |
| USD | &nbsp;&nbsp; 121156 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 115946 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3181) |
| USD | &nbsp;&nbsp; 186064 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 178002 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4820) |
| USD | &nbsp;&nbsp; 89361 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 90927 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8146) |
| USD | &nbsp;&nbsp; 189651 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 191639 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15857) |
| USD | &nbsp;&nbsp; 450300 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 452369 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34807) |
| USD | &nbsp;&nbsp; 2627084 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2611260 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (173149) |
| USD | &nbsp;&nbsp; 4206573 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4178016 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (273801) |
| USD | &nbsp;&nbsp; 4203891 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4178016 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (276482) |
| USD | &nbsp;&nbsp; 4200196 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4178016 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (280178) |
| USD | &nbsp;&nbsp; 4560777 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4530394 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (297476) |
| USD | &nbsp;&nbsp; 252794 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 239633 | &nbsp;&nbsp;The Royal Bank of Scotland PLC | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4181) |
| USD | &nbsp;&nbsp; 12673 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 10554 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (95) |
| USD | &nbsp;&nbsp; 3658 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 3178 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (187) |
| USD | &nbsp;&nbsp; 136248 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 112914 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (356) |
| USD | &nbsp;&nbsp; 67218 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 55979 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (506) |
| USD | &nbsp;&nbsp; 77470 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 67300 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3950) |
| USD | &nbsp;&nbsp; 255443 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 219553 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10174) |
| USD | &nbsp;&nbsp; 3547002 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 3048651 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (141273) |
| USD | &nbsp;&nbsp; 53593 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 46176 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2270) |
| USD | &nbsp;&nbsp; 82045 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 68866 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1269) |
| USD | &nbsp;&nbsp; 2346497 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 2022278 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (100066) |
| USD | &nbsp;&nbsp; 3092421 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 2661775 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (127809) |
| USD | &nbsp;&nbsp;45088245 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;42161465 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (130245) |
| EUR | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1053357 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp; 21075 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1066075 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8357) |
| EUR | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1068266 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 8569 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3347167 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3127605 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20745) |
| USD | &nbsp;&nbsp; 3347783 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3127605 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20130) |
| USD | &nbsp;&nbsp; 3459825 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3232021 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20526) |
| USD | &nbsp;&nbsp; 3458395 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3232021 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21956) |
| USD | &nbsp;&nbsp; 7109704 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6657330 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (59138) |
| USD | &nbsp;&nbsp; 7313130 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6848827 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61923) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$158792** | &nbsp;&nbsp;**$(6589498)** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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** |  |  |  |  |  |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;$(2106377) | &nbsp;&nbsp;&nbsp;&nbsp;$70425 |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28742 |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1158141) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214539 |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1435547) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6125 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(802) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86559610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29959) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9320641) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77089 |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (376031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2133 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4298000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9862) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$359232** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Mexico | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;$2041 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.94% | &nbsp;&nbsp;12/20/31 | &nbsp;&nbsp;$(134913) | &nbsp;&nbsp;$81812 | &nbsp;&nbsp;$(53101) |
| **Total** |  | &nbsp;&nbsp;**$2041** |  |  | &nbsp;&nbsp;**$(134913)** | &nbsp;&nbsp;**$81812** | &nbsp;&nbsp;**$(53101)** |

---

\* 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, 2022, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $2,041,000.

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

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

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| CMT | – Constant Maturity Treasury |
| COF | – Cost of Funds 11th District |
| DIP | – Debtor In Possession |
| EURIBOR | – Euro Interbank Offered Rate |
| GDP | – Gross Domestic Product |
| LIBOR | – London Interbank Offered Rate |
| OTC | – Over-the-counter |
| PIK | – Payment In Kind |
| SOFR | – Secured Overnight Financing Rate |
| SONIA | – Sterling Overnight Interbank Average |
| TBA | – To Be Announced |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| CAD | – Canadian Dollar |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| USD | – United States Dollar |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

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

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

Foreign Exchange Risk: The Fund holds foreign currency denominated investments. The value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Fund enters into forward foreign currency exchange contracts.

Interest Rate Risk: The Fund enters into interest rate futures contracts to manage the duration of its portfolio and to hedge against fluctuations in securities prices due to interest rates.

At December 31, 2022, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

Restricted Securities

At December 31, 2022, the Fund owned the following securities which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Fund has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these 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** |  |  |  |  |
| Nine Point Energy Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7/15/14 | &nbsp;&nbsp;&nbsp;&nbsp;29787 | &nbsp;&nbsp;&nbsp;&nbsp;$1370480 | &nbsp;&nbsp;&nbsp;&nbsp;$0 |
| **Total Common Stocks** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1370480** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** |
| **Convertible Preferred Stocks** |  |  |  |  |
| Nine Point Energy Holdings, Inc., Series A, 12.00%, (PIK) | &nbsp;&nbsp;&nbsp;&nbsp;5/26/17 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;$555000 | &nbsp;&nbsp;&nbsp;&nbsp;$0 |
| **Total Convertible Preferred Stocks** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$555000** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** |
| **Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1925480** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** |

---

Affiliated Issuers and Funds

At December 31, 2022, the value of the Fund's investment in issuers and funds that may be deemed to be affiliated, was $77,349,910, which represents 6.4% of the Fund's net assets applicable to common shares. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> 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> Units/Shares, end<br> of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Bank of America Merrill Lynch Trust: |  |  |  |  |  |  |  |  |
| Series 2015-C23, Class D, 4.142%, 7/15/50 | &nbsp;&nbsp;$1866948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$572353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(25330) | &nbsp;&nbsp;$2265320 | &nbsp;&nbsp;&nbsp;&nbsp;$72169 | &nbsp;&nbsp;$2670000 |
| Series 2016-C29, Class D, 3.00%, 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2984932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;(364242) | &nbsp;&nbsp;&nbsp;&nbsp;2659293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96219 | &nbsp;&nbsp;&nbsp;&nbsp;3577365 |
| Series 2016-C32, Class D, 3.396%, 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1236954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;(135228) | &nbsp;&nbsp;&nbsp;&nbsp;1157220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51868 | &nbsp;&nbsp;&nbsp;&nbsp;1600000 |
| Morgan Stanley Capital I Trust: |  |  |  |  |  |  |  |  |
| Series 2016-UBS12, Class D, 3.312%, 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2644734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24274 | &nbsp;&nbsp;&nbsp;&nbsp;2385745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137462 | &nbsp;&nbsp;&nbsp;&nbsp;4488667 |
| Series 2017-CLS, Class F, 5.418%, (1 mo. USD LIBOR + 2.60%), 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(569000) | &nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> 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> Units/Shares, end<br> of period** |
| Morgan Stanley Capital I Trust: |  |  |  |  |  |  |  |  |
| Series 2019-BPR, Class C, 7.618%, (1 mo. USD LIBOR + 3.30%), 5/15/36 | &nbsp;&nbsp;$1769714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(59501) | &nbsp;&nbsp;$1710214 | &nbsp;&nbsp;&nbsp;&nbsp;$74534 | &nbsp;&nbsp;$1845000 |
| **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** |
| Eaton Vance Cash Reserves Fund, LLC | &nbsp;&nbsp;&nbsp;46252658 | &nbsp;&nbsp;&nbsp;&nbsp;45303626 | &nbsp;&nbsp;&nbsp;&nbsp;(91556972) | &nbsp;&nbsp;&nbsp;5074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4386) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;746477556 | &nbsp;&nbsp;&nbsp;(679305438) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;67172118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787864 | &nbsp;&nbsp;&nbsp;67172118 |
| **Total** |  |  |  | **$9203** | **$(562341)** | **$77349910** | **$1233609** |  |

---

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

Fair Value Measurements

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

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

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

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

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

At December 31, 2022, the hierarchy of inputs used in valuing the Fund's investments and open derivative instruments, which are carried at value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;$— | &nbsp;&nbsp;$95043712 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$95043712 |
| Closed-End Funds | &nbsp;&nbsp;&nbsp;&nbsp;19128180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19128180 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 85910980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 85910980 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 79637425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 79637425 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 771945 | &nbsp;&nbsp;&nbsp;&nbsp; 3041303 | &nbsp;&nbsp;&nbsp;&nbsp;599647 | &nbsp;&nbsp;&nbsp;&nbsp; 4412895 |
| Convertible Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 599811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 599811 |
| Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5421 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 5421 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 639544554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 639544554 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 764539 | &nbsp;&nbsp;&nbsp;&nbsp; 1108845 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 1873384 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 590215449 | &nbsp;&nbsp;&nbsp;&nbsp;345497 | &nbsp;&nbsp;&nbsp;&nbsp; 590560946 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 49587018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 49587018 |
| Sovereign Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7213354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7213354 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 350898064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 350898064 |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Miscellaneous | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32760 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 32760 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;67172118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 67172118 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 499024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 499024 |
| **Total Investments** | &nbsp;&nbsp;**$87836782** | &nbsp;&nbsp;**$1903337720** | &nbsp;&nbsp;**$945144** | &nbsp;&nbsp;**$1992119646** |

---

------

Eaton Vance<br>

Limited Duration Income Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;**Total** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$158792 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$158792 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 399053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 399053 |
| **Total** | &nbsp;&nbsp;**$88235835** | &nbsp;&nbsp;**$1903496512** | &nbsp;&nbsp;**$945144** | &nbsp;&nbsp;**$1992677491** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(6613386) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(6613386) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39821) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39821) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (134913) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (134913) |
| **Total** | &nbsp;&nbsp;**$(39821)** | &nbsp;&nbsp;**$(6748299)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(6788120)** |

---

\* 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, 2022 is not presented.

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

## 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 Ltd Duration Income Fund

- **b. Investment Company Act file number:** 811-21323

- **c. CIK number of Registrant:** 0001222922

- **d. LEI of Registrant:** NZ7KR43H6Z5W1GY0QX46

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

  - **Street Address 1:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

- **c. LEI of Series:** NZ7KR43H6Z5W1GY0QX46

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $2040554596.59

**Total Liabilities:** $828847222.07

**Net Assets:** $1211707374.52

**Delayed Delivery Securities:** $223144005.20

**Cash Not Reported:** $19199554.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -841.20000000 | **1-Year:** -15296.27000000 | **5-Year:** -38566.86000000 | **10-Year:** -20098.62000000 | **30-Year:** -6393.03000000

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

- **3-Month:** -2975.18000000 | **1-Year:** -98007.32000000 | **5-Year:** -292674.09000000 | **10-Year:** -70434.75000000 | **30-Year:** -7700.19000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.47%                | 3.62%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9375995.51             | $18525851.03                               |
| Month 2  | $-3690066.11             | $48619223.29                               |
| Month 3  | $-7897166.42             | $-250267.57                                |

**Designated Index Information**

- **Index Name:** 33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA B US HY/ 33.34% ICE BofA US MBS

- **Index Identifier:** MLMBHYSNP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                                      | United Airlines Inc                                                                                  | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    835000 | PA      | $775402.71    | 0.06%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                 | Volkswagen Group of America Finance LLC                                                              | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    975000 | PA      | $938178.48    | 0.08%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                           | Synchrony Bank                                                                                       | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952133.14   | 0.16%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UPCB Finance VII Ltd                                                     | UPCB Finance VII Ltd                                                                                 | CUSIP: 000000000<br>LEI: 5493006V3WX8F38SQ991 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $286326.40    | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                 | Outfront Media Capital LLC / Outfront Media Capital Corp                                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    543000 | PA      | $450108.20    | 0.04%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                       | Herens Holdco Sarl                                                                                   | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    545000 | PA      | $408044.23    | 0.03%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                    | Palmer Square CLO 2021-3 Ltd                                                                         | CUSIP: 69688JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2276225.00   | 0.19%             | 2035-01-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                               | Trident TPI Holdings, Inc. 2021 Incremental Term Loan                                                | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    691863 | PA      | $666042.34    | 0.05%             | 2028-09-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                        | Clarios Global LP                                                                                    | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    432000 | PA      | $433629.27    | 0.04%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 3128MAE88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380214 | PA      | $1450537.87   | 0.12%             | 2036-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                             | Calpine Corp                                                                                         | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    344000 | PA      | $328230.18    | 0.03%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                 | Western Midstream Operating LP                                                                       | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137259.00    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                                             | Rockwood Service Corporation 2020 Term Loan                                                          | CUSIP: 77447JAH0<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |    597164 | PA      | $590819.50    | 0.05%             | 2027-01-23      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Rohm Holding GmbH                                                        | Rohm Holding GmbH USD Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |    925837 | PA      | $776546.09    | 0.06%             | 2026-07-31      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136ABVH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379938 | PA      | $7594.35      | 0.00%             | 2041-11-25      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| SOLARWINDS HOLDINGS, INC.                                                | SolarWinds Holdings, Inc. 2022 Term Loan B                                                           | CUSIP: 83417UAK2<br>LEI: 549300GUYI8M0E3S0X29 | Long             | LON              | CORP              | US        |   1700000 | PA      | $1683000.00   | 0.14%             | 2027-02-05      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                                                      | Endure Digital Inc. Term Loan                                                                        | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   2758000 | PA      | $2489094.99   | 0.21%             | 2028-02-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                 | Viking Ocean Cruises Ship VII Ltd                                                                    | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    422000 | PA      | $340258.60    | 0.03%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution Group GmbH                                             | INEOS Styrolution Group GmbH 2020 EUR Term Loan                                                      | CUSIP: 45673NAF7<br>LEI: 5299003M4PGUGL48LS74 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $997658.93    | 0.08%             | 2027-01-29      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    938000 | PA      | $903802.02    | 0.07%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                  | Dryden 42 Senior Loan Fund                                                                           | CUSIP: 26244YAU0<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $807912.00    | 0.07%             | 2030-07-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Nobel Bidco B.V.                                                         | Nobel Bidco B.V. EUR Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 549300NZZFLYK83VVT71 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $857251.28    | 0.07%             | 2028-09-01      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                    | AssuredPartners, Inc. 2020 Term Loan B                                                               | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    169750 | PA      | $165294.07    | 0.01%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                      | CNT Holdings I Corp 2020 Term Loan                                                                   | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    689500 | PA      | $668815.00    | 0.06%             | 2027-11-08      | Variable      | 7.24%                 | 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        |   2475000 | PA      | $2002874.94   | 0.17%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61322 | PA      | $65260.48     | 0.01%             | 2030-12-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                       | Bahrain Government International Bond                                                                | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    590000 | PA      | $601323.28    | 0.05%             | 2030-05-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                                            | Horizon Therapeutics USA Inc. Term Loan B1                                                           | CUSIP: 44055UAC9<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    653925 | PA      | $654129.23    | 0.05%             | 2026-05-22      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                                                    | Sovos Compliance, LLC 2021 Term Loan                                                                 | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    743052 | PA      | $685651.44    | 0.06%             | 2028-08-11      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                                                  | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    975000 | PA      | $947356.79    | 0.08%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                       | Clear Channel Outdoor Holdings Inc                                                                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74443 | NS      | $78165.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4000 | PA      | $245.04       | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133APZZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1520532 | PA      | $1390799.87   | 0.11%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                             | Voya CLO 2016-3 Ltd                                                                                  | CUSIP: 92915KAE6<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $992271.00    | 0.08%             | 2031-10-18      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| First Advantage Holdings, LLC                                            | First Advantage Holdings, LLC 2021 Term Loan B                                                       | CUSIP: 78477MAF8<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    606140 | PA      | $596953.12    | 0.05%             | 2027-01-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                                    | Crown Americas LLC / Crown Americas Capital Corp V                                                   | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $630498.00    | 0.05%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                         | MGM Resorts International                                                                            | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $995134.46    | 0.08%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                  | Booz Allen Hamilton Inc                                                                              | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    717000 | PA      | $632099.26    | 0.05%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                 | PURCHASED USD / SOLD CAD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $156.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-21956.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synlab Bondco Plc                                                        | Synlab Bondco Plc 2020 EUR Term Loan B4                                                              | CUSIP: 000000000<br>LEI: 5493007KBBOGQWJ10272 | Long             | LON              | CORP              | GB        |    500000 | PA      | $520840.58    | 0.04%             | 2027-07-01      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                        | Chile Government International Bond                                                                  | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    260000 | PA      | $241419.42    | 0.02%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                   | Banque Federative du Credit Mutuel SA                                                                | CUSIP: 06675FAT4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1025000 | PA      | $969832.95    | 0.08%             | 2024-11-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                        | Vornado Realty LP                                                                                    | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    219000 | PA      | $163332.81    | 0.01%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                 | Development Bank of Kazakhstan JSC                                                                   | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   1252000 | PA      | $993136.48    | 0.08%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                 | Hilcorp Energy I LP / Hilcorp Finance Co                                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $485132.86    | 0.04%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cerba Healthcare S.A.S.                                                  | Cerba Healthcare S.A.S. 2021 EUR Term Loan B                                                         | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |   1250000 | PA      | $1251087.84   | 0.10%             | 2028-06-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                 | Cheniere Energy Partners LP                                                                          | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2706000 | PA      | $2307433.26   | 0.19%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                          | Informatica LLC 2021 USD Term Loan B                                                                 | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   2654938 | PA      | $2615113.44   | 0.22%             | 2028-10-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                         | Allied Universal Holdco LLC / Allied Universal Finance Corp                                          | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2240377.58   | 0.18%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                 | Moog Inc                                                                                             | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    955000 | PA      | $885017.60    | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                             | Calpine Corp                                                                                         | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    680000 | PA      | $584568.05    | 0.05%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                                                   | Tap Rock Resources LLC                                                                               | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2392638.15   | 0.20%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                                                    | Belron Finance US LLC 2021 USD Term Loan B                                                           | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    835125 | PA      | $830253.73    | 0.07%             | 2028-04-13      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133TJCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33763 | PA      | $33863.90     | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38383AUB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1480806 | PA      | $944370.76    | 0.08%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                      | Petroleos Mexicanos                                                                                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    142000 | PA      | $117686.41    | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                  | Standard Industries Inc/NJ                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1453460.03   | 0.12%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                         | Peruvian Government International Bond                                                               | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    447000 | PA      | $326662.84    | 0.03%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                           | Cloudera, Inc. 2021 Term Loan                                                                        | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   2779000 | PA      | $2641786.88   | 0.22%             | 2028-10-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                               | Ciena Corp                                                                                           | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    883000 | PA      | $778262.96    | 0.06%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                      | Viavi Solutions Inc                                                                                  | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    868000 | PA      | $730942.40    | 0.06%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Concorde Midco Ltd                                                       | Concorde Midco Ltd EUR Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 254900DAXSLQJEJR6438 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1008898.65   | 0.08%             | 2028-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                                                    | Neptune Energy Bondco PLC                                                                            | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |   3382000 | PA      | $3289867.01   | 0.27%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                    | Argentine Republic Government International Bond                                                     | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    965375 | PA      | $307793.43    | 0.03%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136B4UL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040542 | PA      | $0.00         | 0.00%             | 2048-06-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                             | Camelot U.S. Acquisition LLC Term Loan B                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1606196 | PA      | $1587122.85   | 0.13%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGES                                                    | Techem Verwaltungsgesellschaft 674 mbH                                                               | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |    263759 | PA      | $267077.44    | 0.02%             | 2026-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                                    | MKS Instruments, Inc. 2022 EUR Term Loan B                                                           | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    997500 | PA      | $1046417.90   | 0.09%             | 2029-08-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                                 | CrownRock LP / CrownRock Finance Inc                                                                 | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1372941.74   | 0.11%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MA FinanceCo., LLC                                                       | MA FinanceCo., LLC 2020 EUR Term Loan B1                                                             | CUSIP: 55280FAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-06-05      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                     | IHO Verwaltungs GmbH                                                                                 | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $169364.99    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                     | Olympus Water US Holding Corporation 2022 Incremental Term Loan                                      | CUSIP: 68163YAD7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    372188 | PA      | $361719.73    | 0.03%             | 2028-11-09      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                    | SS&C Technologies Inc                                                                                | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    517000 | PA      | $485166.29    | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | Long: BEV4V9AX0 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   2041000 | OU      | $-135592.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                                                 | Varex Imaging Corp                                                                                   | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    706000 | PA      | $702710.04    | 0.06%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLTECH INC                                                              | Alltech Inc Term Loan B                                                                              | CUSIP: 02003DAX2<br>LEI: 549300HV8FN6KMLFMN67 | Long             | LON              | CORP              | US        |    470250 | PA      | $442622.81    | 0.04%             | 2028-10-13      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                                    | Canpack SA / Canpack US LLC                                                                          | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2027000 | PA      | $1600032.17   | 0.13%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                     | BlueMountain CLO XXV Ltd                                                                             | CUSIP: 09630CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1635232.00   | 0.13%             | 2036-07-15      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| Axel Springer SE                                                         | Axel Springer SE EUR Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 529900TJUCAM0UQXSF21 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1014919.93   | 0.08%             | 2026-12-18      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                | Intrum AB                                                                                            | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $180778.58    | 0.01%             | 2026-07-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                          | TransDigm, Inc. 2022 Term Loan H                                                                     | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1339774 | PA      | $1337157.68   | 0.11%             | 2027-02-22      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                 | PetSmart Inc / PetSmart Finance Corp                                                                 | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2469000 | PA      | $2323495.66   | 0.19%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                       | Viking Cruises Ltd                                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    658000 | PA      | $545350.40    | 0.05%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $64518.55     | 0.01%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ARKO CORP                                                                | Arko Corp                                                                                            | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2276000 | PA      | $1790074.00   | 0.15%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                             | Bausch Health Companies Inc. 2022 Term Loan B                                                        | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |   3056071 | PA      | $2368454.65   | 0.20%             | 2027-02-01      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Aptean, Inc.                                                             | Aptean, Inc. 2019 Term Loan                                                                          | CUSIP: 03834WAQ8<br>LEI: 549300D5LUPGZUDZXC96 | Long             | LON              | CORP              | US        |    824181 | PA      | $791213.93    | 0.07%             | 2026-04-23      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                       | APi Group DE, Inc. Term Loan B                                                                       | CUSIP: 00186XAB9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   1432581 | PA      | $1424343.58   | 0.12%             | 2026-10-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136A5SP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082140 | PA      | $32584.74     | 0.00%             | 2027-03-25      | Fixed         | 3.50%                 | 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        |   3811025 | PA      | $3372386.64   | 0.28%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Buzz Finco LLC                                                           | Buzz Finco LLC 2020 Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 254900OZZ8FOKG7P0L30 | Long             | LON              | CORP              | US        |     60239 | PA      | $59937.45     | 0.00%             | 2027-01-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CentralSquare Technologies, LLC                                          | CentralSquare Technologies, LLC 2018 1st Lien Term Loan                                              | CUSIP: 86845PAC6<br>LEI: 549300NZTUTB6TE4LW44 | Long             | LON              | CORP              | US        |    864000 | PA      | $749279.81    | 0.06%             | 2025-08-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                                                | USI, Inc. 2022 Incremental Term Loan                                                                 | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3079781 | PA      | $3054373.05   | 0.25%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED GBP / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-962.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                    | CUSIP: 36225BLW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34942 | PA      | $34994.60     | 0.00%             | 2024-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                   | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2359000 | PA      | $2150653.12   | 0.18%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503409 | PA      | $521005.12    | 0.04%             | 2032-07-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850400 | PA      | $168540.18    | 0.01%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                       | AmWINS Group, Inc. 2021 Term Loan B                                                                  | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   3807216 | PA      | $3741541.03   | 0.31%             | 2028-02-19      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                 | Texas Capital Bancshares Inc                                                                         | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1333129.65   | 0.11%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vision Solutions, Inc.                                                   | Vision Solutions, Inc. 2021 Incremental Term Loan                                                    | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420739 | PA      | $350090.07    | 0.03%             | 2028-04-24      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                    | AG TTMT Escrow Issuer LLC                                                                            | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1140081.25   | 0.09%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                  | HCA Inc                                                                                              | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2724793.62   | 0.22%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTA                                                         | Heimstaden Bostad AB                                                                                 | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    352000 | PA      | $216658.98    | 0.02%             | 2027-10-29      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                          | AdaptHealth LLC                                                                                      | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $339612.75    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31358TLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       537 | PA      | $536.06       | 0.00%             | 2023-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc.                                     | Momentive Performance Materials Inc. Term Loan B                                                     | CUSIP: 60877JAB8<br>LEI: 54930021ZH8MCUXACZ50 | Long             | LON              | CORP              | US        |    458375 | PA      | $457229.06    | 0.04%             | 2024-05-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31358SCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309298 | PA      | $310131.51    | 0.03%             | 2030-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                               | Trident TPI Holdings, Inc. 2017 USD Term Loan B1                                                     | CUSIP: 00216EAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    808690 | PA      | $800729.74    | 0.07%             | 2024-10-17      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                     | Lorca Telecom Bondco SA                                                                              | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    843000 | PA      | $811022.04    | 0.07%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MJH Healthcare Holdings, LLC                                             | MJH Healthcare Holdings, LLC 2022 Term Loan B                                                        | CUSIP: 55315QAF3<br>LEI: 254900YSRB2CUEJCMV73 | Long             | LON              | CORP              | US        |    273625 | PA      | $264048.13    | 0.02%             | 2029-01-28      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2739000 | PA      | $2457691.01   | 0.20%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-1593121.24  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                         | AMC Entertainment Holdings, Inc. 2019 Term Loan B                                                    | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   1804688 | PA      | $982910.41    | 0.08%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                       | Alliant Holdings Intermediate, LLC Term Loan B                                                       | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    459562 | PA      | $454277.53    | 0.04%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3138ET6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183969 | PA      | $193641.07    | 0.02%             | 2037-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                   | HAT Holdings I LLC / HAT Holdings II LLC                                                             | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    716000 | PA      | $694520.00    | 0.06%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                                                 | Hillman Group Inc. (The) 2021 Delayed Draw Term Loan                                                 | CUSIP: 43162TAT7<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |     71673 | PA      | $69791.16     | 0.01%             | 2028-07-14      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                      | Kinetik Holdings LP                                                                                  | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2167518.96   | 0.18%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BW NHHC Holdco, Inc.                                                     | BW NHHC Holdco, Inc. 2022 Super Priority Term Loan                                                   | CUSIP: 000000000<br>LEI: 549300Y5ZHAEE7MHCH51 | Long             | LON              | CORP              | US        |    762103 | PA      | $723997.55    | 0.06%             | 2026-01-15      | Variable      | 12.01%                | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1004000 | PA      | $956209.60    | 0.08%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                                                       | LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan                                                    | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   3356328 | PA      | $3221027.33   | 0.27%             | 2025-09-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                             | Calpine Corp                                                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    910000 | PA      | $764863.10    | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                 | Amentum Government Services Holdings LLC Term Loan B                                                 | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   1001079 | PA      | $980432.16    | 0.08%             | 2027-01-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                     | AppLovin Corporation 2018 Term Loan B                                                                | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |   2873413 | PA      | $2774191.08   | 0.23%             | 2025-08-15      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                | Intrum AB                                                                                            | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $106108.31    | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                   | Edgewell Personal Care Co                                                                            | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $999779.00    | 0.08%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                | IQVIA Inc                                                                                            | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330645.58    | 0.03%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                                     | Banff Merger Sub Inc 2021 USD Term Loan                                                              | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   2705306 | PA      | $2594840.27   | 0.21%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Phillips Feed Service, Inc.                                              | Phillips Feed Service, Inc. 2020 Term Loan                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106823 | PA      | $85458.50     | 0.01%             | 2024-11-13      | Floating      | 11.35%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AEXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1369582 | PA      | $96247.53     | 0.01%             | 2043-04-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Ameriforge Group, Inc.                                                   | Ameriforge Group, Inc. 2021 Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106919 | PA      | $53058.61     | 0.00%             | 2023-12-29      | Floating      | 17.39%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                          | Golub Capital Partners CLO 50B-R Ltd                                                                 | CUSIP: 38179CAA6<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1723348.00   | 0.14%             | 2035-04-20      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                  | Quikrete Holdings, Inc. 2016 1st Lien Term Loan                                                      | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2914663 | PA      | $2889565.25   | 0.24%             | 2027-02-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                    | Caesars Entertainment Inc                                                                            | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1564545.29   | 0.13%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding LLC                                                 | Regatta XIII Funding Ltd                                                                             | CUSIP: 75888GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1623688.00   | 0.13%             | 2031-07-15      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    638000 | PA      | $528058.69    | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                        | Polaris Newco LLC EUR Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    987500 | PA      | $989680.74    | 0.08%             | 2028-06-02      | Floating      | 5.90%                 | 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        |   2600000 | PA      | $517123.10    | 0.04%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137F6CY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7984067 | PA      | $4220582.47   | 0.35%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-687.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHARMAZELL GMBH                                                          | PharmaZell GmbH EUR Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 25490037D6VT98D5QT47 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1025847.07   | 0.08%             | 2027-05-12      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    182260 | PA      | $57973.51     | 0.00%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 313615TA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42239 | PA      | $42243.31     | 0.00%             | 2023-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3140XHRU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51530 | PA      | $47471.45     | 0.00%             | 2051-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3138EKGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2789256 | PA      | $2771612.11   | 0.23%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                   | Republic of Uzbekistan International Bond                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    355000 | PA      | $349059.08    | 0.03%             | 2024-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LTI Holdings, Inc.                                                       | LTI Holdings, Inc. 2019 Term Loan                                                                    | CUSIP: 50217UAW7<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    712536 | PA      | $682847.13    | 0.06%             | 2026-07-24      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136A9E61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9880314 | PA      | $2143824.63   | 0.18%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                   | Patrick Industries Inc                                                                               | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219271.19    | 0.02%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                                                 | Masonite International Corp                                                                          | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $528008.10    | 0.04%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                           | OPEN TEXT CORP                                                                                       | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1375000 | PA      | $1343776.50   | 0.11%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                         | Radian Group Inc                                                                                     | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    950000 | PA      | $938723.12    | 0.08%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Robertshaw US Holding Corp                                               | Robertshaw US Holding Corp 2018 1st Lien Term Loan                                                   | CUSIP: 77051UAF6<br>LEI: 549300NMXRV2JIXFIY04 | Long             | LON              | CORP              | US        |   1000125 | PA      | $687585.94    | 0.06%             | 2025-02-28      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                 | Neuberger Berman Loan Advisers CLO 48 Ltd                                                            | CUSIP: 64135HAA4<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1766540.00   | 0.15%             | 2036-04-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                        | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1432594.49   | 0.12%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DAVID S BRIDAL, LLC SERIES B C                                           | DAVID S BRIDAL, LLC SERIES B C                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4631 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                              | BBCMS MORTGAGE TRUST 2017-C1                                                                         | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1631161.40   | 0.13%             | 2050-02-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                   | CUSIP: 3617L7YU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356587 | PA      | $340617.99    | 0.03%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                 | Team Health Holdings Inc                                                                             | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1092079.80   | 0.09%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38383ABA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9038334 | PA      | $6545633.92   | 0.54%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                 | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                     | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   1167000 | PA      | $1068058.59   | 0.09%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                                 | Novelis Sheet Ingot GmbH                                                                             | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $275257.52    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-41150.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD CAD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-33.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONZA GROUP AG                                                           | LONZA GROUP AG EUR TERM LOAN B                                                                       | CUSIP: 000000000<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $976116.13    | 0.08%             | 2028-07-03      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                                                  | Precision Drilling Corp                                                                              | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $484540.00    | 0.04%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | ALPHA HOLDING SA                                                                                     | CUSIP: 020ESCAB5<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $0.00         | 0.00%             | 2022-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Creation Technologies Inc.                                               | Creation Technologies Inc. 2021 Term Loan                                                            | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    970125 | PA      | $780950.63    | 0.06%             | 2028-10-05      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7771969 | PA      | $7104004.05   | 0.59%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                                    | Finance Department Government of Sharjah                                                             | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |   2625000 | PA      | $1775413.50   | 0.15%             | 2051-03-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                    | GFL Environmental Inc                                                                                | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1679000 | PA      | $1478288.14   | 0.12%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                                  | Daimler Trucks Finance North America LLC                                                             | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $485350.89    | 0.04%             | 2026-12-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Biogroup-LCD                                                             | Biogroup-LCD 2021 EUR Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | LON              | CORP              | FR        |    750000 | PA      | $726969.01    | 0.06%             | 2028-02-09      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1597392.23   | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                                                     | Metis Merger Sub LLC                                                                                 | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1452872.75   | 0.12%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                     | Dycom Industries Inc                                                                                 | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1210984.88   | 0.10%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137FEZD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4751199 | PA      | $506881.62    | 0.04%             | 2048-06-15      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                    | Molina Healthcare Inc                                                                                | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1206232.29   | 0.10%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                                                         | Ziggo Bond Co BV                                                                                     | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $694340.00    | 0.06%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31401CYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333452 | PA      | $341210.30    | 0.03%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $397403.54    | 0.03%             | 2078-10-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                 | NextEra Energy Operating Partners LP                                                                 | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56093.10     | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                                   | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B                                              | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5666028 | PA      | $5546803.51   | 0.46%             | 2025-08-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA                                                                                              | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $930532.60    | 0.08%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                             | Centene Corp                                                                                         | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $944768.55    | 0.08%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                        | Iliad Holding SASU                                                                                   | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    989000 | PA      | $918962.82    | 0.08%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137BWL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226728 | PA      | $2040.26      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Numericable Group SA                                                     | Numericable Group SA USD Term Loan B11                                                               | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   2031750 | PA      | $1930162.50   | 0.16%             | 2025-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                     | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    851000 | PA      | $775695.86    | 0.06%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                               | NBN Co Ltd                                                                                           | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1075000 | PA      | $949721.90    | 0.08%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                                       | CHG PPC Parent LLC 2019 EUR Term Loan B                                                              | CUSIP: 12546FAD4<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2056155.78   | 0.17%             | 2025-03-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                                                    | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $492843.13    | 0.04%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                                           | National Mentor Holdings, Inc. 2021 Term Loan                                                        | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   2046231 | PA      | $1437477.11   | 0.12%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                               | Air Canada                                                                                           | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2639000 | PA      | $2341934.86   | 0.19%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15307990 | PA      | $1919807.15   | 0.16%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                    | CUSIP: 36241KH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313342 | PA      | $327212.98    | 0.03%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                        | Iliad Holding SASU                                                                                   | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99532.32     | 0.01%             | 2026-10-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                                                 | Nufarm Australia Ltd / Nufarm Americas Inc                                                           | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1307000 | PA      | $1134266.88   | 0.09%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AKORN HOLDING COMPANY LLC                                                | AKORN HOLDING COMPANY LLC                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42374 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEAN HARBORS INC                                                        | Clean Harbors Inc                                                                                    | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    551000 | PA      | $523020.22    | 0.04%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DBI INVESTORS INC SERIES A 1                                             | DBI INVESTORS INC SERIES A 1                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1932 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                  | INEOS Quattro Finance 2 Plc                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    154000 | PA      | $140601.06    | 0.01%             | 2026-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                 | Occidental Petroleum Corp                                                                            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1564844.49   | 0.13%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25922 | PA      | $26964.44     | 0.00%             | 2027-06-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                      | Callon Petroleum Co                                                                                  | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    601000 | PA      | $550696.30    | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                                         | Nomad Foods Europe Midco Limited 2021 EUR Term Loan B                                                | CUSIP: 000000000<br>LEI: 213800FGWQXPVI86SE26 | Long             | LON              | CORP              | GB        |   3000000 | PA      | $3123036.39   | 0.26%             | 2028-06-24      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                                 | Korn Ferry                                                                                           | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1250299.15   | 0.10%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                                              | AIG CLO 2019-1 Ltd                                                                                   | CUSIP: 00140BAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2877000 | PA      | $2394832.06   | 0.20%             | 2035-04-18      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                           | Galaxy XV CLO Ltd                                                                                    | CUSIP: 36319FAG1<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |   3275000 | PA      | $2736858.55   | 0.23%             | 2030-10-15      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                          | AdaptHealth LLC                                                                                      | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    776000 | PA      | $661609.84    | 0.05%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                        | Lithia Motors Inc                                                                                    | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    514000 | PA      | $464481.05    | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                             | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                  | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $684210.89    | 0.06%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                         | Altice France SA/France                                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93781.33     | 0.01%             | 2027-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359FXM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36175 | PA      | $36218.80     | 0.00%             | 2023-12-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                         | Trans Union, LLC 2021 Term Loan B6                                                                   | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1632726 | PA      | $1618694.16   | 0.13%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359WJ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23253 | PA      | $23718.91     | 0.00%             | 2029-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1746951.68   | 0.14%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                              | Rad CLO 5 Ltd                                                                                        | CUSIP: 48661MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $4013696.05   | 0.33%             | 2032-07-24      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $283000.08    | 0.02%             | 2080-08-27      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                  | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $168368.63    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-20526.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                  | ASP Unifrax Holdings Inc                                                                             | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    826000 | PA      | $665749.14    | 0.05%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer, LLC                                                    | Illuminate Buyer, LLC 2021 Term Loan                                                                 | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    745940 | PA      | $716257.36    | 0.06%             | 2027-06-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                 | TerraForm Power Operating LLC                                                                        | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1349859.87   | 0.11%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Bill                                                                          | CUSIP: 912796ZJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    235000 | PA      | $234834.92    | 0.02%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                             | Reynolds Group Holdings Inc. 2021 Term Loan B                                                        | CUSIP: 76173FAY3<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |    962812 | PA      | $952732.82    | 0.08%             | 2028-09-24      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                    | McGraw-Hill Education Inc                                                                            | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $1969620.12   | 0.16%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1388821 | PA      | $441758.12    | 0.04%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137FRWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12159002 | PA      | $1399994.77   | 0.12%             | 2050-04-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                     | Ineos US Finance LLC 2017 USD Term Loan B                                                            | CUSIP: 45672JAK6<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1806688 | PA      | $1808758.21   | 0.15%             | 2024-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                                          | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670000 | PA      | $2265320.12   | 0.19%             | 2050-07-15      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| APFS Staffing Holdings, Inc.                                             | APFS Staffing Holdings, Inc. 2021 Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272938 | PA      | $261337.66    | 0.02%             | 2028-12-29      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                             | Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B                                            | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    942909 | PA      | $930062.23    | 0.08%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                    | Deutsche Lufthansa AG                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $202314.95    | 0.02%             | 2025-02-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| iHeartMedia Inc                                                          | iHeartMedia Inc                                                                                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31657 | NS      | $194057.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                    | Bath & Body Works Inc                                                                                | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $902738.75    | 0.07%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                   | RWE AG                                                                                               | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    266000 | PA      | $260717.24    | 0.02%             | 2075-07-30      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                       | Eldorado Gold Corp                                                                                   | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |   1333000 | PA      | $1167883.90   | 0.10%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Penn Engineering & Manufacturing Corp.                                   | Penn Engineering & Manufacturing Corp. 2017 EUR Term Loan C                                          | CUSIP: 707388AT1<br>LEI: 549300X4DC5C4RYZW296 | Long             | LON              | CORP              | DE        |   1180175 | PA      | $1257001.49   | 0.10%             | 2024-06-27      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                    | Avantor Funding, Inc. 2021 EUR Incremental Term Loan B4                                              | CUSIP: 05350NAJ3<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    985000 | PA      | $1041871.84   | 0.09%             | 2028-06-12      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                | Sotheby's 2021 Term Loan B                                                                           | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |    441594 | PA      | $432026.12    | 0.04%             | 2027-01-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                         | Cinemark USA Inc                                                                                     | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    303000 | PA      | $306781.06    | 0.03%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                  | HCA Inc                                                                                              | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1074900.66   | 0.09%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                     | Taylor Morrison Communities Inc                                                                      | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $996233.18    | 0.08%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                                               | Playa Resorts Holding B.V. 2022 Term Loan B                                                          | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |   1325000 | PA      | $1293531.25   | 0.11%             | 2029-01-05      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                          | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1395690.78   | 0.12%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Libbey Glass Inc.                                                        | Libbey Glass Inc. 2020 Exit Term Loan                                                                | CUSIP: 52989XAB9<br>LEI: A7JTTZYG0P336HI4K290 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                            | INEOS Quattro Holdings UK Ltd EUR Term Loan B                                                        | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1006222.52   | 0.08%             | 2026-01-29      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                 | PURCHASED USD / SOLD CAD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-43.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254185.85    | 0.02%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                   | Brazilian Government International Bond                                                              | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    371000 | PA      | $322987.01    | 0.03%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                 | NCR Corp                                                                                             | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    348000 | PA      | $291661.65    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LHS BORROWER, LLC                                                        | LHS Borrower, LLC 2022 Term Loan B                                                                   | CUSIP: 50204EAB4<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |   1841088 | PA      | $1507390.39   | 0.12%             | 2029-02-16      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                               | MAJORDRIVE HOLDINGS IV LLC TERM LOAN B                                                               | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    443250 | PA      | $418178.89    | 0.03%             | 2028-06-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AAWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1344248 | PA      | $1073139.99   | 0.09%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                    | Chamberlain Group Inc Term Loan B                                                                    | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1534500 | PA      | $1451701.45   | 0.12%             | 2028-11-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                  | Quikrete Holdings, Inc. 2021 Term Loan B1                                                            | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2158688 | PA      | $2144746.70   | 0.18%             | 2029-03-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                                                      | Dave & Buster's Inc                                                                                  | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2432613.82   | 0.20%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                          | CUSIP: 61766EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3577365 | PA      | $2659292.94   | 0.22%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    130000 | PA      | $8054.15      | 0.00%             | 2022-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D4B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15308 | PA      | $15379.75     | 0.00%             | 2024-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon GmbH                                                         | Rain Carbon GmbH EUR Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 25490038N6JQH7QXUK52 | Long             | LON              | CORP              | US        |   1025000 | PA      | $1047836.25   | 0.09%             | 2025-01-16      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Flint Group GmbH                                                         | Flint Group GmbH USD Term Loan C                                                                     | CUSIP: 000000000<br>LEI: 549300Q6D2JN1G0T8E41 | Long             | LON              | CORP              | US        |     21044 | PA      | $15282.97     | 0.00%             | 2023-09-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                     | Townsquare Media Inc                                                                                 | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1326017.24   | 0.11%             | 2026-02-01      | Fixed         | 6.88%                 | 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        |   1500000 | PA      | $910714.20    | 0.08%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-11700.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE SUB LLC                                                  | Carlyle Finance Subsidiary LLC                                                                       | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $847891.18    | 0.07%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Financiere CEP SAS                                                       | Financiere CEP SAS 2021 EUR Term Loan B1                                                             | CUSIP: 000000000<br>LEI: 894500A6RAFIQQXBIM15 | Long             | LON              | CORP              | FR        |    750000 | PA      | $769218.31    | 0.06%             | 2027-06-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                          | NCR Corporation 2019 Term Loan                                                                       | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |    912714 | PA      | $889136.24    | 0.07%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                        | Chile Government International Bond                                                                  | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    465000 | PA      | $386962.32    | 0.03%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                         | Deutsche Bank AG/New York NY                                                                         | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    975000 | PA      | $938397.81    | 0.08%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                              | Fertitta Entertainment, LLC 2022 Term Loan B                                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4181027 | PA      | $3979814.75   | 0.33%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                            | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    975000 | PA      | $853844.56    | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | Alpha Holding SA de CV                                                                               | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    721189 | PA      | $17488.84     | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                      | White Cap Buyer LLC Term Loan B                                                                      | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2058197 | PA      | $1994020.23   | 0.16%             | 2027-10-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Wheel Pros, LLC                                                          | Wheel Pros, LLC 2021 Term Loan                                                                       | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-05-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                                       | Elmwood CLO 14 Ltd                                                                                   | CUSIP: 29003XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $918355.00    | 0.08%             | 2035-04-20      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                | Oryx Midstream Services Permian Basin LLC Term Loan B                                                | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    808931 | PA      | $800462.12    | 0.07%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                     | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                               | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2139000 | PA      | $2040317.24   | 0.17%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                       | Getty Images, Inc. 2019 USD Term Loan B                                                              | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727058 | PA      | $724240.34    | 0.06%             | 2026-02-19      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                    | Lincoln National Corp                                                                                | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154425.00    | 0.01%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                         | Freddie Mac Strips                                                                                   | CUSIP: 31325W4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4344013 | PA      | $876415.07    | 0.07%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21204 | PA      | $21405.43     | 0.00%             | 2024-10-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 31398LPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1349960 | PA      | $1037785.20   | 0.09%             | 2039-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                 | LABL Inc                                                                                             | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    507000 | PA      | $442684.52    | 0.04%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| David's Bridal LLC                                                       | David's Bridal LLC                                                                                   | CUSIP: 000000000<br>LEI: YEMD6E68QLMSL3ZMES44 | Long             | EC               | CORP              | US        |     40851 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ROLLER BEARING CO OF AME                                                 | Roller Bearing Co of America Inc                                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1310182.35   | 0.11%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1339826 | PA      | $1222636.39   | 0.10%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Investment Solutions, Inc.                                        | Fiserv Investment Solutions, Inc. 2020 Term Loan B                                                   | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513187 | PA      | $488490.34    | 0.04%             | 2027-02-18      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                      | Synchrony Financial                                                                                  | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    227000 | PA      | $221388.59    | 0.02%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                               | Air Canada                                                                                           | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    717000 | PA      | $464122.47    | 0.04%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38380U5G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5050903 | PA      | $4888997.00   | 0.40%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                                                | Mirion Technologies, Inc. 2021 Term Loan                                                             | CUSIP: 60470HAB3<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |    694750 | PA      | $683822.28    | 0.06%             | 2028-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                      | Jazz Securities DAC                                                                                  | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1371000 | PA      | $1224405.83   | 0.10%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| P&L DEV LLC/PLD FIN CORP                                                 | P&L Development LLC / PLD Finance Corp                                                               | CUSIP: 69306RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1092839.40   | 0.09%             | 2025-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                 | United Overseas Bank Ltd                                                                             | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    686000 | PA      | $633225.83    | 0.05%             | 2032-10-07      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D3Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       869 | PA      | $871.49       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136ACRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957872 | PA      | $140904.68    | 0.01%             | 2043-03-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                         | Iraq International Bond                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |   1439625 | PA      | $1330649.71   | 0.11%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                           | EPR Properties                                                                                       | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    565000 | PA      | $443400.02    | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC Holdings PLC                                                                                    | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1421182.58   | 0.12%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                        | Paprec Holding SA                                                                                    | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207658.64    | 0.02%             | 2025-03-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31368HEA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48295 | PA      | $48300.82     | 0.00%             | 2023-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WP CPP Holdings, LLC                                                     | WP CPP Holdings, LLC 2018 Term Loan                                                                  | CUSIP: 92937JAM5<br>LEI: 549300HT8KGOLU7VM426 | Long             | LON              | CORP              | US        |   6473874 | PA      | $5672731.88   | 0.47%             | 2025-04-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                 | Permian Resources Operating LLC                                                                      | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    232000 | PA      | $211552.61    | 0.02%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                       | Morocco Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    365000 | PA      | $291854.00    | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                            | UBS Commercial Mortgage Trust 2012-C1                                                                | CUSIP: 90269GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419762 | PA      | $383551.30    | 0.03%             | 2045-05-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                                                      | Audacy Capital Corp                                                                                  | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $283918.20    | 0.02%             | 2029-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                           | Sabre GLBL Inc                                                                                       | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    996000 | PA      | $1026228.60   | 0.08%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                            | Valvoline Inc                                                                                        | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    802000 | PA      | $659107.66    | 0.05%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    771000 | PA      | $615200.18    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                      | Sirius XM Radio Inc                                                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    951000 | PA      | $743771.60    | 0.06%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                       | Zambia Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    330000 | PA      | $138911.85    | 0.01%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DexKo Global Inc.                                                        | DexKo Global Inc. 2021 EUR Term Loan B                                                               | CUSIP: 000000000<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    309369 | PA      | $276107.57    | 0.02%             | 2028-10-04      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC                                | Pediatric Associates Holding Company, LLC 2021 Term Loan B                                           | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    474049 | PA      | $450939.43    | 0.04%             | 2028-12-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                           | Constellium SE                                                                                       | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    490000 | PA      | $472761.80    | 0.04%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397ZC0<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    479000 | PA      | $478564.94    | 0.04%             | 2023-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31358UKD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7369 | PA      | $7363.01      | 0.00%             | 2023-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                                       | CPM Holdings, Inc. 2018 1st Lien Term Loan                                                           | CUSIP: 12654NAC7<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    311998 | PA      | $307474.12    | 0.03%             | 2025-11-17      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                  | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    350000 | PA      | $336984.31    | 0.03%             | 2026-07-31      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                                                         | APi Group DE Inc                                                                                     | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1316683.11   | 0.11%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                  | Asbury Automotive Group Inc                                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    217000 | PA      | $178808.00    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                      | Republic of Armenia International Bond                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    636000 | PA      | $508626.37    | 0.04%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| NUCOR CORP                                                               | Nucor Corp                                                                                           | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489644.75    | 0.04%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                    | Bread Financial Holdings Inc                                                                         | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1684251.00   | 0.14%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                          | Sealed Air Corp                                                                                      | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $475634.94    | 0.04%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                       | Ukraine Government International Bond                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1629000 | PA      | $313637.23    | 0.03%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                      | Ashtead Capital Inc                                                                                  | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    526000 | PA      | $472607.91    | 0.04%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                                             | Sophia, L.P. 2021 Term Loan B                                                                        | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    392038 | PA      | $379418.60    | 0.03%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                             | Calpine Corp                                                                                         | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1351329.31   | 0.11%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US LONG BOND(CBT) MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $2132.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KUEHG Corp.                                                              | KUEHG Corp. 2018 Incremental Term Loan                                                               | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   2224803 | PA      | $2142416.00   | 0.18%             | 2025-02-21      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Electro Rent Corporation                                                 | Electro Rent Corporation 2022 Term Loan                                                              | CUSIP: 28521VAJ1<br>LEI: 549300L5Z681EV5LDY95 | Long             | LON              | CORP              | US        |   1803139 | PA      | $1740028.70   | 0.14%             | 2024-11-01      | Variable      | 10.27%                | No            |                  2 | On Loan: No      |
| Aernnova Aerospace S.A.U                                                 | Aernnova Aerospace S.A.U EUR Delayed Draw Term Loan                                                  | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |    204082 | PA      | $197523.46    | 0.02%             | 2027-02-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Company                                                     | BWAY Holding Company 2017 Term Loan B                                                                | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   2491337 | PA      | $2436838.58   | 0.20%             | 2024-04-03      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                 | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    702000 | PA      | $672165.00    | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133TJNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22875 | PA      | $23174.50     | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     86000 | PA      | $5268.36      | 0.00%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ameriforge Group Inc.                                                    | Ameriforge Group Inc.                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29751 | NS      | $86575.41     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                    | McGraw-Hill Education Inc                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    630000 | PA      | $530356.05    | 0.04%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante S.A.                                            | Ramsay Generale de Sante S.A. 2021 EUR Term Loan B2                                                  | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |    500000 | PA      | $518498.97    | 0.04%             | 2027-04-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                               | Renault SA                                                                                           | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $186763.04    | 0.02%             | 2027-06-02      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PHP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2357 | PA      | $2366.87      | 0.00%             | 2023-10-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136B3C24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6572535 | PA      | $441376.65    | 0.04%             | 2049-02-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                                         | CPUK Finance Ltd                                                                                     | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $101019.87    | 0.01%             | 2027-08-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                          | CoreLogic, Inc. Term Loan                                                                            | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   3890924 | PA      | $3257026.44   | 0.27%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                            | TransDigm Inc                                                                                        | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1845218.26   | 0.15%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                     | BCP V Modular Services Finance II PLC                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90105.09     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                               | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan                                                   | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $218312.50    | 0.02%             | 2029-10-01      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                               | Sprint LLC                                                                                           | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    993000 | PA      | $1047124.46   | 0.09%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                                                     | KKR Apple Bidco, LLC 2021 Term Loan                                                                  | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    173250 | PA      | $171070.86    | 0.01%             | 2028-09-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                 | Hilcorp Energy I LP / Hilcorp Finance Co                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $624058.11    | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHROME BIDCO SASU                                                        | Chrome Bidco SASU                                                                                    | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $406327.43    | 0.03%             | 2028-05-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                         | DT Midstream Inc                                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1247639.72   | 0.10%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                             | Dufry One BV                                                                                         | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $175824.33    | 0.01%             | 2027-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS Enterprises Holdings US Finco LLC                                  | INEOS Enterprises Holdings US Finco LLC 2020 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219224 | PA      | $212647.72    | 0.02%             | 2026-08-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                  | US Acute Care Solutions LLC                                                                          | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2343432.20   | 0.19%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                      | NCL Corp Ltd                                                                                         | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    662000 | PA      | $521126.40    | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                     | Kraft Heinz Foods Co                                                                                 | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1349235.31   | 0.11%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                            | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                        | CUSIP: 466330AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1825028.09   | 0.15%             | 2038-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC. (MURRAY)                                             | ACNR HOLDINGS, INC. (MURRAY)                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1803 | NS      | $1108845.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-280177.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                         | IRB Holding Corp 2020 Term Loan B                                                                    | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   2176564 | PA      | $2160239.33   | 0.18%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246318 | PA      | $248428.03    | 0.02%             | 2026-06-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                 | Sabine Pass Liquefaction LLC                                                                         | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    950000 | PA      | $950743.64    | 0.08%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                    | Del Monte Foods, Inc. 2022 Term Loan                                                                 | CUSIP: 24521TAJ5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    450000 | PA      | $437625.00    | 0.04%             | 2029-05-16      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                     | Taylor Morrison Communities Inc                                                                      | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    808000 | PA      | $777167.73    | 0.06%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-141273.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                                             | American Trailer World Corp. Term Loan B                                                             | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    612126 | PA      | $532359.05    | 0.04%             | 2028-03-03      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                 | BroadStreet Partners Inc                                                                             | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1520648.35   | 0.13%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-474390.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133BE6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3679605 | PA      | $3638933.77   | 0.30%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4819.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                  | Aethon United BR LP / Aethon United Finance Corp                                                     | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1559168.70   | 0.13%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                         | MGM Resorts International                                                                            | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    948000 | PA      | $922722.43    | 0.08%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LG PARENT HOLDCO(LIBBEYGLASS)                                            | LG PARENT HOLDCO(LIBBEYGLASS)                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166175 | NS      | $1703293.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133T3Q84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7254 | PA      | $7259.79      | 0.00%             | 2023-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                              | Asurion LLC 2022 Term Loan B10                                                                       | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1012350 | PA      | $909216.82    | 0.08%             | 2028-08-19      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries, Inc.                                                | Zekelman Industries, Inc. 2020 Term Loan                                                             | CUSIP: 98931YAC7<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |   1105692 | PA      | $1082097.64   | 0.09%             | 2027-01-24      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                 | iHeartCommunications Inc                                                                             | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    324498 | PA      | $276630.49    | 0.02%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                         | Freddie Mac Strips                                                                                   | CUSIP: 31325TWD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1149884 | PA      | $116609.06    | 0.01%             | 2042-10-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                           | CVR Energy Inc                                                                                       | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2533392.40   | 0.21%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                                  | Big River Steel LLC / BRS Finance Corp                                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1094812.34   | 0.09%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Telenet International Finance S.a.r.l.                                   | Telenet International Finance S.a.r.l. 2020 EUR Term Loan AQ                                         | CUSIP: 000000000<br>LEI: 213800UQWC6KB34WEQ10 | Long             | LON              | CORP              | LU        |   1750000 | PA      | $1760421.09   | 0.15%             | 2029-04-30      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-20129.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                                                  | Colgate Energy Partners III LLC                                                                      | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1136721.47   | 0.09%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1825392 | PA      | $1802363.86   | 0.15%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                  | KB Home                                                                                              | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69240.75     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                         | Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan                                             | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   1465060 | PA      | $1377156.20   | 0.11%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PHL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11409 | PA      | $11489.28     | 0.00%             | 2024-05-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                                     | Kleopatra Finco Sarl                                                                                 | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $293694.62    | 0.02%             | 2026-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                 | Rogers Communications Inc                                                                            | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $476823.93    | 0.04%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                 | Occidental Petroleum Corp                                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470577.96    | 0.04%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NOMAD FOODS BONDCO PLC                                                   | Nomad Foods Bondco PLC                                                                               | CUSIP: 000000000<br>LEI: 213800BPK5X4TY4RZ619 | Long             | DBT              | CORP              | GB        |    336000 | PA      | $306169.96    | 0.03%             | 2028-06-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1364.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                                                    | Tempur Sealy International Inc                                                                       | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $1637430.54   | 0.14%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                    | Palmer Square CLO 2013-2 Ltd                                                                         | CUSIP: 69688CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1814588.00   | 0.15%             | 2031-10-17      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                                          | Carlyle C17 CLO Ltd                                                                                  | CUSIP: 14308FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1460728.50   | 0.12%             | 2031-04-30      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc.                                                | Ceridian HCM Holding Inc. 2018 Term Loan B                                                           | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1484125 | PA      | $1463718.28   | 0.12%             | 2025-04-30      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                    | Bath & Body Works Inc                                                                                | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    488000 | PA      | $413157.88    | 0.03%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                         | Vmed O2 UK Financing I PLC                                                                           | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171016.30    | 0.01%             | 2031-01-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                    | CDI Escrow Issuer Inc                                                                                | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1572720.41   | 0.13%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                            | ModivCare Inc                                                                                        | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1416568.39   | 0.12%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                   | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14898467 | PA      | $14797836.30  | 1.22%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                         | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    775000 | PA      | $731270.66    | 0.06%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                 | MSCI Inc                                                                                             | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    520000 | PA      | $433173.00    | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    513000 | PA      | $501083.73    | 0.04%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                            | Carnival Corp                                                                                        | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    404000 | PA      | $269975.81    | 0.02%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                 | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $974549.00    | 0.08%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PJN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13960 | PA      | $14005.88     | 0.00%             | 2027-10-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                                  | Superior Plus LP / Superior General Partner Inc                                                      | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1532000 | PA      | $1312073.74   | 0.11%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                     | BlueMountain CLO XXX Ltd                                                                             | CUSIP: 09630RAG4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1620546.00   | 0.13%             | 2035-04-15      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                     | Kraft Heinz Foods Co                                                                                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    282000 | PA      | $230447.89    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                  | HCA Inc                                                                                              | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1594271.20   | 0.13%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oravel Stays Singapore Pte. Ltd.                                         | Oravel Stays Singapore Pte. Ltd. Term Loan B                                                         | CUSIP: 000000000<br>LEI: 9845003ERB3786DZBC41 | Long             | LON              | CORP              | SG        |    541750 | PA      | $474031.25    | 0.04%             | 2026-06-23      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| PATAGONIA BIDCO LIMITED                                                  | Patagonia Bidco Limited 2021 GBP Term Loan B                                                         | CUSIP: 000000000<br>LEI: 25490031HIDV5RXSA288 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $995872.64    | 0.08%             | 2029-03-05      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                             | Rossini Sarl                                                                                         | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $317321.37    | 0.03%             | 2025-10-30      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                               | LABL, Inc. 2021 USD 1st Lien Term Loan                                                               | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    717750 | PA      | $683880.81    | 0.06%             | 2028-10-29      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                          | Benefit Street Partners Clo XXII Ltd                                                                 | CUSIP: 08186WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1746894.00   | 0.14%             | 2035-04-20      | Floating      | 10.89%                | No            |                  2 | On Loan: No      |
| AI Alpine AT Bidco GmbH                                                  | AI Alpine AT Bidco GmbH 2018 EUR Term Loan B                                                         | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | AT        |    750000 | PA      | $749247.74    | 0.06%             | 2025-10-31      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   1022000 | PA      | $796551.89    | 0.07%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                                     | Seattle Spinco, Inc. USD Term Loan B3                                                                | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |   1995485 | PA      | $1988834.22   | 0.16%             | 2024-06-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                                                        | Cumulus Media Inc                                                                                    | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50522 | NS      | $313741.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                 | PetSmart Inc / PetSmart Finance Corp                                                                 | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1170303.47   | 0.10%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae                                                                                           | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  93900000 | PA      | $94390341.11  | 7.79%             | 2053-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-12445.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                   | HAT Holdings I LLC / HAT Holdings II LLC                                                             | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |    600000 | PA      | $522114.00    | 0.04%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                  | KB Home                                                                                              | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    556000 | PA      | $484384.42    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                       | Ingles Markets Inc                                                                                   | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |    854000 | PA      | $719337.01    | 0.06%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3138ET6Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30617 | PA      | $31621.89     | 0.00%             | 2028-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                 | Clear Channel Outdoor Holdings Inc                                                                   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $642801.00    | 0.05%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                | IQVIA Inc                                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    685000 | PA      | $654517.50    | 0.05%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                                  | Astra Acquisition Corp. 2021 2nd Lien Term Loan                                                      | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1649603 | PA      | $1484643.03   | 0.12%             | 2029-10-25      | Floating      | 13.26%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                 | Celanese US Holdings LLC                                                                             | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973774.22    | 0.08%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                 | Catalent Pharma Solutions Inc                                                                        | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394631.70    | 0.03%             | 2028-03-01      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ARCONIC CORP                                                             | Arconic Corp                                                                                         | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    648000 | PA      | $609110.32    | 0.05%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 31392PAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373042 | PA      | $385512.46    | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                  | Summer BC Holdco B SARL                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $137485.86    | 0.01%             | 2026-10-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                  | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401091.92   | 0.12%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA FIN SA                                                    | Telecom Italia Finance SA                                                                            | CUSIP: 000000000<br>LEI: 549300O482B6CBF38D50 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $67984.25     | 0.01%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-276482.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                          | Fair Isaac Corp                                                                                      | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1134776.45   | 0.09%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                   | Sunoco LP / Sunoco Finance Corp                                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    884000 | PA      | $774512.18    | 0.06%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Conair Holdings, LLC                                                     | Conair Holdings, LLC Term Loan B                                                                     | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |   1530625 | PA      | $1293378.13   | 0.11%             | 2028-05-17      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2458659 | PA      | $1753570.60   | 0.14%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chassix Inc.                                                             | Chassix Inc. 2017 1st Lien Term Loan                                                                 | CUSIP: 16169TAD1<br>LEI: 2549001WCU4UIV6EH563 | Long             | LON              | CORP              | US        |   1425000 | PA      | $1213921.87   | 0.10%             | 2023-11-15      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| IAP Worldwide Services LLC                                               | IAP WORLDWIDE SERVICES                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $132332.35    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Pregis TopCo Corporation                                                 | Pregis TopCo Corporation 1st Lien Term Loan                                                          | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    630500 | PA      | $614816.31    | 0.05%             | 2026-07-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                            | Focus Financial Partners, LLC 2022 Term Loan B5                                                      | CUSIP: 34416DAW8<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   3247633 | PA      | $3215968.19   | 0.27%             | 2028-06-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                                                    | Condor Merger Sub Inc                                                                                | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $903319.62    | 0.07%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                    | Caesars Entertainment Inc                                                                            | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    529000 | PA      | $431449.76    | 0.04%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359G6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38357 | PA      | $38409.06     | 0.00%             | 2024-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8986 | PA      | $9066.45      | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | Dominion Energy Inc                                                                                  | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    800000 | PA      | $713142.30    | 0.06%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $2809.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $135870.30    | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERALLIA SA                                                              | Verallia SA                                                                                          | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $83771.66     | 0.01%             | 2031-11-10      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                   | Canyon Capital CLO 2019-2 Ltd                                                                        | CUSIP: 13887VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $865476.00    | 0.07%             | 2034-10-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Advisor Group, Inc.                                                      | Advisor Group, Inc. 2021 Term Loan                                                                   | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1142688 | PA      | $1120547.93   | 0.09%             | 2026-07-31      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                        | Jordan Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    300000 | PA      | $269792.40    | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644218 | PA      | $619892.78    | 0.05%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                      | Verisure Holding AB                                                                                  | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $106820.15    | 0.01%             | 2025-04-15      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                             | 7-Eleven Inc                                                                                         | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476022.59    | 0.04%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31297PLR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3771 | PA      | $3902.55      | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    452000 | PA      | $303046.56    | 0.03%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                   | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    323000 | PA      | $293728.13    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                  | Nationwide Building Society                                                                          | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $478126.15    | 0.04%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                            | JDE Peet's NV                                                                                        | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $731183.93    | 0.06%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bracket Intermediate Holding Corp                                        | Bracket Intermediate Holding Corp 2018 1st Lien Term Loan B                                          | CUSIP: 10378RAF0<br>LEI: 54930011OZELK2VOFB56 | Long             | LON              | CORP              | US        |    909625 | PA      | $866986.33    | 0.07%             | 2025-09-05      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                    | Tenet Healthcare Corp                                                                                | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1522910.09   | 0.13%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PHE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2033 | PA      | $2073.59      | 0.00%             | 2025-08-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings, Inc.                                            | Autokiniton US Holdings, Inc. 2021 Term Loan B                                                       | CUSIP: 05278HAB2<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    517125 | PA      | $501611.25    | 0.04%             | 2028-04-06      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-473010.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.                                           | Vue International Bidco p.l.c. 2019 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |   1080682 | PA      | $659384.73    | 0.05%             | 2026-07-03      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                                                  | Herbalife Nutrition Ltd / HLF Financing Inc                                                          | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1383000 | PA      | $1231658.31   | 0.10%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137ASS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    571563 | PA      | $26320.84     | 0.00%             | 2032-07-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                   | Egypt Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    601000 | PA      | $402457.25    | 0.03%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                                                  | Transocean Poseidon Ltd                                                                              | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    934500 | PA      | $910857.15    | 0.08%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                       | Telecom Italia SpA/Milano                                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    356000 | PA      | $354405.56    | 0.03%             | 2025-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Navicure, Inc.                                                           | Navicure, Inc. 2019 Term Loan B                                                                      | CUSIP: 63939WAG8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |   1658162 | PA      | $1636398.26   | 0.14%             | 2026-10-22      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $352194.15    | 0.03%             | 2026-12-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                     | BlueMountain CLO XXIV Ltd                                                                            | CUSIP: 09629XAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $902175.00    | 0.07%             | 2034-04-20      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                      | NOVA Chemicals Corp                                                                                  | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1242000 | PA      | $1017160.74   | 0.08%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                       | Dominican Republic International Bond                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    599000 | PA      | $522315.09    | 0.04%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                  | Ethiopia International Bond                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    700000 | PA      | $439810.00    | 0.04%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Aptean, Inc.                                                             | Aptean, Inc. 2019 2nd Lien Term Loan                                                                 | CUSIP: 000000000<br>LEI: 549300D5LUPGZUDZXC96 | Long             | LON              | CORP              | US        |   1450000 | PA      | $1348500.00   | 0.11%             | 2027-04-23      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| Nine Point Energy Holdings Inc                                           | NINE POINT ENERGY HLDGS (PREF)                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       555 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NCL CORPORATION LTD                                                      | NCL Corp Ltd                                                                                         | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    517000 | PA      | $448474.24    | 0.04%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31394FAX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595282 | PA      | $681905.04    | 0.06%             | 2035-09-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                              | Avient Corp                                                                                          | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    796000 | PA      | $779190.02    | 0.06%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                 | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $978458.58    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136A1B20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1895226 | PA      | $71251.21     | 0.01%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                             | New Gold Inc                                                                                         | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |   2596000 | PA      | $2282232.18   | 0.19%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31283H6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426262 | PA      | $446757.50    | 0.04%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                              | McAfee, LLC 2022 USD Term Loan B                                                                     | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2793000 | PA      | $2611455.00   | 0.22%             | 2029-03-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                         | Gates Global LLC 2021 Term Loan B3                                                                   | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   3939435 | PA      | $3864341.75   | 0.32%             | 2027-03-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                | Zayo Group Holdings, Inc. USD Term Loan                                                              | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2171086 | PA      | $1766117.29   | 0.15%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                            | PRA Group Inc                                                                                        | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    294000 | PA      | $242982.18    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3138EPA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683951 | PA      | $1748079.52   | 0.14%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians                                               | Sound Inpatient Physicians 2018 1st Lien Term Loan                                                   | CUSIP: 46322EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    477500 | PA      | $390356.27    | 0.03%             | 2025-06-27      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media SFA Finance Limited                                         | Virgin Media SFA Finance Limited EUR Term Loan O                                                     | CUSIP: 000000000<br>LEI: 213800HHBSIDEKJOHR77 | Long             | LON              | CORP              | GB        |   1300000 | PA      | $1308523.45   | 0.11%             | 2029-01-31      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856507 | PA      | $194048.96    | 0.02%             | 2043-01-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                   | Goodyear Tire & Rubber Co/The                                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $1717684.38   | 0.14%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dedalus Finance GmbH                                                     | Dedalus Finance GmbH 2021 EUR Term Loan B2                                                           | CUSIP: 000000000<br>LEI: 391200XH4I9QLL23DB49 | Long             | LON              | CORP              | DE        |    500000 | PA      | $489061.61    | 0.04%             | 2027-07-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1045.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.                                       | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan                                           | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |   1352295 | PA      | $1283666.27   | 0.11%             | 2027-11-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                              | Allied Universal Holdco LLC 2021 EUR Term Loan                                                       | CUSIP: 01957TAK3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | LU        |    987500 | PA      | $989350.93    | 0.08%             | 2028-05-12      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -83 | NC      | $77088.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                         | Altice France SA/France                                                                              | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    841000 | PA      | $660412.07    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232631 | PA      | $222958.46    | 0.02%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                                                  | MoneyGram International Inc                                                                          | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1531314.56   | 0.13%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                   | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    480000 | PA      | $476224.80    | 0.04%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SITEL Group                                                              | SITEL Group 2021 EUR Term Loan                                                                       | CUSIP: 000000000<br>LEI: 549300BCU0GW2NDZ8U96 | Long             | LON              | CORP              | LU        |    500000 | PA      | $521398.29    | 0.04%             | 2028-08-28      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DAVID S BRIDAL, LLC SERIES A                                             | DAVID S BRIDAL, LLC SERIES A                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1136 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                     | Pilgrim's Pride Corp                                                                                 | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $1871276.72   | 0.15%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                               | Gainwell Acquisition Corp. Term Loan B                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3087860 | PA      | $2929606.86   | 0.24%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                     | Cantor Fitzgerald LP                                                                                 | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1531170.51   | 0.13%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    364520 | PA      | $115947.01    | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Alkermes, Inc.                                                           | Alkermes, Inc. 2021 Term Loan B                                                                      | CUSIP: 01642UAH8<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |   1087403 | PA      | $1049344.10   | 0.09%             | 2026-03-12      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                 | Santander UK Group Holdings PLC                                                                      | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1926628.50   | 0.16%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                     | Heimstaden Bostad AB                                                                                 | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $78998.64     | 0.01%             | 2024-11-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                         | Peruvian Government International Bond                                                               | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    926000 | PA      | $768329.70    | 0.06%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                     | Chart Industries Inc                                                                                 | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1169542.29   | 0.10%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                  | Wintershall Dea Finance 2 BV                                                                         | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $521709.25    | 0.04%             | 2026-04-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                                 | Hertz Corporation, (The) 2021 Term Loan B                                                            | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   1036003 | PA      | $1019168.20   | 0.08%             | 2028-06-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Nine Point Energy Holdings Inc                                           | NINE POINT ENERGY HLDGS (COM)                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29787 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                   | Group 1 Automotive Inc                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1126290.35   | 0.09%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Skopima Merger Sub Inc.                                                  | Skopima Merger Sub Inc. Term Loan B                                                                  | CUSIP: 36171NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1481250 | PA      | $1401632.81   | 0.12%             | 2028-05-12      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                   | Real Hero Merger Sub 2 Inc                                                                           | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1087000 | PA      | $746551.60    | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III, Inc.                                                  | Icebox Holdco III, Inc. 2021 1st Lien Term Loan                                                      | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    844354 | PA      | $782874.51    | 0.06%             | 2028-12-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting, Inc.                                               | Nexstar Broadcasting, Inc. 2019 Term Loan B4                                                         | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    267433 | PA      | $265720.09    | 0.02%             | 2026-09-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                                                  | ClubCorp Holdings, Inc. 2017 Term Loan B                                                             | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |   1895000 | PA      | $1716159.38   | 0.14%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 3128LDCD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256244 | PA      | $261136.68    | 0.02%             | 2032-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                    | Grifols Escrow Issuer SA                                                                             | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    494000 | PA      | $447311.01    | 0.04%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COHERENT CORP                                                            | Coherent Corp                                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $911235.15    | 0.08%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133TMWV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270416 | PA      | $278469.32    | 0.02%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137BFCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1580630 | PA      | $207077.97    | 0.02%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3181.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                                              | Jazz Financing Lux S.a.r.l. USD Term Loan                                                            | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1443367 | PA      | $1433042.54   | 0.12%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                                           | Sinclair Television Group Inc. 2021 Term Loan B3                                                     | CUSIP: 82925BAF2<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    406433 | PA      | $388143.13    | 0.03%             | 2028-04-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| AI Sirona (Luxembourg) Acquisition S.a.r.l.                              | AI Sirona (Luxembourg) Acquisition S.a.r.l. 2021 EUR Term Loan B1                                    | CUSIP: 000000000<br>LEI: 549300MQC452SFMN5167 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1031645.70   | 0.09%             | 2025-09-29      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDC                                                         | Summer BC Bidco B LLC                                                                                | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |    907000 | PA      | $737109.83    | 0.06%             | 2026-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                             | Calpine Corp                                                                                         | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $959458.57    | 0.08%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                            | Urban One Inc                                                                                        | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    634000 | PA      | $536719.04    | 0.04%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    681000 | PA      | $216912.84    | 0.02%             | 2024-03-14      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                              | Asurion LLC 2021 2nd Lien Term Loan B3                                                               | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1350000 | PA      | $1059075.00   | 0.09%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                      | IVC Acquisition Ltd 2021 GBP Term Loan B3                                                            | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1099540.12   | 0.09%             | 2026-02-13      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                                    | Thor Industries, Inc. 2021 USD Term Loan                                                             | CUSIP: 88516DAD5<br>LEI: 254900XZO1228PDSG060 | Long             | LON              | CORP              | US        |    762531 | PA      | $760053.23    | 0.06%             | 2026-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                                 | Virgin Media Vendor Financing Notes IV DAC                                                           | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $372147.97    | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                   | Verscend Holding Corp. 2021 Term Loan B                                                              | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2201279 | PA      | $2193024.28   | 0.18%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| INEOS Enterprises Holdings II Limited                                    | INEOS Enterprises Holdings II Limited 2020 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 213800M8Z1KMM5H1JM42 | Long             | LON              | CORP              | GB        |    200000 | PA      | $206195.33    | 0.02%             | 2026-08-31      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ameriforge Group, Inc.                                                   | Ameriforge Group, Inc. Exit Term Loan                                                                | CUSIP: 03074EAN4<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |    844118 | PA      | $418893.53    | 0.03%             | 2023-12-31      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1315.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LGC Group Holdings Ltd                                                   | LGC Group Holdings Ltd EUR Term Loan B                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1000000 | PA      | $992039.07    | 0.08%             | 2027-04-21      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                      | Boels Topholding BV 2021 EUR Term Loan B                                                             | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1032092.08   | 0.09%             | 2027-02-06      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                            | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    599000 | PA      | $552920.54    | 0.05%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                          | TransDigm, Inc. 2020 Term Loan F                                                                     | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   5377165 | PA      | $5318484.18   | 0.44%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Regatta IX Funding Ltd                                                   | Regatta IX Funding Ltd                                                                               | CUSIP: 75887WAA7<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $391363.20    | 0.03%             | 2030-04-17      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                 | Antero Midstream Partners LP / Antero Midstream Finance Corp                                         | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1774822.80   | 0.15%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                     | Telefonica Europe BV                                                                                 | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109600.11    | 0.01%             | 2028-08-23      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-8357.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45038519 | PA      | $44470333.11  | 3.67%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137ASP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205552 | PA      | $2361.61      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                              | Swedbank AB                                                                                          | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    975000 | PA      | $937923.87    | 0.08%             | 2025-04-04      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                                 | Bellis Acquisition Co PLC                                                                            | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197633.12    | 0.02%             | 2026-02-16      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                  | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1479397.50   | 0.12%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AI Convoy (Luxembourg) S.A.R.L                                           | AI Convoy (Luxembourg) S.A.R.L USD Term Loan B                                                       | CUSIP: 00135BAC7<br>LEI: 222100GQMVQ4KP4KJS35 | Long             | LON              | CORP              | LU        |    727237 | PA      | $718510.12    | 0.06%             | 2027-01-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137B66P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2262969 | PA      | $1999544.64   | 0.17%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    486000 | PA      | $406228.20    | 0.03%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GEE Holdings 2 LLC                                                       | GEE Holdings 2 LLC 2021 2nd Lien Takeback Term Loan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    713426 | PA      | $537447.48    | 0.04%             | 2026-03-23      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    156000 | PA      | $9636.90      | 0.00%             | 2033-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                 | Option Care Health, Inc. 2021 Term Loan B                                                            | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    420750 | PA      | $418558.73    | 0.03%             | 2028-10-27      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    287000 | PA      | $17550.05     | 0.00%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                             | Centene Corp                                                                                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1610487.66   | 0.13%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                                           | Skillsoft Corp                                                                                       | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143062 | NS      | $185980.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                                                            | TransDigm Inc                                                                                        | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2380043.12   | 0.20%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                 | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                     | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1470000 | PA      | $1230735.89   | 0.10%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                        | Polaris Newco LLC USD Term Loan B                                                                    | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2815427 | PA      | $2576115.58   | 0.21%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                 | Madison Park Funding XXXVII Ltd                                                                      | CUSIP: 55817FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3228760.50   | 0.27%             | 2033-07-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                                       | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1269.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING, SA                                                        | ALPHA HOLDING, SA                                                                                    | CUSIP: 020ESCAA7<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $0.00         | 0.00%             | 2022-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                     | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $902145.17    | 0.07%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                         | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $1815281.64   | 0.15%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                       | Finastra USA, Inc. USD 1st Lien Term Loan                                                            | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   2958330 | PA      | $2624902.79   | 0.22%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| HT TROPLAST AG                                                           | HT Troplast GmbH                                                                                     | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |    315000 | PA      | $309214.80    | 0.03%             | 2025-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                      | VM Consolidated Inc                                                                                  | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1675031.94   | 0.14%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-33444.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                           | EPR Properties                                                                                       | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    600000 | PA      | $435995.48    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-41031.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                    | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1429605.99   | 0.12%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                         | IRB Holding Corp                                                                                     | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    615000 | PA      | $614415.75    | 0.05%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                 | Jacobs Entertainment Inc                                                                             | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1555665.25   | 0.13%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                 | Western Midstream Operating LP                                                                       | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1038832.73   | 0.09%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                        | Chord Energy Corp                                                                                    | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1083580.52   | 0.09%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                                                  | Unifin Financiera SAB de CV                                                                          | CUSIP: 90470TAD0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    620000 | PA      | $21390.00     | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1546948.30   | 0.13%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                               | Froneri International Ltd. 2020 USD Term Loan                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2145000 | PA      | $2090399.03   | 0.17%             | 2027-01-29      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                                              | KUEHG Corp. 2017 2nd Lien Term Loan                                                                  | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    425000 | PA      | $409328.13    | 0.03%             | 2025-08-22      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                        | Ultimate Software Group Inc (The) Term Loan B                                                        | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1668938 | PA      | $1611269.03   | 0.13%             | 2026-05-04      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| EP Purchaser, LLC                                                        | EP Purchaser, LLC 2021 Term Loan B                                                                   | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    421812 | PA      | $418121.64    | 0.03%             | 2028-11-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                         | Sensata Technologies Inc                                                                             | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    627000 | PA      | $546919.26    | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WireCo WorldGroup, Inc.                                                  | WireCo WorldGroup, Inc. 2021 Term Loan                                                               | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |    473102 | PA      | $461718.07    | 0.04%             | 2028-11-13      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC.(MURRAY)                                              | ACNR HOLDINGS, INC.(MURRAY)                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3818 | NS      | $391345.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                      | Sprint Capital Corp                                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2474623.91   | 0.20%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-27266.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                 | Suriname Government International Bond                                                               | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   5751000 | PA      | $4646808.00   | 0.38%             | 2026-10-26      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Kraton Polymers Holdings B.V.                                            | Kraton Polymers Holdings B.V. 2022 EUR Term Loan                                                     | CUSIP: 23292DAC4<br>LEI: 254900ZHV9AI95Q0FV69 | Long             | LON              | CORP              | NL        |    500000 | PA      | $517829.94    | 0.04%             | 2029-03-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                 | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    665000 | PA      | $544465.43    | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                             | US Foods Inc                                                                                         | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1633276.70   | 0.13%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital                      | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $932014.52    | 0.08%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BELARUS                                                      | Republic of Belarus International Bond                                                               | CUSIP: 000000000<br>LEI: 635400CVCOWYLHF4ZB08 | Long             | DBT              | NUSS              | BY        |    240000 | PA      | $108000.00    | 0.01%             | 2026-02-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                 | Builders FirstSource Inc                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1720838.57   | 0.14%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                 | Connect Finco SARL / Connect US Finco LLC                                                            | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2698000 | PA      | $2505955.06   | 0.21%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                       | Aretec Group, Inc. 2018 Term Loan                                                                    | CUSIP: 04009DAB0<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   2311675 | PA      | $2265441.92   | 0.19%             | 2025-10-01      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                                                   | W.R. Grace & Co.-Conn. 2021 Term Loan B                                                              | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1113750 | PA      | $1096173.91   | 0.09%             | 2028-09-22      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                                  | Astra Acquisition Corp. 2021 1st Lien Term Loan                                                      | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1068634 | PA      | $951084.02    | 0.08%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                                              | FinCo I LLC 2020 Term Loan B                                                                         | CUSIP: 31774BAE4<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    638112 | PA      | $636915.76    | 0.05%             | 2025-06-27      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-15856.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                      | Granite Holdings US Acquisition Co. 2021 Term Loan B                                                 | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1252276 | PA      | $1253451.07   | 0.10%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                 | iHeartCommunications Inc                                                                             | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    179033 | PA      | $164993.23    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                | Titan Acquisition Limited 2018 Term Loan B                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   3024179 | PA      | $2834747.89   | 0.23%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                          | Benefit Street Partners CLO XVI Ltd                                                                  | CUSIP: 08182JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2734041.00   | 0.23%             | 2032-01-17      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                         | Cinemark USA Inc                                                                                     | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    414000 | PA      | $345361.70    | 0.03%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                    | Deutsche Lufthansa AG                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $91309.66     | 0.01%             | 2029-07-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                           | Morgan Stanley Capital I Trust 2019-BPR                                                              | CUSIP: 61769GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1845000 | PA      | $1710213.71   | 0.14%             | 2036-05-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11811 | PA      | $11940.93     | 0.00%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-506.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                          | Veritas US Inc. 2021 EUR Term Loan B                                                                 | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    977550 | PA      | $751328.05    | 0.06%             | 2025-09-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                         | T-Mobile USA Inc                                                                                     | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1018344.98   | 0.08%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                                                    | UGI International LLC                                                                                | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164787.56    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CCRR Parent, Inc                                                         | CCRR Parent, Inc Term Loan B                                                                         | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    516183 | PA      | $493922.42    | 0.04%             | 2028-03-06      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381BDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40256 | PA      | $40512.04     | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                          | DKT Finance ApS                                                                                      | CUSIP: 000000000<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $213354.50    | 0.02%             | 2023-06-17      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                     | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1037000 | PA      | $899737.75    | 0.07%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                                                | NFP Corp. 2020 Term Loan                                                                             | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |   3098941 | PA      | $2972658.90   | 0.25%             | 2027-02-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Sovos Brands Intermediate, Inc.                                          | Sovos Brands Intermediate, Inc. 2021 Term Loan                                                       | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |    497379 | PA      | $486602.59    | 0.04%             | 2028-06-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                                        | Match Group, Inc. 2020 Term Loan B                                                                   | CUSIP: 57665VAF4<br>LEI: 5493003RFFE030RC9167 | Long             | LON              | CORP              | US        |    675000 | PA      | $663609.38    | 0.05%             | 2027-02-13      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                 | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                       | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2356141.15   | 0.19%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GETLINK SE                                                               | Getlink SE                                                                                           | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | DBT              | CORP              | FR        |    415000 | PA      | $433486.02    | 0.04%             | 2025-10-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| IAP Worldwide Services, Inc.                                             | IAP Worldwide Services, Inc. New 2nd Lien Term Loan                                                  | CUSIP: 44920JAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217521 | PA      | $169731.32    | 0.01%             | 2023-07-18      | Floating      | 11.23%                | No            |                  3 | On Loan: No      |
| Kenan Advantage Group, Inc.                                              | Kenan Advantage Group, Inc. 2021 Term Loan B1                                                        | CUSIP: 48853UBE9<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   2205000 | PA      | $2153813.13   | 0.18%             | 2026-03-24      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                 | 1011778 BC ULC / New Red Finance Inc                                                                 | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1906000 | PA      | $1709206.41   | 0.14%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                   | Adient Global Holdings Ltd                                                                           | CUSIP: 000000000<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    125000 | PA      | $128752.73    | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                  | Natura &Co Luxembourg Holdings Sarl                                                                  | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $175285.68    | 0.01%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fender Musical Instruments Corporation                                   | Fender Musical Instruments Corporation 2021 Term Loan B                                              | CUSIP: 000000000<br>LEI: 549300G8G1R16J8L5Q60 | Long             | LON              | CORP              | US        |    321953 | PA      | $260782.03    | 0.02%             | 2028-12-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                                        | CenturyLink, Inc. 2020 Term Loan B                                                                   | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   2528479 | PA      | $2403635.69   | 0.20%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                            | Surgery Center Holdings, Inc. 2021 Term Loan                                                         | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    942540 | PA      | $931700.36    | 0.08%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                     | Ineos US Finance LLC 2021 USD Term Loan B                                                            | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    620312 | PA      | $598989.26    | 0.05%             | 2028-11-08      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                                          | Vibrant CLO XI Ltd                                                                                   | CUSIP: 92558MAA2<br>LEI: 5493008IYL3HLPE46G85 | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $478588.60    | 0.04%             | 2032-07-20      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-59137.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                      | Phoenix Services International, LLC 2022 DIP New Money Term Loan                                     | CUSIP: 000000000<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     97848 | PA      | $97848.37     | 0.01%             | 2023-03-28      | Variable      | 16.32%                | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                    | Gray Television, Inc. 2017 Term Loan B                                                               | CUSIP: 389376AX2<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    137938 | PA      | $137969.89    | 0.01%             | 2024-02-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                 | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $210701.90    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    381835 | PA      | $121454.50    | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359H6F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74849 | PA      | $75914.38     | 0.01%             | 2024-07-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                                                         | Colgate Energy Partners III LLC                                                                      | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $1937081.58   | 0.16%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starfruit Finco B.V                                                      | Starfruit Finco B.V 2018 USD Term Loan B                                                             | CUSIP: 000000000<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |   2248642 | PA      | $2222220.57   | 0.18%             | 2025-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                         | BAT Capital Corp                                                                                     | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $960907.66    | 0.08%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-173149.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                                        | AlixPartners, LLP 2021 USD Term Loan B                                                               | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   1400062 | PA      | $1389186.81   | 0.11%             | 2028-02-04      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $63815.96     | 0.01%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                                          | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan                                       | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |   2246562 | PA      | $2221133.63   | 0.18%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Greenhill & Co., Inc.                                                    | Greenhill & Co., Inc. Term Loan B                                                                    | CUSIP: 39525YAE9<br>LEI: 529900VEOQHHHSPI9C69 | Long             | LON              | CORP              | US        |    888125 | PA      | $870917.58    | 0.07%             | 2024-04-12      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                          | United Group BV                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $80083.00     | 0.01%             | 2027-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                       | Ally Financial Inc                                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1106578.13   | 0.09%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                   | TK Elevator Midco GmbH                                                                               | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $312223.36    | 0.03%             | 2027-07-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CARS.COM INC                                                             | Cars.com Inc                                                                                         | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1574392.89   | 0.13%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 3128M4BX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    698656 | PA      | $720945.63    | 0.06%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31419AZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1309149 | PA      | $1370422.22   | 0.11%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                         | FirstEnergy Corp                                                                                     | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $335017.15    | 0.03%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                           | Hertz Corp/The                                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    218000 | PA      | $182847.50    | 0.02%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                    | Nabors Industries Ltd                                                                                | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    665000 | PA      | $609456.61    | 0.05%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                 | Vistra Operations Co LLC                                                                             | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    939000 | PA      | $810950.35    | 0.07%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13000 | PA      | $796.90       | 0.00%             | 2023-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PHD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6553 | PA      | $6612.57      | 0.00%             | 2024-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                                                 | Enviva Partners LP / Enviva Partners Finance Corp                                                    | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2651000 | PA      | $2501006.42   | 0.21%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                                                 | Hillman Group Inc. (The) 2021 Term Loan B1                                                           | CUSIP: 43162TAR1<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |    296478 | PA      | $288695.31    | 0.02%             | 2028-07-14      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Allegheny Ludlum LLC                                                     | Allegheny Ludlum LLC                                                                                 | CUSIP: 016900AC6<br>LEI: KCBRRAMO64UL0JAYG446 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464100.23    | 0.04%             | 2025-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Lincoln Financing SARL                                                   | Lincoln Financing SARL                                                                               | CUSIP: 000000000<br>LEI: 222100831I4WRVCLV609 | Long             | DBT              | CORP              | LU        |    245000 | PA      | $259700.21    | 0.02%             | 2024-04-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     16000 | PA      | $984.90       | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                 | BCPE Empire Holdings Inc                                                                             | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |   2799000 | PA      | $2513585.97   | 0.21%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                      | SVB Financial Group                                                                                  | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1114230.11   | 0.09%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                                           | National Mentor Holdings, Inc. 2021 Term Loan C                                                      | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |     58309 | PA      | $40962.10     | 0.00%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                         | IRB Holding Corp 2022 Term Loan B                                                                    | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    297727 | PA      | $289074.71    | 0.02%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    476000 | PA      | $431350.43    | 0.04%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc.                                           | Monitronics International Inc. Takeback Term Loan                                                    | CUSIP: 60945HAB0<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |   1962349 | PA      | $1322132.73   | 0.11%             | 2024-03-29      | Floating      | 11.91%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040535 | PA      | $232331.02    | 0.02%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delachaux Group SA                                                       | Delachaux Group SA USD Term Loan B2                                                                  | CUSIP: 000000000<br>LEI: 969500XJHVZW0HF1ZQ71 | Long             | LON              | CORP              | FR        |    444125 | PA      | $401933.13    | 0.03%             | 2026-04-16      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING S                                                         | Paprec Holding SA                                                                                    | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |    129000 | PA      | $120047.49    | 0.01%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                               | JPMBB Commercial Mortgage Securities Trust 2015-C29                                                  | CUSIP: 46644RBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1462969.40   | 0.12%             | 2048-05-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                            | Carnival Corp                                                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1316000 | PA      | $941953.32    | 0.08%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    400000 | PA      | $127631.91    | 0.01%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                                           | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    447000 | PA      | $383541.65    | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2534.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                       | Enact Holdings Inc                                                                                   | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708000 | PA      | $696020.64    | 0.06%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                    | GFL Environmental Inc                                                                                | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    776000 | PA      | $734542.20    | 0.06%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                  | International Game Technology PLC                                                                    | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    718000 | PA      | $723542.96    | 0.06%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 313615TV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19453 | PA      | $19454.99     | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                    | NESCO Holdings II Inc                                                                                | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1123416.60   | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                      | United Airlines Inc                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1113247.09   | 0.09%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19 | PA      | $18.86        | 0.00%             | 2025-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Amer Sports Oyj                                                          | Amer Sports Oyj EUR Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 7437004VPYN53GU01U11 | Long             | LON              | CORP              | FI        |   1550000 | PA      | $1551348.93   | 0.13%             | 2026-03-30      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FHLMC-GNMA                                                               | FHLMC-GNMA                                                                                           | CUSIP: 3133T2HS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14191 | PA      | $14197.72     | 0.00%             | 2023-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31358TMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       569 | PA      | $568.21       | 0.00%             | 2023-02-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-10173.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D5A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15855 | PA      | $16283.01     | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PH81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5376 | PA      | $5437.24      | 0.00%             | 2025-09-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                      | Citigroup Commercial Mortgage Trust 2015-P1                                                          | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100405 | PA      | $904358.28    | 0.07%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24824 | PA      | $25146.54     | 0.00%             | 2024-06-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Shearer's Foods, Inc.                                                    | Shearer's Foods, Inc. 2021 Term Loan                                                                 | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |    391020 | PA      | $373821.38    | 0.03%             | 2027-09-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                        | Chile Government International Bond                                                                  | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    845000 | PA      | $612518.17    | 0.05%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                 | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                  | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $570511.00    | 0.05%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                     | Natura Cosmeticos SA                                                                                 | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    643000 | PA      | $525469.25    | 0.04%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                         | Carlyle Global Market Strategies CLO 2014-4-R Ltd                                                    | CUSIP: 14314TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $974436.25    | 0.08%             | 2030-07-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1645160 | PA      | $1651845.70   | 0.14%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NuStar Energy LP                                                         | NuStar Energy LP                                                                                     | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     28087 | NS      | $572413.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                                                 | Brown Group Holding, LLC 2022 Incremental Term Loan B2                                               | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    249375 | PA      | $248952.06    | 0.02%             | 2029-07-02      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                                 | Greystar Real Estate Partners LLC                                                                    | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1366645.61   | 0.11%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                        | Clarios Global LP 2021 EUR Term Loan B                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |   1373402 | PA      | $1416128.71   | 0.12%             | 2026-04-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                 | Smyrna Ready Mix Concrete LLC                                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $2760319.62   | 0.23%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                   | NXP BV / NXP Funding LLC / NXP USA Inc                                                               | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    550000 | PA      | $518229.35    | 0.04%             | 2025-05-01      | Fixed         | 2.70%                 | 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        |   3500000 | PA      | $3303605.55   | 0.27%             | 2046-12-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31363WH81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27914 | PA      | $28232.25     | 0.00%             | 2024-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                 | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                            | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2176340 | PA      | $2168509.40   | 0.18%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                           | Sabre GLBL Inc                                                                                       | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1455902.50   | 0.12%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NatWest Group PLC                                                                                    | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $598982.83    | 0.05%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| FAURECIA                                                                 | Faurecia SE                                                                                          | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $237521.18    | 0.02%             | 2028-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Curia Global, Inc.                                                       | Curia Global, Inc. 2021 Term Loan                                                                    | CUSIP: 01242HAM0<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |    245019 | PA      | $202344.55    | 0.02%             | 2026-08-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Drax Finco PLC                                                           | Drax Finco PLC                                                                                       | CUSIP: 26151AAA7<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |   1119000 | PA      | $1071135.87   | 0.09%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43778 | PA      | $44638.65     | 0.00%             | 2027-09-15      | Fixed         | 7.99%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution US Holding LLC                                         | INEOS Styrolution US Holding LLC 2021 USD Term Loan B                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2314750 | PA      | $2280028.75   | 0.19%             | 2026-01-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings, Inc                                                | Ultra Clean Holdings, Inc 2021 Term Loan B                                                           | CUSIP: 90385YAD3<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |    607393 | PA      | $605874.29    | 0.05%             | 2025-08-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359KK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116434 | PA      | $117312.25    | 0.01%             | 2026-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                 | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1150000 | PA      | $1140116.90   | 0.09%             | 2029-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                             | Voya CLO 2015-3 Ltd                                                                                  | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2131218.00   | 0.18%             | 2031-10-20      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                 | Univision Communications Inc                                                                         | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1667888.65   | 0.14%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Badger Buyer Corp.                                                       | Badger Buyer Corp. 2018 Term Loan B                                                                  | CUSIP: 05651XAC2<br>LEI: 549300RK8L3MFML49K35 | Long             | LON              | CORP              | US        |    379000 | PA      | $311727.50    | 0.03%             | 2024-09-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                             | Sunshine Luxembourg VII SARL 2021 Term Loan B3                                                       | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    196500 | PA      | $188667.31    | 0.02%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                      | PGT Innovations Inc                                                                                  | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $893859.66    | 0.07%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31416CGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754795 | PA      | $798223.80    | 0.07%             | 2035-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                  | HCA Inc                                                                                              | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1466585.28   | 0.12%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $64051.30     | 0.01%             | 2026-07-18      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                   | Crown Finance US, Inc. 2019 Incremental Term Loan                                                    | CUSIP: 22834KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1499514 | PA      | $276355.87    | 0.02%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        84 | PA      | $84.74        | 0.00%             | 2024-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                    | Encompass Health Corp                                                                                | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    683000 | PA      | $588146.20    | 0.05%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31396WS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2370708 | PA      | $2388532.58   | 0.20%             | 2037-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                   | Southwestern Energy Co                                                                               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1271924.78   | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                         | CPUK Finance Ltd                                                                                     | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    235000 | PA      | $263400.67    | 0.02%             | 2025-08-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                          | Madison IAQ LLC                                                                                      | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1374557.68   | 0.11%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                          | Benefit Street Partners CLO XVIII Ltd                                                                | CUSIP: 08186QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4109562.00   | 0.34%             | 2034-10-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $796646.40    | 0.07%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                      | Phoenix Services International, LLC Term Loan                                                        | CUSIP: 71913YAC6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |    730759 | PA      | $87919.11     | 0.01%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                                                   | National CineMedia LLC                                                                               | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $361103.38    | 0.03%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                              | Gartner Inc                                                                                          | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    908000 | PA      | $848162.80    | 0.07%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                                   | B&M European Value Retail SA                                                                         | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $226073.67    | 0.02%             | 2025-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                   | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57121 | PA      | $58079.90     | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                         | Arches Buyer Inc                                                                                     | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    659000 | PA      | $529733.86    | 0.04%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                   | Option Care Health Inc                                                                               | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1263170.37   | 0.10%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Zephyr German BidCo GmbH                                                 | Zephyr German BidCo GmbH EUR Term Loan B1                                                            | CUSIP: 000000000<br>LEI: 529900TJ6NYOFABGF758 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1481234.49   | 0.12%             | 2028-03-10      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                          | Envision Healthcare Corporation 2022 First Out Term Loan                                             | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |   1025966 | PA      | $918239.22    | 0.08%             | 2027-03-31      | Variable      | 12.61%                | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                 | Catalent Pharma Solutions Inc                                                                        | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1045523.53   | 0.09%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                         | NAB Holdings LLC 2021 Term Loan                                                                      | CUSIP: 62871NAM7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |   1113750 | PA      | $1087298.44   | 0.09%             | 2028-11-23      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Holding B.V.                                               | UPC Broadband Holding B.V. 2021 EUR Term Loan AY                                                     | CUSIP: 000000000<br>LEI: 2138005HEGTBAGASUY97 | Long             | LON              | CORP              | NL        |   3000000 | PA      | $3096542.77   | 0.26%             | 2029-01-31      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                      | COMM 2014-CCRE21 Mortgage Trust                                                                      | CUSIP: 12592RBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1798015.20   | 0.15%             | 2047-12-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                  | LCPR Senior Secured Financing DAC                                                                    | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1482000 | PA      | $1389108.24   | 0.11%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-6384.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                    | Indonesia Government International Bond                                                              | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2462000 | PA      | $2227788.39   | 0.18%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                                       | Zambia Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    600000 | PA      | $252567.00    | 0.02%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                           | Hertz Corp/The                                                                                       | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1345782.90   | 0.11%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-20745.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    995000 | PA      | $818690.98    | 0.07%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                     | Carnival Corporation 2021 Incremental Term Loan B                                                    | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   2673000 | PA      | $2508164.11   | 0.21%             | 2028-10-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                                           | EDP Finance BV                                                                                       | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $721233.96    | 0.06%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                                 | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                                 | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1126920.99   | 0.09%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                       | Groupe Solmax Inc. Term Loan                                                                         | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    197494 | PA      | $164907.26    | 0.01%             | 2028-05-29      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                               | Grifols SA                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $101442.00    | 0.01%             | 2025-02-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding AG                                              | Nidda Healthcare Holding AG 2020 EUR Term Loan F                                                     | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |         0 | PA      | $0.00         | 0.00%             | 2026-08-21      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                            | TopBuild Corp                                                                                        | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1271553.91   | 0.10%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                                            | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                                   | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   2074480 | PA      | $1941584.62   | 0.16%             | 2027-04-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                       | Seagate HDD Cayman                                                                                   | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1800015 | PA      | $1976677.47   | 0.16%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Kraton Corporation                                                       | Kraton Corporation 2022 USD Term Loan                                                                | CUSIP: 23292DAB6<br>LEI: 894500IZY1GHOLAVZL83 | Long             | LON              | CORP              | US        |    445079 | PA      | $442505.68    | 0.04%             | 2029-03-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| VICTORIA PLC                                                             | Victoria PLC                                                                                         | CUSIP: 000000000<br>LEI: 2138002K6ECECHVCQN25 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $427775.75    | 0.04%             | 2026-08-24      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                  | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $170638.21    | 0.01%             | 2028-06-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                     | Covanta Holding Corp                                                                                 | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1260395.52   | 0.10%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     75000 | PA      | $4582.50      | 0.00%             | 2020-06-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                                        | DexKo Global Inc. 2021 EUR Delayed Draw Term Loan                                                    | CUSIP: 000000000<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |     95723 | PA      | $85431.57     | 0.01%             | 2028-10-04      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                    | Caesars Entertainment Inc                                                                            | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2521000 | PA      | $2454711.57   | 0.20%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UPC Holding BV                                                           | UPC Holding BV                                                                                       | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    593000 | PA      | $527224.44    | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                     | Telefonica Europe BV                                                                                 | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $89746.49     | 0.01%             | 2027-06-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                  | Pakistan Government International Bond                                                               | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    222000 | PA      | $78255.00     | 0.01%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                       | Telecom Italia SpA/Milano                                                                            | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   1118000 | PA      | $1061541.00   | 0.09%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                          | Yum! Brands Inc                                                                                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    238000 | PA      | $200065.18    | 0.02%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31385XLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3741 | PA      | $3828.44      | 0.00%             | 2030-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1426304.83   | 0.12%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Holding B.V.                                               | UPC Broadband Holding B.V. 2020 USD Term Loan AT                                                     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    900000 | PA      | $881437.50    | 0.07%             | 2028-04-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                  | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                          | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    672000 | PA      | $603926.40    | 0.05%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5000 | PA      | $306.25       | 0.00%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                             | Scientific Games Holdings LP 2022 EUR Term Loan B                                                    | CUSIP: 80875CAC1<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1024063.70   | 0.08%             | 2029-04-04      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                      | Clydesdale Acquisition Holdings Inc Term Loan B                                                      | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    572125 | PA      | $546572.18    | 0.05%             | 2029-04-13      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617819 | PA      | $453090.78    | 0.04%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services, INC.                                           | Northstar Group Services, INC. 2020 Term Loan B                                                      | CUSIP: 66707RAC1<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |    217742 | PA      | $214883.99    | 0.02%             | 2026-11-12      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                    | Molina Healthcare Inc                                                                                | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1129069.86   | 0.09%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                      | AssuredPartners Inc                                                                                  | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    450000 | PA      | $370952.75    | 0.03%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AI Convoy (Luxembourg) S.A.R.L                                           | AI Convoy (Luxembourg) S.A.R.L EUR Term Loan B                                                       | CUSIP: 00135BAB9<br>LEI: 222100GQMVQ4KP4KJS35 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1024955.39   | 0.08%             | 2027-01-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                        | Iliad Holding SASU                                                                                   | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    236000 | PA      | $229949.10    | 0.02%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | ALPHA HOLDING SA                                                                                     | CUSIP: 020ESCAC3<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    765000 | PA      | $0.00         | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NOVELIS CORP                                                             | Novelis Corp                                                                                         | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    690000 | PA      | $619450.95    | 0.05%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136A1S55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151455 | PA      | $149748.87    | 0.01%             | 2041-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                    | CUSIP: 36241KHW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198420 | PA      | $199002.22    | 0.02%             | 2024-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Adevinta ASA                                                             | ADEVINTA ASA EUR TERM LOAN B                                                                         | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | LON              | CORP              | NO        |   1633333 | PA      | $1715618.32   | 0.14%             | 2028-06-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                                        | DexKo Global Inc. 2021 EUR German Term Loan                                                          | CUSIP: 25213YAZ8<br>LEI: 549300TEZ43H3FGR8I24 | Long             | LON              | CORP              | DE        |    594908 | PA      | $530948.13    | 0.04%             | 2028-10-04      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                     | Carnival Corporation USD Term Loan B                                                                 | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   1267500 | PA      | $1216800.00   | 0.10%             | 2025-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                      | Verisure Holding AB                                                                                  | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $186337.42    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TURING MIDCO LLC                                                         | Turing Midco LLC 2021 Term Loan B                                                                    | CUSIP: 90010LAC6<br>LEI: 5493007EOKV4X1NPV034 | Long             | LON              | CORP              | US        |    225168 | PA      | $223643.21    | 0.02%             | 2028-03-24      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| ECI Macola Max Holding, LLC                                              | ECI Macola Max Holding, LLC 2020 Term Loan                                                           | CUSIP: 26825UAK7<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |   1275108 | PA      | $1225697.62   | 0.10%             | 2027-11-09      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                         | American Builders & Contractors Supply Co., Inc. 2019 Term Loan                                      | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |   2370375 | PA      | $2352004.59   | 0.19%             | 2027-01-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners, Inc.                                           | U.S. Anesthesia Partners, Inc. 2021 Term Loan                                                        | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   1504700 | PA      | $1433226.77   | 0.12%             | 2028-10-01      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                          | Veritas US Inc. 2021 USD Term Loan B                                                                 | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |   2419436 | PA      | $1730651.79   | 0.14%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                    | Indonesia Government International Bond                                                              | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    255000 | PA      | $250113.15    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                            | PRA Group Inc                                                                                        | CUSIP: 69354NAC0<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1524109.50   | 0.13%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                           | Galaxy XIX CLO Ltd                                                                                   | CUSIP: 36319RAS9<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1340244.80   | 0.11%             | 2030-07-24      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                          | Golub Capital Partners CLO 37B Ltd                                                                   | CUSIP: 38175VAA8<br>LEI: 2549004JK1JYCMYC3T80 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2813319.00   | 0.23%             | 2030-07-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137AQX45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2629955 | PA      | $190712.77    | 0.02%             | 2032-06-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                                        | AlixPartners, LLP 2021 EUR Term Loan B                                                               | CUSIP: 01642PBC9<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    982500 | PA      | $1013153.33   | 0.08%             | 2028-02-04      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-355.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1288000 | PA      | $846832.95    | 0.07%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                                  | Gatwick Airport Finance PLC                                                                          | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $328240.11    | 0.03%             | 2026-04-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | Credit Suisse Group AG                                                                               | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1025000 | PA      | $934967.62    | 0.08%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359UNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81074 | PA      | $82665.27     | 0.01%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                          | McDonald's Corp                                                                                      | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    975000 | PA      | $895016.68    | 0.07%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                                        | Delta TopCo, Inc. 2020 Term Loan B                                                                   | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1379000 | PA      | $1276723.71   | 0.11%             | 2027-12-01      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    309000 | PA      | $250978.63    | 0.02%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                      | Southern California Edison Co                                                                        | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283540.48    | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2783 | PA      | $2799.91      | 0.00%             | 2028-01-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS PET HOLDING CORP                                                | PHILLIPS PET HOLDING CORP                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $38329.75     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZIGGO BOND CO BV                                                         | Ziggo Bond Co BV                                                                                     | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $178830.07    | 0.01%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D3X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1486 | PA      | $1500.36      | 0.00%             | 2024-09-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                     | SRS Distribution Inc                                                                                 | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $876868.40    | 0.07%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                    | Dave & Buster's, Inc. 2022 Term Loan B                                                               | CUSIP: 23833EAV6<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    748125 | PA      | $746488.10    | 0.06%             | 2029-06-29      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                   | Volkswagen International Finance NV                                                                  | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178230.70    | 0.01%             | 2029-06-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                    | Nabors Industries Inc                                                                                | CUSIP: 62957HAH8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1106250.53   | 0.09%             | 2025-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                                   | Victoria's Secret & Co                                                                               | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1457985.60   | 0.12%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Numericable Group SA                                                     | Numericable Group SA EUR Term Loan B11                                                               | CUSIP: 67053NAL8<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    496125 | PA      | $505784.23    | 0.04%             | 2025-07-31      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global, Inc.                                        | Rackspace Technology Global, Inc. 2021 Term Loan B                                                   | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |   1329750 | PA      | $837187.99    | 0.07%             | 2028-02-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133ASLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2407133 | PA      | $2200250.71   | 0.18%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Akorn, Inc.                                                              | Akorn, Inc. 2020 Take Back Term Loan                                                                 | CUSIP: 00972HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179899 | PA      | $90525.33     | 0.01%             | 2025-10-01      | Floating      | 12.25%                | No            |                  3 | On Loan: No      |
| STANDARD INDUSTRIES INC.                                                 | Standard Industries Inc. 2021 Term Loan B                                                            | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |   1118694 | PA      | $1106419.44   | 0.09%             | 2028-09-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                       | Panama Government International Bond                                                                 | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1100000 | PA      | $1150429.75   | 0.09%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                      | Spectrum Brands Inc                                                                                  | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    406000 | PA      | $352024.84    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                           | Alinea CLO 2018-1 Ltd                                                                                | CUSIP: 016268AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $846354.00    | 0.07%             | 2031-07-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                | Diamond Sports Group, LLC 2022 First Priority Term Loan                                              | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    507062 | PA      | $476637.99    | 0.04%             | 2026-05-25      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                               | Froneri International Ltd. 2020 EUR Term Loan B1                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1275000 | PA      | $1278241.45   | 0.11%             | 2027-01-29      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Digi International Inc.                                                  | Digi International Inc. Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 529900KG656HGROI4N27 | Long             | LON              | CORP              | US        |    385982 | PA      | $383087.27    | 0.03%             | 2028-11-01      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                                   | Mozambique International Bond                                                                        | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    416000 | PA      | $320320.00    | 0.03%             | 2031-09-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                    | Deutsche Lufthansa AG                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96968.17     | 0.01%             | 2026-05-29      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                                                  | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1428673.30   | 0.12%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                       | Bahrain Government International Bond                                                                | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    300000 | PA      | $299414.40    | 0.02%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                                                  | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    525000 | PA      | $478367.11    | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                 | Antero Midstream Partners LP / Antero Midstream Finance Corp                                         | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    879000 | PA      | $891043.37    | 0.07%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-40295.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                    | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    187000 | PA      | $162188.84    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                          | thyssenkrupp AG                                                                                      | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $106174.89    | 0.01%             | 2024-02-22      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                                                              | Southern Co/The                                                                                      | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1989946.52   | 0.16%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                      | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-4180.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                    | Guatemala Government Bond                                                                            | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    338000 | PA      | $333099.00    | 0.03%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                    | Prime Security Services Borrower, LLC 2021 Term Loan                                                 | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1521002 | PA      | $1508989.29   | 0.12%             | 2026-09-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                      | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                                                 | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    913438 | PA      | $908756.13    | 0.07%             | 2028-08-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31403DUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183234 | PA      | $188448.39    | 0.02%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                     | Freeport-McMoRan Inc                                                                                 | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1446872.00   | 0.12%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                                       | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-598.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    400000 | PA      | $127498.60    | 0.01%             | 2024-06-28      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                      | Silgan Holdings Inc                                                                                  | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $485865.66    | 0.04%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                 | Allison Transmission Inc                                                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    426000 | PA      | $350917.50    | 0.03%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                      | Engineered Machinery Holdings, Inc. 2021 EUR Incremental Term Loan                                   | CUSIP: 26658NAL3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    987500 | PA      | $1009500.77   | 0.08%             | 2028-05-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                           | Galaxy XXI CLO Ltd                                                                                   | CUSIP: 36320XAM6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $930550.50    | 0.08%             | 2031-04-20      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                      | COMM 2013-CCRE11 Mortgage Trust                                                                      | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7071698.26   | 0.58%             | 2050-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                 | IPD 3 BV                                                                                             | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $305624.03    | 0.03%             | 2025-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-100066.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    734000 | PA      | $627620.73    | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                        | Lithia Motors Inc                                                                                    | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1382885.02   | 0.11%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                  | El Salvador Government International Bond                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $59382.89     | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-170588.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                   | Republic of Uzbekistan International Bond                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    300000 | PA      | $278838.00    | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                 | Neuberger Berman CLO XXII Ltd                                                                        | CUSIP: 64131CAF8<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1325251.50   | 0.11%             | 2030-10-17      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                                             | CHG Healthcare Services Inc. 2021 Term Loan                                                          | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   1086250 | PA      | $1065128.96   | 0.09%             | 2028-09-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                                                  | Central Garden & Pet Co                                                                              | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    864000 | PA      | $805127.17    | 0.07%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                          | Fannie Mae Interest Strip                                                                            | CUSIP: 3136FENW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1235059 | PA      | $965608.31    | 0.08%             | 2037-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11409 | PA      | $12065.37     | 0.00%             | 2031-01-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR TOPCO GMBH                                                   | TK Elevator Topco GmbH EUR Term Loan B                                                               | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1019029.38   | 0.08%             | 2027-07-29      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Solis IV BV                                                              | Solis IV BV EUR Term Loan B2                                                                         | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $947347.80    | 0.08%             | 2029-02-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UPC Financing Partnership                                                | UPC Financing Partnership 2021 USD Term Loan AX                                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   3025000 | PA      | $2966705.23   | 0.24%             | 2029-01-31      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                       | Viking Cruises Ltd                                                                                   | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2472000 | PA      | $2018992.28   | 0.17%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                                       | PURCHASED USD / SOLD CAD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $105.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National CineMedia LLC                                                   | National CineMedia LLC                                                                               | CUSIP: 63530QAH2<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $32828.91     | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    451000 | PA      | $27497.47     | 0.00%             | 2031-11-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    567000 | PA      | $34883.94     | 0.00%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                                            | Parkland Corp/Alberta                                                                                | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   1501000 | PA      | $1244246.45   | 0.10%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buzz Finco LLC                                                           | Buzz Finco LLC Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 254900OZZ8FOKG7P0L30 | Long             | LON              | CORP              | US        |    559188 | PA      | $552197.66    | 0.05%             | 2027-01-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 3128MAE70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527164 | PA      | $546596.07    | 0.05%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                                          | North Macedonia Government International Bond                                                        | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    136000 | PA      | $134720.78    | 0.01%             | 2026-06-03      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                             | Reynolds Group Holdings Inc. 2020 Term Loan B2                                                       | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |   1347500 | PA      | $1335372.48   | 0.11%             | 2026-02-05      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                               | iHeartCommunications, Inc. 2020 Term Loan                                                            | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    443549 | PA      | $407787.54    | 0.03%             | 2026-05-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Foundational Education Group Inc                                         | Foundational Education Group Inc 1st Lien Term Loan                                                  | CUSIP: 35051BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    544500 | PA      | $490050.00    | 0.04%             | 2028-08-31      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Mattress Firm Inc                                                        | Mattress Firm Inc 2021 Term Loan B                                                                   | CUSIP: 57723CAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1193076 | PA      | $1021571.56   | 0.08%             | 2028-09-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                           | NRG Energy Inc                                                                                       | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1368136.50   | 0.11%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Holding B.V.                                               | UPC Broadband Holding B.V. 2020 EUR Term Loan AU                                                     | CUSIP: 000000000<br>LEI: 2138005HEGTBAGASUY97 | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1536429.54   | 0.13%             | 2029-04-30      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                   | Oman Government International Bond                                                                   | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    457000 | PA      | $497250.73    | 0.04%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MaxLinear, Inc.                                                          | MaxLinear, Inc. 2021 Term Loan B                                                                     | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |    285714 | PA      | $283571.41    | 0.02%             | 2028-06-23      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                    | Cellnex Finance Co SA                                                                                | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $89400.30     | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                 | BX Trust 2018-EXCL                                                                                   | CUSIP: 12433WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318054 | PA      | $298755.73    | 0.02%             | 2037-09-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                    | AMMC CLO XII Ltd                                                                                     | CUSIP: 00176EAG2<br>LEI: 549300YZO1X7UK2OVY35 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1580692.00   | 0.13%             | 2030-11-10      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                                              | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    850000 | PA      | $744280.71    | 0.06%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-34806.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                 | Brown Group Holding, LLC Term Loan B                                                                 | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    221990 | PA      | $218422.38    | 0.02%             | 2028-06-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                   | Crown Finance US, Inc. 2018 USD Term Loan                                                            | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANDROMEDA INVESTISSEMENTS                                                | Andromeda Investissements 2021 EUR Term Loan B3A                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1250000 | PA      | $1315760.39   | 0.11%             | 2026-06-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                     | Carnival Corporation EUR Term Loan B                                                                 | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   1477292 | PA      | $1523053.18   | 0.13%             | 2025-06-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38380TU46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3459845 | PA      | $3362054.33   | 0.28%             | 2047-08-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23270693 | PA      | $3035049.92   | 0.25%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                             | Ares XXXIV CLO Ltd                                                                                   | CUSIP: 04015HAL1<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1724804.00   | 0.14%             | 2033-04-17      | Floating      | 10.93%                | 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        |   3500000 | PA      | $2565930.85   | 0.21%             | 2048-01-10      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                 | Jones Deslauriers Insurance Management Inc                                                           | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1355000 | PA      | $1336238.76   | 0.11%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                   | HAT Holdings I LLC / HAT Holdings II LLC                                                             | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1816000 | PA      | $1337694.17   | 0.11%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                    | Palmer Square CLO 2018-2 Ltd                                                                         | CUSIP: 69688LAA5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $907038.00    | 0.07%             | 2031-07-16      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                  | Asbury Automotive Group Inc                                                                          | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    512000 | PA      | $432035.84    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                     | Waste Management Inc                                                                                 | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $469958.77    | 0.04%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                  | New Fortress Energy Inc                                                                              | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2209244.40   | 0.18%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| City Brewing Company, LLC                                                | City Brewing Company, LLC Closing Date Term Loan                                                     | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    642878 | PA      | $289295.16    | 0.02%             | 2028-04-05      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                         | Freddie Mac Strips                                                                                   | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4649217 | PA      | $837641.96    | 0.07%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                    | Tenet Healthcare Corp                                                                                | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    878000 | PA      | $792365.40    | 0.07%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                                      | Repsol International Finance BV                                                                      | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103834.14    | 0.01%             | 2075-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                   | Sunoco LP / Sunoco Finance Corp                                                                      | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1471024.80   | 0.12%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                      | Benin Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $156334.87    | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AFEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946510 | PA      | $898167.58    | 0.07%             | 2043-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                      | Republic of Armenia International Bond                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $166804.00    | 0.01%             | 2029-09-26      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31374TSC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89570 | PA      | $91268.34     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                                      | GTCR AP Finance Inc                                                                                  | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $786757.20    | 0.06%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                                         | ACProducts, Inc. 2021 Term Loan B                                                                    | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   1748375 | PA      | $1315652.19   | 0.11%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                            | Univision Communications Inc. 2021 First Lien Term Loan B                                            | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   6820159 | PA      | $6726381.97   | 0.56%             | 2026-03-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                 | Lindblad Expeditions LLC                                                                             | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1060126.14   | 0.09%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                                                 | Regatta XII Funding Ltd                                                                              | CUSIP: 75888LAN2<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1788158.00   | 0.15%             | 2032-10-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9211 | PA      | $9455.63      | 0.00%             | 2028-09-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                        | Newmark Group Inc                                                                                    | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2126000 | PA      | $2109294.32   | 0.17%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                       | Murphy Oil USA Inc                                                                                   | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $544728.80    | 0.04%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                 | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-32169.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SurveyMonkey Inc.                                                        | SurveyMonkey Inc. 2018 Term Loan B                                                                   | CUSIP: 86901UAD4<br>LEI: 549300ZHYZVBTZKNCN97 | Long             | LON              | CORP              | US        |    618833 | PA      | $600268.39    | 0.05%             | 2025-10-10      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    355000 | PA      | $241265.46    | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific Dental Services,LLC                                              | Pacific Dental Services,LLC 2021 Term Loan                                                           | CUSIP: 69417WAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492500 | PA      | $480905.57    | 0.04%             | 2028-05-05      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47883 | PA      | $47961.76     | 0.00%             | 2028-06-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | Alpha Holding SA de CV                                                                               | CUSIP: 02074AAA2<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    188331 | PA      | $943.54       | 0.00%             | 2022-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                                       | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $691066.60    | 0.06%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                 | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $889928.13    | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                                   | VistaJet Malta Finance PLC / XO Management Holding Inc                                               | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2192000 | PA      | $1760450.00   | 0.15%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                    | Bath & Body Works Inc                                                                                | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    884000 | PA      | $831059.89    | 0.07%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                       | Viking Cruises Ltd                                                                                   | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1690000 | PA      | $1544245.95   | 0.13%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                                    | CMG Media Corp                                                                                       | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3533000 | PA      | $2664871.24   | 0.22%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                     | Sonic Automotive Inc                                                                                 | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1040204.19   | 0.09%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                | USI, Inc. 2019 Incremental Term Loan B                                                               | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1382296 | PA      | $1374175.17   | 0.11%             | 2026-12-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                          | CommScope, Inc. 2019 Term Loan B                                                                     | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1765688 | PA      | $1669125.58   | 0.14%             | 2026-04-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| EnergySolutions, LLC                                                     | EnergySolutions, LLC 2018 Term Loan B                                                                | CUSIP: 29276MAL1<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |   4722938 | PA      | $4412995.05   | 0.36%             | 2025-05-09      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                                   | Fells Point Funding Trust                                                                            | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $478546.15    | 0.04%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D3L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4296 | PA      | $4308.23      | 0.00%             | 2025-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                     | BWX Technologies Inc                                                                                 | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    733000 | PA      | $642578.60    | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                             | CSMC Trust 2016-NXSR                                                                                 | CUSIP: 12594PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2770000 | PA      | $2153439.83   | 0.18%             | 2049-12-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                                               | Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan                                  | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   8052672 | PA      | $3816966.61   | 0.32%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                  | Imperial Brands Finance PLC                                                                          | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $286973.92    | 0.02%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                     | LifePoint Health Inc                                                                                 | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $1523723.60   | 0.13%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                 | NextEra Energy Operating Partners LP                                                                 | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1109218.30   | 0.09%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38382J3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12293054 | PA      | $1527793.08   | 0.13%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-279765.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                                              | Gartner Inc                                                                                          | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    660000 | PA      | $569911.55    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31392BWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4129 | PA      | $4132.37      | 0.00%             | 2023-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                   | Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B4                                              | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |    825618 | PA      | $850640.78    | 0.07%             | 2025-07-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                       | Telecom Italia SpA/Milano                                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $164262.40    | 0.01%             | 2029-01-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                     | Sonic Automotive Inc                                                                                 | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $851303.32    | 0.07%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bayou Intermediate II, LLC                                               | Bayou Intermediate II, LLC Term Loan B                                                               | CUSIP: 000000000<br>LEI: 254900VZ9IQX23DFBM47 | Long             | LON              | CORP              | US        |    744375 | PA      | $718321.88    | 0.06%             | 2028-08-02      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                 | Celanese US Holdings LLC                                                                             | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    564000 | PA      | $557193.00    | 0.05%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                 | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    257000 | PA      | $248446.22    | 0.02%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                | Renaissance Holding Corp. 2022 Incremental Term Loan                                                 | CUSIP: 75972JAG9<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    174125 | PA      | $167812.97    | 0.01%             | 2029-03-30      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    662000 | PA      | $714826.10    | 0.06%             | 2026-09-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                 | Graphic Packaging International LLC                                                                  | CUSIP: 000000000<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93995.73     | 0.01%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                           | Galaxy XXV CLO Ltd                                                                                   | CUSIP: 36319YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $875344.00    | 0.07%             | 2031-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                        | CI Financial Corp                                                                                    | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $760652.31    | 0.06%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                 | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    992000 | PA      | $846920.00    | 0.07%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                   | Export-Import Bank of India                                                                          | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    992000 | PA      | $783583.78    | 0.06%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                 | 1011778 BC ULC / New Red Finance Inc                                                                 | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    372000 | PA      | $369737.63    | 0.03%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                                 | ContourGlobal Power Holdings SA                                                                      | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $210707.28    | 0.02%             | 2025-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                 | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                      | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $468626.87    | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                                | MACOM Technology Solutions Holdings, Inc. 2017 Add on Term Loan                                      | CUSIP: 55278RAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263713 | PA      | $262064.50    | 0.02%             | 2024-05-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                 | Compass Group Diversified Holdings LLC                                                               | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    530000 | PA      | $454258.24    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC                                | Pediatric Associates Holding Company, LLC 2022 Delayed Draw Term Loan                                | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72097 | PA      | $68582.53     | 0.01%             | 2028-12-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                     | BlueMountain CLO 2018-1 Ltd                                                                          | CUSIP: 09629UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $766710.00    | 0.06%             | 2030-07-30      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                           | PetSmart, Inc. 2021 Term Loan B                                                                      | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2400146 | PA      | $2359643.58   | 0.19%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $789.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6712 | PA      | $6792.28      | 0.00%             | 2024-08-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                      | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756805.43    | 0.06%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United Petfood Group BV                                                  | United Petfood Group BV EUR Term Loan B                                                              | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |    750000 | PA      | $756005.22    | 0.06%             | 2028-04-23      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Matador Bidco S.a.r.l.                                                   | Matador Bidco S.a.r.l. Term Loan                                                                     | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |   1695064 | PA      | $1672604.78   | 0.14%             | 2026-10-15      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Covis Finco S.a.r.l.                                                     | Covis Finco S.a.r.l. 2022 USD Term Loan B                                                            | CUSIP: 000000000<br>LEI: 549300NNIZ3SBBEUQM24 | Long             | LON              | CORP              | LU        |    914375 | PA      | $617203.13    | 0.05%             | 2027-02-18      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                            | Dynasty Acquisition Co., Inc. 2020 Term Loan B1                                                      | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    645220 | PA      | $616742.82    | 0.05%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                 | Chobani LLC / Chobani Finance Corp Inc                                                               | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1315720.17   | 0.11%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                                    | Hyland Software, Inc. 2018 1st Lien Term Loan                                                        | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7588329 | PA      | $7495508.57   | 0.62%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| FIBER BIDCO SPA                                                          | Fiber Bidco Spa                                                                                      | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113917.56    | 0.01%             | 2027-10-25      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                     | Speedster Bidco GmbH EUR 1st Lien Term Loan                                                          | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $984646.54    | 0.08%             | 2027-03-31      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                                   | OCI NV                                                                                               | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $191283.97    | 0.02%             | 2025-10-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Valeo F1 Company Limited (Ireland)                                       | Valeo F1 Company Limited (Ireland) 2021 EUR Term Loan B                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1000000 | PA      | $931513.71    | 0.08%             | 2028-09-29      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                 | Huntington Ingalls Industries Inc                                                                    | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485606.57    | 0.04%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                 | Univision Communications Inc                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    391000 | PA      | $374151.81    | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation                            | PECF USS Intermediate Holding III Corporation Term Loan B                                            | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    643500 | PA      | $538864.33    | 0.04%             | 2028-12-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                            | MHC Commercial Mortgage Trust 2021-MHC                                                               | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2015111.81   | 0.17%             | 2038-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                | Renaissance Holding Corp. 2018 2nd Lien Term Loan                                                    | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    200000 | PA      | $187000.00    | 0.02%             | 2026-05-29      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133B5SV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2961887 | PA      | $2699690.99   | 0.22%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V.                                                        | Bright Bidco B.V. 2022 Exit Term Loan                                                                | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |    326699 | PA      | $286678.34    | 0.02%             | 2027-10-31      | Variable      | 12.09%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 312916LA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12961 | PA      | $12959.46     | 0.00%             | 2023-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                          | VMC Finance 2021-HT1 LLC                                                                             | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5627959.20   | 0.46%             | 2037-01-18      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                                          | Vibrant CLO 1X LTD                                                                                   | CUSIP: 92558JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $714027.00    | 0.06%             | 2031-07-20      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                             | Centene Corp                                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $1562521.04   | 0.13%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                         | FirstEnergy Corp                                                                                     | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1519890.94   | 0.13%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                       | Telecom Italia SpA/Milano                                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $422787.73    | 0.03%             | 2023-07-19      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                  | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1612000 | PA      | $1621607.52   | 0.13%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133TLC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27140 | PA      | $27589.30     | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31371KD57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20623 | PA      | $21006.55     | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38380FYW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2640366 | PA      | $275508.46    | 0.02%             | 2047-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| QUARTERNORTH ENERGY FIELDWOOD                                            | QUARTERNORTH ENERGY FIELDWOOD                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3814 | NS      | $524425.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                         | Radian Group Inc                                                                                     | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $947339.13    | 0.08%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                     | Colombia Government International Bond                                                               | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1114000 | PA      | $813718.39    | 0.07%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGIAS DE PORTUGAL SA                                                  | EDP - Energias de Portugal SA                                                                        | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    600000 | PA      | $633722.37    | 0.05%             | 2079-04-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                  | Jane Street Group / JSG Finance Inc                                                                  | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1570414.24   | 0.13%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                 | Science Applications International Corp                                                              | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1377843.78   | 0.11%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                                       | Arena Luxembourg Finance Sarl                                                                        | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $171513.84    | 0.01%             | 2028-02-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                          | Benefit Street Partners CLO XVII Ltd                                                                 | CUSIP: 08182AAE0<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2690496.00   | 0.22%             | 2032-07-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                                                   | Messer Industries GmbH 2018 USD Term Loan                                                            | CUSIP: 000000000<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |   1206197 | PA      | $1197433.11   | 0.10%             | 2026-03-02      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                         | Iraq International Bond                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    491000 | PA      | $485772.81    | 0.04%             | 2023-03-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                 | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1952000 | PA      | $1787565.16   | 0.15%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $1447.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                                                 | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    950000 | PA      | $940154.51    | 0.08%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4773744 | PA      | $4919140.54   | 0.41%             | 2052-11-20      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| TI Group Automotive Systems, L.L.C.                                      | TI Group Automotive Systems, L.L.C. 2021 EUR Term Loan                                               | CUSIP: 87247EAZ2<br>LEI: 549300VLRJU586QFQP25 | Long             | LON              | CORP              | US        |    522479 | PA      | $542508.77    | 0.04%             | 2026-12-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                  | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                         | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    776000 | PA      | $630145.41    | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BOBL FUTURE MAR23                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -17 | NC      | $70424.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                  | Midwest Connector Capital Co LLC                                                                     | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1149075.93   | 0.09%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    207000 | PA      | $12684.96     | 0.00%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae                                                                                           | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  89000000 | PA      | $90424120.15  | 7.46%             | 2053-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                 | Performance Food Group Inc                                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2107886.20   | 0.17%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Accell Group N.V.                                                        | Accell Group N.V. EUR Term Loan                                                                      | CUSIP: 000000000<br>LEI: 7245005GNYH6GM202369 | Long             | LON              | CORP              | NL        |    500000 | PA      | $504895.17    | 0.04%             | 2029-09-14      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $96292.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                    | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    268000 | PA      | $260688.18    | 0.02%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                 | Almaviva-The Italian Innovation Co SpA                                                               | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |    265000 | PA      | $266547.33    | 0.02%             | 2026-10-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01                  | Multifamily Connecticut Avenue Securities Trust 2020-01                                              | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1854789.80   | 0.15%             | 2050-03-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                            | Valvoline Inc                                                                                        | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1408139.55   | 0.12%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                      | Clarivate Science Holdings Corp                                                                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $941073.25    | 0.08%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    253000 | PA      | $15494.23     | 0.00%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                      | Iron Mountain, Inc. 2018 Term Loan B                                                                 | CUSIP: 46284NAQ2<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |    881062 | PA      | $870783.14    | 0.07%             | 2026-01-02      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| VIET NAM DEBT AND ASSET                                                  | Viet Nam Debt & Asset Trading Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VN        |   2600000 | PA      | $2177500.00   | 0.18%             | 2025-10-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| PLT VII FINANCE SARL                                                     | PLT VII Finance Sarl                                                                                 | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $303324.71    | 0.03%             | 2026-01-05      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133TM7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265086 | PA      | $272897.39    | 0.02%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Orion Engineered Carbons GmbH                                            | Orion Engineered Carbons GmbH 2021 USD Term Loan                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370312 | PA      | $363832.03    | 0.03%             | 2028-09-24      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                    | Phoenix Guarantor Inc 2020 Term Loan B                                                               | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   1882042 | PA      | $1770296.17   | 0.15%             | 2026-03-05      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AW6P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1436275 | PA      | $1249839.47   | 0.10%             | 2047-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                        | Stonegate Pub Co Financing 2019 PLC                                                                  | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109769.65    | 0.01%             | 2025-07-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Industry Limited                                                 | Bank of Industry Limited 3 Year Term Loan                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NG        |   1004570 | PA      | $1013348.94   | 0.08%             | 2023-12-14      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Grab Holdings Inc                                                        | Grab Holdings Inc Term Loan B                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   2108309 | PA      | $2088104.79   | 0.17%             | 2026-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3138EJAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500627 | PA      | $499538.87    | 0.04%             | 2037-09-01      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                      | Sirius XM Radio Inc                                                                                  | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    946000 | PA      | $841169.01    | 0.07%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                                       | 8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan                                        | CUSIP: 28253PAE9<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    592500 | PA      | $501403.13    | 0.04%             | 2025-10-01      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                 | Virgin Media Finance PLC                                                                             | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    946000 | PA      | $760295.47    | 0.06%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137FFSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2046573 | PA      | $1328747.70   | 0.11%             | 2051-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                                                 | Black Knight InfoServ LLC                                                                            | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    825000 | PA      | $717750.00    | 0.06%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                       | Ford Motor Co                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2123613.80   | 0.18%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                             | Ares XXXVR CLO Ltd                                                                                   | CUSIP: 00192TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1601034.00   | 0.13%             | 2030-07-15      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                    | AMMC CLO 15 Ltd                                                                                      | CUSIP: 00175NAE8<br>LEI: 549300D0GYBG49KJD582 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $411711.00    | 0.03%             | 2032-01-15      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                 | Occidental Petroleum Corp                                                                            | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2119303.28   | 0.17%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services, LLC                                                 | UGI Energy Services, LLC Term Loan B                                                                 | CUSIP: 90276DAB5<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |   1037375 | PA      | $1035337.60   | 0.09%             | 2026-08-13      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80864 | PA      | $8880.96      | 0.00%             | 2041-12-15      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                                        | Garrett LX I SARL 2021 USD Term Loan B                                                               | CUSIP: 36649XAC2<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |    641875 | PA      | $627432.81    | 0.05%             | 2028-04-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                     | SRS Distribution Inc                                                                                 | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $967734.90    | 0.08%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                      | Engineered Machinery Holdings, Inc. 2021 USD Incremental Term Loan                                   | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   1866150 | PA      | $1810165.50   | 0.15%             | 2028-05-19      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                 | Builders FirstSource Inc                                                                             | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $963164.27    | 0.08%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                                            | VS Buyer, LLC Term Loan B                                                                            | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1069750 | PA      | $1043897.35   | 0.09%             | 2027-02-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                             | CSMC Trust 2016-NXSR                                                                                 | CUSIP: 12594PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1959642.90   | 0.16%             | 2049-12-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                     | BlueMountain CLO XXVI Ltd                                                                            | CUSIP: 09630HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2318202.50   | 0.19%             | 2034-10-20      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| Hub International Limited                                                | Hub International Limited 2018 Term Loan B                                                           | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   4966000 | PA      | $4920476.77   | 0.41%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                    | Playtika Holding Corp                                                                                | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1188023.75   | 0.10%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                  | El Salvador Government International Bond                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    632000 | PA      | $616200.00    | 0.05%             | 2023-01-24      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED GBP / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-1176.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media SFA Finance Limited                                         | Virgin Media SFA Finance Limited GBP Term Loan M                                                     | CUSIP: 000000000<br>LEI: 213800HHBSIDEKJOHR77 | Long             | LON              | CORP              | GB        |   1500000 | PA      | $1670617.92   | 0.14%             | 2027-11-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                    | Continental Resources Inc/OK                                                                         | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $477266.19    | 0.04%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SITEL WORLDWIDE CORPORATION                                              | SITEL Worldwide Corporation 2021 USD Term Loan                                                       | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |   1876250 | PA      | $1857487.50   | 0.15%             | 2028-08-28      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-167577.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                                     | Medline Borrower, LP EUR Term Loan B                                                                 | CUSIP: 58503UAD5<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1022279.27   | 0.08%             | 2028-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                      | Hudbay Minerals Inc                                                                                  | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $443613.35    | 0.04%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                               | Viasat Inc                                                                                           | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    476000 | PA      | $433207.60    | 0.04%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                    | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1498157.81   | 0.12%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                   | Aramark Services, Inc. 2018 Term Loan B3                                                             | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    932662 | PA      | $926833.36    | 0.08%             | 2025-03-11      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                             | Dufry One BV                                                                                         | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $208553.32    | 0.02%             | 2024-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                   | MIWD Holdco II LLC / MIWD Finance Corp                                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1149000 | PA      | $916270.16    | 0.08%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Recorded Books Inc.                                                      | Recorded Books Inc. 2021 Term Loan                                                                   | CUSIP: 37610GAE8<br>LEI: 549300YXME0U2XYD7K47 | Long             | LON              | CORP              | US        |   1660231 | PA      | $1628063.84   | 0.13%             | 2025-08-29      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                   | Synovus Financial Corp                                                                               | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $990371.81    | 0.08%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                    | Playtika Holding Corp 2021 Term Loan                                                                 | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   2181277 | PA      | $2086905.80   | 0.17%             | 2028-03-13      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                 | Accor SA                                                                                             | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $183644.82    | 0.02%             | 2028-11-29      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                 | Jefferson Capital Holdings LLC                                                                       | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1056783.75   | 0.09%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                                       | Project Ruby Ultimate Parent Corp. 2021 Term Loan                                                    | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   1031625 | PA      | $977722.59    | 0.08%             | 2028-03-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                    | Palmer Square CLO 2019-1 Ltd                                                                         | CUSIP: 69700WAG2<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1805962.00   | 0.15%             | 2034-11-14      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                               | Amneal Pharmaceuticals LLC 2018 Term Loan B                                                          | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   3560939 | PA      | $3205400.51   | 0.26%             | 2025-05-04      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| FENIX MARINE SER                                                         | Fenix Marine Service Holdings Ltd                                                                    | CUSIP: 029103AD0<br>LEI: 549300TMJ045M7TR5G76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149886.75    | 0.01%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                  | Marathon Petroleum Corp                                                                              | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468161.36    | 0.04%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                | Renaissance Holding Corp. 2018 1st Lien Term Loan                                                    | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   1682218 | PA      | $1610723.98   | 0.13%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                                  | Infrastrutture Wireless Italiane SpA                                                                 | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $98071.91     | 0.01%             | 2026-07-08      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| IQERA GROUP SAS                                                          | Iqera Group SAS                                                                                      | CUSIP: 000000000<br>LEI: 549300TKER1HK6VEM485 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $402274.92    | 0.03%             | 2024-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                   | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1108000 | PA      | $971544.26    | 0.08%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1772797.40   | 0.15%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CERAMTEC ACQUICO GMBH                                                    | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                                           | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |    760004 | PA      | $770156.79    | 0.06%             | 2029-03-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                                                  | Aruba Investments, Inc. 2020 EUR Term Loan                                                           | CUSIP: 04317JAC2<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    985000 | PA      | $1017489.00   | 0.08%             | 2027-11-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2322.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERIA SASU                                                              | Emeria SASU                                                                                          | CUSIP: 000000000<br>LEI: 969500SA2FHM81LPJ311 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $179043.38    | 0.01%             | 2028-03-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                                     | Berlin Packaging LLC 2021 Term Loan B5                                                               | CUSIP: 08511LAX6<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   1237500 | PA      | $1193414.06   | 0.10%             | 2028-03-11      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-186.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARTS EUROPE SA                                                          | Parts Europe SA                                                                                      | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $107213.55    | 0.01%             | 2025-07-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                                                 | Ken Garff Automotive LLC                                                                             | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    957000 | PA      | $802117.17    | 0.07%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA, Inc.                                           | Harbor Freight Tools USA, Inc. 2021 Term Loan B                                                      | CUSIP: 41151PAP0<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   1372000 | PA      | $1312189.03   | 0.11%             | 2027-10-19      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                  | HCA Inc                                                                                              | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469876.15    | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137B66T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502882 | PA      | $421252.30    | 0.03%             | 2043-11-15      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25043 | PA      | $25263.00     | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    402000 | PA      | $24578.28     | 0.00%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Imprivata, Inc                                                           | Imprivata, Inc 2022 Incremental Term Loan                                                            | CUSIP: 45323KAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224438 | PA      | $217073.26    | 0.02%             | 2027-12-01      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                 | Outfront Media Capital LLC / Outfront Media Capital Corp                                             | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    807000 | PA      | $800742.83    | 0.07%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-3949.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                               | Sprint LLC                                                                                           | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1846643.19   | 0.15%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                 | CTR Partnership LP / CareTrust Capital Corp                                                          | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    412000 | PA      | $349844.27    | 0.03%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                        | Iliad Holding SASU                                                                                   | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    811000 | PA      | $734052.36    | 0.06%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FAURECIA                                                                 | Faurecia SE                                                                                          | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $181419.14    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| team.blue Finco SARL                                                     | team.blue Finco SARL EUR Term Loan                                                                   | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1011574.77   | 0.08%             | 2028-03-30      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                | Hub International Limited 2021 Term Loan B                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1819125 | PA      | $1805481.56   | 0.15%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                             | Centene Corp                                                                                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1702031.00   | 0.14%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133ARGG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1656326 | PA      | $1513454.95   | 0.12%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Residential Services, LLC                                       | American Residential Services, LLC 2020 Term Loan B                                                  | CUSIP: 02927HAE8<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |    563500 | PA      | $550116.88    | 0.05%             | 2027-10-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                                                   | Endo Dac / Endo Finance LLC / Endo Finco Inc                                                         | CUSIP: 29273DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    649000 | PA      | $515955.00    | 0.04%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                    | CUSIP: 36241KMJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59128 | PA      | $59952.97     | 0.00%             | 2025-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN                                                 | Cargo Aircraft Management Inc                                                                        | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1389196.48   | 0.11%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sandy BidCo B.V.                                                         | Sandy BidCo B.V. EUR Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 2549003HW5A2AVSVPG96 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1023951.31   | 0.08%             | 2029-08-17      | Floating      | 6.04%                 | 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        |   3505000 | PA      | $2414751.87   | 0.20%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Radnet Management, Inc.                                                  | Radnet Management, Inc. 2021 Term Loan                                                               | CUSIP: 75049EAM6<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |   1012188 | PA      | $984984.96    | 0.08%             | 2028-04-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                         | CSC Holdings LLC                                                                                     | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    543000 | PA      | $445050.95    | 0.04%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                                                       | Abertis Infraestructuras Finance BV                                                                  | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $454424.01    | 0.04%             | 2025-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                      | COMM 2015-CCRE22 Mortgage Trust                                                                      | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3535449.27   | 0.29%             | 2048-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                 | Ziggo BV                                                                                             | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    628000 | PA      | $526534.04    | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                            | Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2                                                  | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |    346892 | PA      | $331582.19    | 0.03%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT Inc.                                            | Brookfield Property REIT Inc. 1st Lien Term Loan B                                                   | CUSIP: 11283HAB3<br>LEI: 5493006ZQ6LH85EKNL31 | Long             | LON              | CORP              | US        |    775643 | PA      | $764708.28    | 0.06%             | 2025-08-27      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                  | ATI Inc                                                                                              | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    320000 | PA      | $306507.30    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GEE Holdings 2 LLC                                                       | GEE Holdings 2 LLC 2021 Exit Term Loan                                                               | CUSIP: 36167BAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328814 | PA      | $330046.80    | 0.03%             | 2025-03-24      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                | Cyxtera DC Holdings, Inc. Term Loan B                                                                | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    900125 | PA      | $766606.76    | 0.06%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                                        | LHMC Finco 2 Sarl                                                                                    | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |    251743 | PA      | $233814.34    | 0.02%             | 2025-10-02      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CROATIA                                                                  | Croatia Government International Bond                                                                | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    212000 | PA      | $160897.12    | 0.01%             | 2041-03-04      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DAVID S BRIDAL, LLC WARRANT                                              | DAVID S BRIDAL, LLC WARRANT                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7886 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Magenta Buyer LLC                                                        | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan                                                        | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1050000 | PA      | $829500.00    | 0.07%             | 2029-07-27      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                          | CFCRE Commercial Mortgage Trust 2016-C3                                                              | CUSIP: 12531WBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1113214.25   | 0.09%             | 2048-01-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                              | Vistra Operations Co LLC                                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1188915.09   | 0.10%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                     | Ineos US Finance LLC 2022 EUR Term Loan B                                                            | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |   1199372 | PA      | $1263004.77   | 0.10%             | 2027-11-08      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Ivanti Software, Inc.                                                    | Ivanti Software, Inc. 2021 Term Loan B                                                               | CUSIP: 46583DAG4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |   1456394 | PA      | $1163294.71   | 0.10%             | 2027-12-01      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17138 | PA      | $17656.91     | 0.00%             | 2026-11-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                  | Pakistan Government International Bond                                                               | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    208000 | PA      | $74880.00     | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                  | PRA Health Sciences Inc                                                                              | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    410000 | PA      | $371571.96    | 0.03%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                          | AdaptHealth LLC                                                                                      | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $630675.40    | 0.05%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                  | Central Garden & Pet Co                                                                              | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    488000 | PA      | $401628.09    | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                 | Clarios Global LP / Clarios US Finance Co                                                            | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1472359.06   | 0.12%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TI AUTOMOTIVE FINANCE                                                    | TI Automotive Finance PLC                                                                            | CUSIP: 000000000<br>LEI: 549300MZ54ZRN8UFQS35 | Long             | DBT              | CORP              | GB        |    212000 | PA      | $168476.76    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133THV79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169516 | PA      | $170194.10    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA SPA/ROMA                                                     | Lottomatica SpA/Roma                                                                                 | CUSIP: 000000000<br>LEI: 81560046335277E43118 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $203556.25    | 0.02%             | 2025-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Spin Holdco Inc.                                                         | Spin Holdco Inc. 2021 Term Loan                                                                      | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   3831750 | PA      | $3268961.72   | 0.27%             | 2028-03-04      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                                | Asplundh Tree Expert, LLC 2021 Term Loan B                                                           | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1099688 | PA      | $1096136.61   | 0.09%             | 2027-09-07      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                         | Allied Universal Holdco LLC / Allied Universal Finance Corp                                          | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1001228.20   | 0.08%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                      | Spectrum Brands Inc                                                                                  | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1003525.72   | 0.08%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                   | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   1653000 | PA      | $1545759.46   | 0.13%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3138EPDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004956 | PA      | $1048593.66   | 0.09%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                      | Medline Borrower LP                                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   3821000 | PA      | $3041726.16   | 0.25%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                                               | TricorBraun Holdings, Inc. 2021 Term Loan                                                            | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    665542 | PA      | $636802.15    | 0.05%             | 2028-03-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                  | Legacy LifePoint Health LLC                                                                          | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $689091.77    | 0.06%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                     | Kraft Heinz Foods Co                                                                                 | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $374562.12    | 0.03%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEGLETES B.V.                                                            | AEGLETES B.V.                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11215 | NS      | $210982.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                                    | Digicel International Finance Limited 2017 Term Loan B                                               | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |   4812586 | PA      | $4062626.40   | 0.34%             | 2024-05-28      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                                          | Greeneden U.S. Holdings II, LLC 2020 EUR Term Loan B                                                 | CUSIP: 39479UAR4<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    736875 | PA      | $764630.85    | 0.06%             | 2027-12-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| PARTS EUROPE SA                                                          | Parts Europe SA                                                                                      | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | DBT              | CORP              | FR        |    128000 | PA      | $133429.87    | 0.01%             | 2027-07-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Mercedes-Benz Finance North America LLC                                                              | CUSIP: 233851BW3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962797.15    | 0.08%             | 2025-05-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Aenova Holding GmbH                                                      | Aenova Holding GmbH 2021 EUR Term Loan B                                                             | CUSIP: 000000000<br>LEI: 529900MPQ4WWJFDTB881 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $948239.49    | 0.08%             | 2026-03-06      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                              | Epicor Software Corporation 2020 Term Loan                                                           | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    776325 | PA      | $748183.15    | 0.06%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                 | Volkswagen Group of America Finance LLC                                                              | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    525000 | PA      | $468553.87    | 0.04%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                  | International Game Technology PLC                                                                    | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    976000 | PA      | $970270.88    | 0.08%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                                      | ESC 144A HERTZ CORP                                                                                  | CUSIP: 428ESCAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $32760.00     | 0.00%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                        | Altar Bidco, Inc. 2021 Term Loan                                                                     | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1271812 | PA      | $1218873.30   | 0.10%             | 2029-02-01      | Floating      | 7.99%                 | 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        |    600000 | PA      | $459390.26    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                         | GoTo Group, Inc. Term Loan B                                                                         | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   1788500 | PA      | $1156138.27   | 0.10%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                             | Dufry One BV                                                                                         | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    139000 | PA      | $123813.95    | 0.01%             | 2028-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                                   | IMA Industria Macchine Automatiche SpA                                                               | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    321000 | PA      | $284540.46    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Libbey Glass Inc.                                                        | Libbey Glass Inc. 2022 Term Loan                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9383294 | PA      | $8773379.96   | 0.72%             | 2027-11-22      | Variable      | 12.95%                | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                                           | Freeport LNG Investments, LLLP Term Loan B                                                           | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    664891 | PA      | $632684.61    | 0.05%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2270.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                | Zayo Group Holdings, Inc. EUR Term Loan                                                              | CUSIP: 98919XAC5<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    972500 | PA      | $838014.77    | 0.07%             | 2027-03-09      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                                        | UFC Holdings, LLC 2021 Term Loan B                                                                   | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   2775257 | PA      | $2744685.00   | 0.23%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                 | Neuberger Berman Loan Advisers CLO 31 Ltd                                                            | CUSIP: 64131XAL9<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $931033.00    | 0.08%             | 2031-04-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359DJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4037 | PA      | $4031.92      | 0.00%             | 2023-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                           | BankUnited Inc                                                                                       | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    457000 | PA      | $424407.81    | 0.04%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                   | Edgewell Personal Care Co                                                                            | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    441000 | PA      | $376580.33    | 0.03%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                                       | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-3096.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                         | Freddie Mac Strips                                                                                   | CUSIP: 3128HWC62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1998635 | PA      | $1591313.96   | 0.13%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137B1DK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633807 | PA      | $27772.55     | 0.00%             | 2028-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                | IQVIA Inc                                                                                            | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    850000 | PA      | $813491.61    | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31371SPC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       736 | PA      | $734.44       | 0.00%             | 2023-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                 | NCR Corp                                                                                             | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    843000 | PA      | $696853.31    | 0.06%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hubbard Radio, LLC                                                       | Hubbard Radio, LLC 2015 Term Loan B                                                                  | CUSIP: 44344HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    638975 | PA      | $567090.50    | 0.05%             | 2025-03-28      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                       | Ford Motor Co                                                                                        | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    201000 | PA      | $227733.99    | 0.02%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                               | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    557000 | PA      | $492843.22    | 0.04%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eircom Finco S.a.r.l.                                                    | Eircom Finco S.a.r.l. 2019 EUR Term Loan B                                                           | CUSIP: 000000000<br>LEI: 6354009LHESIJBCL1Y98 | Long             | LON              | CORP              | LU        |   1785614 | PA      | $1856456.63   | 0.15%             | 2026-05-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                                     | Banff Merger Sub Inc 2021 EUR Term Loan                                                              | CUSIP: 05988HAF4<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    486356 | PA      | $488080.62    | 0.04%             | 2025-10-02      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                  | Standard Industries Inc/NJ                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1232997.28   | 0.10%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $6125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indy US Bidco, LLC                                                       | Indy US Bidco, LLC 2021 USD Term Loan                                                                | CUSIP: 45674PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    663230 | PA      | $579773.52    | 0.05%             | 2028-03-05      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137AQWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749164 | PA      | $35406.25     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                       | Alliant Holdings Intermediate, LLC 2018 Term Loan B                                                  | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2659799 | PA      | $2628879.01   | 0.22%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                               | Sprint LLC                                                                                           | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   7378000 | PA      | $7497420.31   | 0.62%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                                                     | White Cap Parent LLC                                                                                 | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $598226.34    | 0.05%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                                                   | TMS International Corp/DE                                                                            | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $979667.33    | 0.08%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                           | NRG Energy Inc                                                                                       | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1103861.35   | 0.09%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                 | Neuberger Berman Loan Advisers CLO 30 Ltd                                                            | CUSIP: 64132FAL7<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1810294.00   | 0.15%             | 2031-01-20      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                        | Ultimate Software Group Inc (The) 2021 Term Loan                                                     | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3881245 | PA      | $3696885.61   | 0.31%             | 2026-05-04      | Floating      | 8.03%                 | 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        |   1850000 | PA      | $1340903.13   | 0.11%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Belron Luxembourg S.a r.l.                                               | Belron Luxembourg S.a r.l. 2021 EUR Term Loan B                                                      | CUSIP: 000000000<br>LEI: XUF7S72S4FGMSKXZ0D16 | Long             | LON              | CORP              | GB        |    500000 | PA      | $521342.09    | 0.04%             | 2028-04-13      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.                                           | Vue International Bidco p.l.c. 2022 EUR Term Loan                                                    | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |    120827 | PA      | $118345.11    | 0.01%             | 2027-06-30      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137FWTA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2605028 | PA      | $1477370.13   | 0.12%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                                 | Speedway Motorsports LLC / Speedway Funding II Inc                                                   | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1346783.88   | 0.11%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 34540UAC3<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210343.33    | 0.02%             | 2024-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                             | Alliance Laundry Systems LLC Term Loan B                                                             | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   1066214 | PA      | $1046222.78   | 0.09%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                      | NOVA Chemicals Corp                                                                                  | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    874000 | PA      | $847597.52    | 0.07%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                 | Uruguay Government International Bond                                                                | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    710000 | PA      | $900340.26    | 0.07%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                    | Gray Television, Inc. 2018 Term Loan C                                                               | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    637232 | PA      | $622097.88    | 0.05%             | 2026-01-02      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY                                                 | Infrabuild Australia Pty Ltd                                                                         | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |   2008000 | PA      | $1950792.08   | 0.16%             | 2024-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1115000 | PA      | $867007.12    | 0.07%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                                                   | Endo Luxembourg Finance Co I Sarl / Endo US Inc                                                      | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1550000 | PA      | $1178734.05   | 0.10%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                | Great Outdoors Group, LLC 2021 Term Loan B1                                                          | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2401230 | PA      | $2315186.43   | 0.19%             | 2028-03-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                                               | Cornerstone OnDemand, Inc. 2021 Term Loan                                                            | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   1339875 | PA      | $1202537.81   | 0.10%             | 2028-10-16      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                 | SeaWorld Parks & Entertainment Inc                                                                   | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1123217.75   | 0.09%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38382KUB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11230433 | PA      | $1489468.72   | 0.12%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                 | Occidental Petroleum Corp                                                                            | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1905203.38   | 0.16%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                            | Diamond BC BV                                                                                        | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    668000 | PA      | $536938.40    | 0.04%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CINEWORLD GROUP PLC                                                      | CINEWORLD GROUP PLC                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     78565 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                           | Bombardier Inc                                                                                       | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    736000 | PA      | $715417.27    | 0.06%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                              | PepsiCo Inc                                                                                          | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444671.32    | 0.04%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                                                      | Minimax Viking GmbH 2018 EUR Term Loan B2C                                                           | CUSIP: 000000000<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | DE        |    945289 | PA      | $993544.23    | 0.08%             | 2025-07-31      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BW NHHC Holdco, Inc.                                                     | BW NHHC Holdco, Inc. 2018 1st Lien Term Loan                                                         | CUSIP: 05606CAE0<br>LEI: 549300Y5ZHAEE7MHCH51 | Long             | LON              | CORP              | US        |   3690920 | PA      | $2417224.13   | 0.20%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.                                  | Mallinckrodt International Finance S.A. 2022 USD Exit Term Loan                                      | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |   1926743 | PA      | $1466733.44   | 0.12%             | 2027-09-30      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| American Consolidated Natural Resources, Inc.                            | American Consolidated Natural Resources, Inc. 2020 Exit Term Loan                                    | CUSIP: 02522YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44423 | PA      | $44755.93     | 0.00%             | 2025-09-16      | Floating      | 17.33%                | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                   | WESCO Distribution Inc                                                                               | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1039065.21   | 0.09%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco, LLC                                                       | Indy US Bidco, LLC 2021 EUR Term Loan                                                                | CUSIP: 45674PAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    736922 | PA      | $724941.78    | 0.06%             | 2028-03-06      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Verifone Systems, Inc.                                                   | Verifone Systems, Inc. 2018 1st Lien Term Loan                                                       | CUSIP: 92346NAB5<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |   1225327 | PA      | $1127300.56   | 0.09%             | 2025-08-20      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                   | Canyon Capital CLO 2016-2 Ltd                                                                        | CUSIP: 13876WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $2628738.30   | 0.22%             | 2031-10-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| GHX Ultimate Parent Corporation                                          | GHX Ultimate Parent Corporation 2017 1st Lien Term Loan                                              | CUSIP: 36172KAC5<br>LEI: 549300DSS2JT4D8XDT30 | Long             | LON              | CORP              | US        |    923530 | PA      | $905828.43    | 0.07%             | 2024-06-28      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137AU6K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2221198 | PA      | $170578.87    | 0.01%             | 2042-09-15      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                            | Discover Bank                                                                                        | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946529.33    | 0.08%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                               | IQVIA Inc. 2017 USD Term Loan B2                                                                     | CUSIP: 44969CBH2<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   1362820 | PA      | $1361116.89   | 0.11%             | 2025-01-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Adevinta ASA                                                             | ADEVINTA ASA USD TERM LOAN B                                                                         | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | LON              | CORP              | NO        |    295500 | PA      | $293006.57    | 0.02%             | 2028-06-26      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                                            | Horizon Therapeutics USA Inc. 2021 Term Loan B2                                                      | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   1920750 | PA      | $1921230.19   | 0.16%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                             | Seaspan Corp                                                                                         | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   1654000 | PA      | $1255601.02   | 0.10%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                     | Edison International                                                                                 | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489722.02    | 0.04%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                             | Centene Corp                                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $1927599.92   | 0.16%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                             | Teleflex Inc                                                                                         | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    320000 | PA      | $292681.60    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mediaocean LLC                                                           | Mediaocean LLC 2021 Term Loan                                                                        | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |    620312 | PA      | $567585.94    | 0.05%             | 2028-12-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                 | Western Midstream Operating LP                                                                       | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    148000 | PA      | $136595.12    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                                                        | Jerrold Finco PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209087.92    | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    650000 | PA      | $700928.51    | 0.06%             | 2029-09-27      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                         | Connecticut Avenue Securities Trust 2019-R04                                                         | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4267990 | PA      | $4414727.29   | 0.36%             | 2039-06-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                           | Morgan Stanley Capital I Trust 2016-UBS12                                                            | CUSIP: 61691EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4488667 | PA      | $2385744.47   | 0.20%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Government of The Republic of Kenya Acting through The National Treasury | Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | NUSS              | KE        |   1872000 | PA      | $1819818.00   | 0.15%             | 2025-06-29      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2512137 | PA      | $169345.18    | 0.01%             | 2043-05-15      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                                               | Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan                                   | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   2435930 | PA      | $2413093.16   | 0.20%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                | Uniform Mortgage-Backed Security, TBA                                                                | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28850000 | PA      | $29300794.23  | 2.42%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                  | International Game Technology PLC                                                                    | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    892000 | PA      | $833087.32    | 0.07%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30941 | PA      | $31380.26     | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                  | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                 | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    792000 | PA      | $678536.94    | 0.06%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                    | Grifols Escrow Issuer SA                                                                             | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1446000 | PA      | $1250283.90   | 0.10%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AZZ Inc.                                                                 | AZZ Inc. Term Loan B                                                                                 | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    375058 | PA      | $375198.34    | 0.03%             | 2029-05-13      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                     | Kyndryl Holdings Inc                                                                                 | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    600000 | PA      | $490252.36    | 0.04%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                     | Paraguay Government International Bond                                                               | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    577000 | PA      | $559764.12    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                           | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    725000 | PA      | $707205.64    | 0.06%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                   | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2073000 | PA      | $2023374.25   | 0.17%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blitz 20-487 GmbH                                                        | Blitz 20-487 GmbH 2021 EUR Term Loan B                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1024509.01   | 0.08%             | 2028-04-28      | Floating      | 4.80%                 | 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        |  67172118 | NS      | $67172117.83  | 5.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Zephyr Bidco Limited                                                     | Zephyr Bidco Limited 2018 GBP Term Loan B1                                                           | CUSIP: 000000000<br>LEI: 549300ZI8D8NFMCTDS74 | Long             | LON              | CORP              | GB        |    775000 | PA      | $762666.17    | 0.06%             | 2025-07-23      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| LSCS Holdings, Inc.                                                      | LSCS Holdings, Inc. 2021 1st Lien Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    717750 | PA      | $686348.44    | 0.06%             | 2028-12-16      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-297475.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                   | Buckeye Partners, L.P. 2021 Term Loan B                                                              | CUSIP: 11823LAK1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   2699104 | PA      | $2687295.16   | 0.22%             | 2026-11-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                  | Hungary Government International Bond                                                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    815000 | PA      | $607239.39    | 0.05%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                                  | Autostrade per l'Italia SpA                                                                          | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $442019.02    | 0.04%             | 2028-12-04      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AFPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1910224 | PA      | $48771.45     | 0.00%             | 2042-07-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                            | Life Time Inc                                                                                        | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    427000 | PA      | $384833.75    | 0.03%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-127808.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                                                   | Sherwood Financing PLC                                                                               | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $141447.16    | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                   | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    895000 | PA      | $843508.38    | 0.07%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359FJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160752 | PA      | $160945.32    | 0.01%             | 2023-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                    | GFL Environmental Inc                                                                                | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   3095000 | PA      | $2712844.88   | 0.22%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                              | Asurion LLC 2021 Term Loan B9                                                                        | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1090575 | PA      | $955888.99    | 0.08%             | 2027-07-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                     | AppLovin Corporation 2021 Term Loan B                                                                | CUSIP: 03835EAF1<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |   1467625 | PA      | $1397912.81   | 0.12%             | 2028-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| PUBLIC POWER CORP                                                        | Public Power Corp SA                                                                                 | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | DBT              | CORP              | GR        |    300000 | PA      | $301124.94    | 0.02%             | 2026-03-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                  | Precision Drilling Corp                                                                              | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    932000 | PA      | $868909.89    | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                | Intrum AB                                                                                            | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    125000 | PA      | $122205.19    | 0.01%             | 2025-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3831 | PA      | $3839.74      | 0.00%             | 2025-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                                             | Lealand Finance Company B.V. 2020 Take Back Term Loan                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    227475 | PA      | $123974.00    | 0.01%             | 2025-06-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                               | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan                                                   | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    618750 | PA      | $494779.11    | 0.04%             | 2028-10-02      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                    | Trivium Packaging Finance BV                                                                         | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $305222.62    | 0.03%             | 2026-08-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ELSAN SAS                                                                | Elsan SAS 2021 EUR Term Loan B5                                                                      | CUSIP: 000000000<br>LEI: 969500KPGB0PD8HGDD09 | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1518365.70   | 0.13%             | 2028-06-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                                                 | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475388.26    | 0.04%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                                                    | Beasley Mezzanine Holdings LLC                                                                       | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $962981.25    | 0.08%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC.                                                           | SPX Flow, Inc. 2022 Term Loan                                                                        | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1346625 | PA      | $1256569.45   | 0.10%             | 2029-04-05      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                              | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                         | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   2706059 | PA      | $2573799.99   | 0.21%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                          | DKT Finance ApS                                                                                      | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |    889000 | PA      | $881221.25    | 0.07%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                       | Ford Motor Co                                                                                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $917341.03    | 0.08%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                          | United Group BV                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $400110.47    | 0.03%             | 2024-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                          | NCL Finance Ltd                                                                                      | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    343000 | PA      | $253638.67    | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133KPZA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2838329 | PA      | $2806956.47   | 0.23%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                                       | Marcel LUX IV SARL EUR Term Loan B2                                                                  | CUSIP: 000000000<br>LEI: 2138005L24MEKHQKLX11 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1580919.56   | 0.13%             | 2026-03-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                  | Romanian Government International Bond                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    518000 | PA      | $321137.86    | 0.03%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                         | Barbados Government International Bond                                                               | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |   2869700 | PA      | $2674562.18   | 0.22%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                               | Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan                                               | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     98566 | PA      | $94887.00     | 0.01%             | 2028-09-15      | Floating      | 8.73%                 | 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        |   3023000 | PA      | $2912362.74   | 0.24%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panther Commercial Holdings L.P                                          | Panther Commercial Holdings L.P Term Loan                                                            | CUSIP: 69866UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    887241 | PA      | $802509.12    | 0.07%             | 2028-01-07      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                                          | North Macedonia Government International Bond                                                        | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    802000 | PA      | $674481.77    | 0.06%             | 2028-03-10      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                        | Imola Merger Corp                                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3543000 | PA      | $3081094.06   | 0.25%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                 | Virgin Media Finance PLC                                                                             | CUSIP: 000000000<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $103358.59    | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                           | MedAssets Software Intermediate Holdings, Inc. 2021 Term Loan                                        | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1091750 | PA      | $926622.81    | 0.08%             | 2028-12-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31358TWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2218 | PA      | $2217.72      | 0.00%             | 2023-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                                       | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-4230.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11182089 | PA      | $1344703.19   | 0.11%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                                  | Les Schwab Tire Centers Term Loan B                                                                  | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2902593 | PA      | $2880823.36   | 0.24%             | 2027-11-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                   | Goodyear Tire & Rubber Co/The                                                                        | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1357480.68   | 0.11%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                           | Lonza Group AG USD Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   1726378 | PA      | $1593446.68   | 0.13%             | 2028-07-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                         | CSC Holdings LLC                                                                                     | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    698000 | PA      | $456331.66    | 0.04%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                       | Serbia International Bond                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   2101000 | PA      | $1517132.10   | 0.13%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HANESBRANDS FINANCE LUX                                                  | Hanesbrands Finance Luxembourg SCA                                                                   | CUSIP: 000000000<br>LEI: 2221008AH0OE362EBM39 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $520104.65    | 0.04%             | 2024-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corporation                                               | Select Medical Corporation 2017 Term Loan B                                                          | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |   2968270 | PA      | $2920498.45   | 0.24%             | 2025-03-06      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                               | JPMBB Commercial Mortgage Securities Trust 2014-C25                                                  | CUSIP: 46643PAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $3028703.04   | 0.25%             | 2047-11-15      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA SPA/ROMA                                                     | Lottomatica SpA/Roma                                                                                 | CUSIP: 000000000<br>LEI: 81560046335277E43118 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $104791.97    | 0.01%             | 2025-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4151242 | PA      | $753335.38    | 0.06%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                        | Cedar Funding X CLO Ltd                                                                              | CUSIP: 15034MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1348341.00   | 0.11%             | 2032-10-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                         | Arches Buyer Inc                                                                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    655000 | PA      | $513154.11    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                     | Telefonica Europe BV                                                                                 | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173960.89    | 0.01%             | 2028-02-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PetVet Care Centers, LLC                                                 | PetVet Care Centers, LLC 2021 Term Loan B3                                                           | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    148087 | PA      | $139941.98    | 0.01%             | 2025-02-14      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Travis Perkins PLC                                                       | Travis Perkins PLC                                                                                   | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119416.95    | 0.01%             | 2023-09-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2263000 | PA      | $1820357.20   | 0.15%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                       | Tronox Finance LLC 2021 Term Loan B                                                                  | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   1318308 | PA      | $1280626.51   | 0.11%             | 2028-03-10      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                      | Phoenix Services International, LLC 2022 DIP PIK Roll Up Term Loan                                   | CUSIP: 71913LAC4<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |    135359 | PA      | $135358.75    | 0.01%             | 2023-09-29      | Variable      | 16.32%                | No            |                  2 | On Loan: No      |
| Corporation Service Company                                              | Corporation Service Company Term Loan B                                                              | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $347375.00    | 0.03%             | 2029-11-02      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                               | Quimper AB EUR Term Loan B1                                                                          | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |   1875000 | PA      | $1839500.55   | 0.15%             | 2026-02-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                      | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $978328.33    | 0.08%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                 | Sensata Technologies Inc                                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1368130.48   | 0.11%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                                     | Constant Contact Inc Term Loan                                                                       | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1729309 | PA      | $1535842.41   | 0.13%             | 2028-02-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECH 12/21 COMMON                                               | RIVERBED TECH 12/21 COMMON                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21990 | NS      | $11049.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                           | NRG Energy Inc                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    664000 | PA      | $536485.44    | 0.04%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1177000 | PA      | $935011.51    | 0.08%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                         | AmWINS Group Inc                                                                                     | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $857941.21    | 0.07%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-173033.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                     | SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B                                                | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    888750 | PA      | $875326.32    | 0.07%             | 2028-08-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133BEXC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4712941 | PA      | $4660848.73   | 0.38%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-8146.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                                             | Employbridge Holding Company 2021 Term Loan B                                                        | CUSIP: 29216HAB7<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |   2350262 | PA      | $1944842.19   | 0.16%             | 2028-07-19      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D4W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16713 | PA      | $17077.32     | 0.00%             | 2027-06-15      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $7389.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                                            | GEE ACQUISITION HOLDINGS CORP                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37259 | NS      | $342410.21    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| OPEN TEXT CORP                                                           | Open Text Corp                                                                                       | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1009000 | PA      | $867588.65    | 0.07%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                                           | Wheel Pros Inc                                                                                       | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $463275.00    | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                    | Bath & Body Works Inc                                                                                | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    182000 | PA      | $194638.09    | 0.02%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                            | Schaeffler AG                                                                                        | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $280475.96    | 0.02%             | 2028-10-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                                          | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                                                | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    810562 | PA      | $779963.77    | 0.06%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6406 | PA      | $6478.46      | 0.00%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                                 | Perrigo Finance Unlimited Co                                                                         | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $135560.60    | 0.01%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -802 | NC      | $-29958.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUDBAY MINERALS INC                                                      | Hudbay Minerals Inc                                                                                  | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $986872.23    | 0.08%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                           | NRG Energy Inc                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    673000 | PA      | $595214.66    | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Jordan                                                        | Jordan Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    438000 | PA      | $378083.35    | 0.03%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                   | Marriott International Inc/MD                                                                        | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741346.79    | 0.06%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                      | Georgia-Pacific LLC                                                                                  | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    525000 | PA      | $480051.84    | 0.04%             | 2025-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                 | Suburban Propane Partners LP/Suburban Energy Finance Corp                                            | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    824000 | PA      | $701436.19    | 0.06%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORION ENGINEERED CARBONS GMBH                                            | Orion Engineered Carbons GmbH 2021 EUR Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300OYUPKC8M68U288 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1029638.61   | 0.08%             | 2028-09-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.                                          | Loire Finco Luxembourg S.a.r.l. Term Loan                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    341348 | PA      | $321293.60    | 0.03%             | 2027-04-21      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SCHOELLER PACKAGING                                                      | Schoeller Packaging BV                                                                               | CUSIP: 000000000<br>LEI: 724500SG2N26BOKF5R11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $148597.66    | 0.01%             | 2024-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing S.a r.l.                                                   | HLF Financing S.a r.l. 2018 Term Loan B                                                              | CUSIP: 40421YAF9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | LON              | CORP              | KY        |    965250 | PA      | $937901.57    | 0.08%             | 2025-08-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                               | Grifols SA                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    350000 | PA      | $347011.36    | 0.03%             | 2025-05-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                        | Lithia Motors Inc                                                                                    | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    651000 | PA      | $536134.31    | 0.04%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHROME HOLDCO                                                            | Chrome Holdco SASU                                                                                   | CUSIP: 000000000<br>LEI: 9845000E49865VT3N679 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $167097.59    | 0.01%             | 2029-05-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Entravision Communications Corporation                                   | Entravision Communications Corporation 2017 Term Loan B                                              | CUSIP: 29382XAE4<br>LEI: 549300SKHY2ALCLKV539 | Long             | LON              | CORP              | US        |    819562 | PA      | $812733.09    | 0.07%             | 2024-11-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Midwest Physician Administrative Services, LLC                           | Midwest Physician Administrative Services, LLC 2021 Term Loan                                        | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |    466688 | PA      | $430324.61    | 0.04%             | 2028-03-12      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                         | Cinemark USA Inc                                                                                     | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1101560.40   | 0.09%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                         | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                      | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $806431.00    | 0.07%             | 2032-01-20      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Rainbow Finco S.a r.l.                                                   | Rainbow Finco S.a r.l. EUR Term Loan B                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1002208.34   | 0.08%             | 2029-02-23      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Aernnova Aerospace S.A.U                                                 | Aernnova Aerospace S.A.U EUR Term Loan B                                                             | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |    795918 | PA      | $770341.61    | 0.06%             | 2027-02-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                   | WESCO Distribution Inc                                                                               | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    915000 | PA      | $928925.36    | 0.08%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                                  | Virgin Media Vendor Financing Notes III DAC                                                          | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $318634.88    | 0.03%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                      | Intesa Sanpaolo SpA                                                                                  | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    925000 | PA      | $944398.67    | 0.08%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RECIPHARM AB                                                             | RECIPHARM AB EUR TERM LOAN                                                                           | CUSIP: 000000000<br>LEI: 5493001Q7PMOE0LQ5N14 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $968374.64    | 0.08%             | 2028-02-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                 | Clarios Global LP / Clarios US Finance Co                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496300.53    | 0.04%             | 2026-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                  | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                                                 | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2576000 | PA      | $2480204.51   | 0.20%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                  | Legacy LifePoint Health LLC                                                                          | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989000 | PA      | $838078.60    | 0.07%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1261024 | PA      | $249556.04    | 0.02%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                 | LABL Inc                                                                                             | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $811120.96    | 0.07%             | 2029-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIBER BIDCO SPA                                                          | Fiber Bidco Spa                                                                                      | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $107148.57    | 0.01%             | 2027-10-25      | Floating      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | National Bank of Canada                                                                              | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $957441.01    | 0.08%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    858000 | PA      | $272378.00    | 0.02%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dynacast International LLC                                               | Dynacast International LLC 2021 First Out Term Loan                                                  | CUSIP: 000000000<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |   1053032 | PA      | $917893.05    | 0.08%             | 2025-07-22      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECH 12/21 CONV PREF                                            | RIVERBED TECH 12/21 CONV PREF                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7179 | NS      | $5420.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.                                | AEA International Holdings (Lux) S.a.r.l. Term Loan B                                                | CUSIP: 46033XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1064250 | PA      | $1050946.88   | 0.09%             | 2028-09-07      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Playtech Plc                                                             | Playtech Plc                                                                                         | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $202847.18    | 0.02%             | 2026-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                    | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan                                               | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   4493048 | PA      | $4481815.21   | 0.37%             | 2026-09-18      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                  | Uber Technologies, Inc. 2021 1st Lien Term Loan B                                                    | CUSIP: 90351JAG9<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |   7573947 | PA      | $7578680.48   | 0.63%             | 2025-04-04      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                       | Telecom Italia SpA/Milano                                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $104623.06    | 0.01%             | 2024-04-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                                                | Ryan Specialty Group, LLC Term Loan                                                                  | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1686188 | PA      | $1678459.70   | 0.14%             | 2027-09-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                           | Constellium SE                                                                                       | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $155110.54    | 0.01%             | 2026-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                   | Spirit AeroSystems Inc                                                                               | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1042356.55   | 0.09%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 3128MAE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482021 | PA      | $507603.58    | 0.04%             | 2035-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                      | Verisure Holding AB 2021 EUR Term Loan                                                               | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $999085.84    | 0.08%             | 2028-03-27      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31418MYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1951956 | PA      | $2007681.29   | 0.17%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                            | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                                        | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2880928.20   | 0.24%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                              | Asurion LLC 2020 Term Loan B8                                                                        | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   3096800 | PA      | $2764448.33   | 0.23%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Monogram Food Solutions, LLC                                             | Monogram Food Solutions, LLC Term Loan B                                                             | CUSIP: 60976EAH6<br>LEI: 549300RKG7DLLYNXX093 | Long             | LON              | CORP              | US        |    544500 | PA      | $526803.75    | 0.04%             | 2028-08-28      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1858846.71   | 0.15%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                 | Perrigo Finance Unlimited Co                                                                         | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2255000 | PA      | $1924365.83   | 0.16%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA                                                 | Horizon Therapeutics USA Inc                                                                         | CUSIP: 44055PAA4<br>LEI: 254900IS87RLPXY88S03 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1135923.43   | 0.09%             | 2027-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACC CLAIMS HLDGS LLC                                                     | ACC CLAIMS HLDGS LLC MUTUAL FUND                                                                     | CUSIP: 00084K104<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2257600 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CALLON PETROLEUM                                                         | Callon Petroleum Co                                                                                  | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    788000 | PA      | $752208.07    | 0.06%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                              | ProGroup AG                                                                                          | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $568325.19    | 0.05%             | 2026-03-31      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Provincia de Cordoba                                                     | Provincia de Cordoba                                                                                 | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    319657 | PA      | $259321.74    | 0.02%             | 2025-12-10      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| QuarterNorth Energy Holding Inc.                                         | QuarterNorth Energy Holding Inc. 2021 Exit 2nd Lien Term Loan                                        | CUSIP: 74771KAB3<br>LEI: 549300BC3OH5VUTNXB92 | Long             | LON              | CORP              | US        |    781810 | PA      | $780099.56    | 0.06%             | 2026-08-27      | Floating      | 12.38%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AEUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154202 | PA      | $895.76       | 0.00%             | 2041-10-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                                     | Heathrow Finance PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $265590.98    | 0.02%             | 2024-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Centurion Pipeline Company LLC                                           | Centurion Pipeline Company LLC 2020 Incremental Term Loan                                            | CUSIP: 15643YAD8<br>LEI: 54930040AX5IIFI80J88 | Long             | LON              | CORP              | US        |    222188 | PA      | $218484.30    | 0.02%             | 2025-09-28      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                | Uniform Mortgage-Backed Security, TBA                                                                | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4650000 | PA      | $4664533.34   | 0.38%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PHN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6335 | PA      | $6461.95      | 0.00%             | 2025-08-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                  | Sensata Technologies BV                                                                              | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    447000 | PA      | $437313.93    | 0.04%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                  | Uber Technologies, Inc. 2021 Term Loan B                                                             | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |   3431000 | PA      | $3428855.63   | 0.28%             | 2027-02-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                  | Standard Industries Inc/NJ                                                                           | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    457000 | PA      | $422367.65    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                     | Kraft Heinz Foods Co                                                                                 | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235497.41    | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                                        | DexKo Global Inc. 2021 USD Term Loan B                                                               | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    818812 | PA      | $736803.52    | 0.06%             | 2028-10-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Pinewood Finance Co Ltd                                                  | Pinewood Finance Co Ltd                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223716.22    | 0.02%             | 2025-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                 | 1011778 BC ULC / New Red Finance Inc                                                                 | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1014000 | PA      | $909422.07    | 0.08%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    506000 | PA      | $31103.31     | 0.00%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31358U5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2339 | PA      | $2334.30      | 0.00%             | 2023-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                       | II-VI Incorporated 2022 Term Loan B                                                                  | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    979643 | PA      | $973030.27    | 0.08%             | 2029-07-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     80000 | PA      | $4891.98      | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                   | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $631413.58    | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                               | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                  | CUSIP: 46642NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5276000 | PA      | $3926833.94   | 0.32%             | 2047-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                          | Envision Healthcare Corporation 2022 Second Out Term Loan                                            | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |   7259273 | PA      | $2359263.78   | 0.19%             | 2027-03-31      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Kouti B.V.                                                               | Kouti B.V. 2021 EUR Term Loan                                                                        | CUSIP: 000000000<br>LEI: 549300X08HET1O4TQU96 | Long             | LON              | CORP              | NL        |   2000000 | PA      | $2004416.67   | 0.17%             | 2028-08-31      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                  | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                         | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549000 | PA      | $454462.20    | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                 | Delta Air Lines Inc / SkyMiles IP Ltd                                                                | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1016000 | PA      | $956573.68    | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                                         | Leeward Renewable Energy Operations LLC                                                              | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    838000 | PA      | $717049.68    | 0.06%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                       | Royalty Pharma PLC                                                                                   | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $470346.26    | 0.04%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                              | Ziggo Financing Partnership USD Term Loan I                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4150000 | PA      | $4054774.10   | 0.33%             | 2028-04-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                                 | Proampac PG Borrower LLC 2020 Term Loan                                                              | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    565373 | PA      | $542875.91    | 0.04%             | 2025-11-03      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                          | CFCRE Commercial Mortgage Trust 2016-C7                                                              | CUSIP: 12532BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1249500.25   | 0.10%             | 2054-12-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5898.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D4L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17949 | PA      | $18046.48     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                  | International Game Technology PLC                                                                    | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $153698.67    | 0.01%             | 2026-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $8568.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                  | International Game Technology PLC                                                                    | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2333848.55   | 0.19%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| David's Bridal, Inc.                                                     | David's Bridal, Inc. 2019 New Money Term Loan                                                        | CUSIP: 000000000<br>LEI: YEMD6E68QLMSL3ZMES44 | Long             | LON              | CORP              | US        |    683676 | PA      | $649629.19    | 0.05%             | 2024-12-31      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                | CUSIP: 31335PEB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16672 | PA      | $16833.78     | 0.00%             | 2026-04-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133T17A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10022 | PA      | $10035.78     | 0.00%             | 2023-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-385549.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                     | BlueMountain CLO XXXIV Ltd                                                                           | CUSIP: 09631KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $901015.00    | 0.07%             | 2035-04-20      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Bill                                                                          | CUSIP: 912796ZM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    265000 | PA      | $264188.95    | 0.02%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                     | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986390.00    | 0.08%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                                                  | ModivCare Escrow Issuer Inc                                                                          | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    759000 | PA      | $641051.40    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                           | Cloudera, Inc. 2021 Second Lien Term Loan                                                            | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    775000 | PA      | $650031.25    | 0.05%             | 2029-10-08      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| ROHM HOLDING GMBH                                                        | ROHM HOLDING GMBH 2021 EUR TERM LOAN B                                                               | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |    500000 | PA      | $442363.25    | 0.04%             | 2026-07-31      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                            | MH Sub I, LLC 2020 Incremental Term Loan                                                             | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    395949 | PA      | $385237.35    | 0.03%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    364000 | PA      | $116571.71    | 0.01%             | 2029-03-14      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                    | ON Semiconductor Corp                                                                                | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1349750.81   | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                 | 1011778 BC ULC / New Red Finance Inc                                                                 | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2705000 | PA      | $2196175.98   | 0.18%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3805559 | PA      | $441112.26    | 0.04%             | 2050-02-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                                   | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                       | CUSIP: 90349GAS4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |   4437000 | PA      | $3655573.75   | 0.30%             | 2046-04-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                    | Banijay Entertainment SASU                                                                           | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101111.98    | 0.01%             | 2025-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                       | Murphy Oil USA Inc                                                                                   | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155856.85    | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                               | Renault SA                                                                                           | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96602.50     | 0.01%             | 2026-05-25      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                     | BlueMountain CLO 2016-3 Ltd                                                                          | CUSIP: 09628XAE0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1576900.00   | 0.13%             | 2030-11-15      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                                    | James Hardie International Finance DAC                                                               | CUSIP: 000000000<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $401394.58    | 0.03%             | 2026-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                      | Petroleos Mexicanos                                                                                  | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2506000 | PA      | $1604550.95   | 0.13%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                     | Glencore Funding LLC                                                                                 | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467606.43    | 0.04%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flint Group US LLC                                                       | Flint Group US LLC USD 1st Lien Term Loan B2                                                         | CUSIP: 000000000<br>LEI: 549300Q6D2JN1G0T8E41 | Long             | LON              | CORP              | US        |    126870 | PA      | $92139.66     | 0.01%             | 2023-09-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Travel Leaders Group, LLC                                                | Travel Leaders Group, LLC 2018 Term Loan B                                                           | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |    931125 | PA      | $858962.81    | 0.07%             | 2024-01-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                      | Bally's Corporation 2021 Term Loan B                                                                 | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |   1163250 | PA      | $1083761.64   | 0.09%             | 2028-10-02      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Dynacast International LLC                                               | Dynacast International LLC 2021 New Money Last Out Term Loan                                         | CUSIP: 000000000<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |    406453 | PA      | $329227.08    | 0.03%             | 2025-10-22      | Floating      | 13.70%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                   | CUSIP: 3617W1W63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1984931 | PA      | $1926338.09   | 0.16%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO A SARL                                                  | Summer BC Holdco A Sarl                                                                              | CUSIP: 000000000<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |    135158 | PA      | $110393.50    | 0.01%             | 2027-10-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                   | Republic of Uzbekistan International Bond                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    564000 | PA      | $465300.00    | 0.04%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                 | SeaWorld Parks & Entertainment Inc                                                                   | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1102206.50   | 0.09%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                   | Radiology Partners Inc 2018 1st Lien Term Loan B                                                     | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1196770 | PA      | $1008278.67   | 0.08%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                    | Cellnex Finance Co SA                                                                                | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $395265.19    | 0.03%             | 2026-04-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                        | Republic of Kenya Government International Bond                                                      | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    480000 | PA      | $422260.80    | 0.03%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                    | SRS Distribution Inc. 2021 Term Loan B                                                               | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    987500 | PA      | $943803.13    | 0.08%             | 2028-06-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136A1A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604125 | PA      | $22460.23     | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                                        | Garrett LX I SARL 2021 EUR Term Loan B                                                               | CUSIP: 36649XAD0<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1038336.01   | 0.09%             | 2028-04-30      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137BWX82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2942781 | PA      | $2803924.57   | 0.23%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                                     | Shelf Drilling Holdings Ltd                                                                          | CUSIP: 822538AG9<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |    441000 | PA      | $432731.25    | 0.04%             | 2024-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                    | Gray Television, Inc. 2021 Term Loan D                                                               | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    940500 | PA      | $914804.60    | 0.08%             | 2028-12-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                    | Bath & Body Works Inc                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    437000 | PA      | $384865.90    | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38380GWN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1826836 | PA      | $1774558.27   | 0.15%             | 2047-09-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                     | Telefonica Europe BV                                                                                 | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $409527.86    | 0.03%             | 2024-12-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                     | Cleveland-Cliffs Inc                                                                                 | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2669216.76   | 0.22%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                              | Magnite Inc Term Loan                                                                                | CUSIP: 55955NAB4<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    641875 | PA      | $606571.88    | 0.05%             | 2028-04-28      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                    | CUSIP: 3622A2NT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    724338 | PA      | $751490.50    | 0.06%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                                 | Scientific Games International Inc                                                                   | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1574046.14   | 0.13%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31381D2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11754 | PA      | $12023.71     | 0.00%             | 2029-10-15      | Fixed         | 8.23%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                          | Rolls-Royce PLC                                                                                      | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   2954000 | PA      | $2818500.02   | 0.23%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EIG Management Company, LLC                                              | EIG Management Company, LLC 2018 Term Loan B                                                         | CUSIP: 26858HAB6<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |    262625 | PA      | $256715.94    | 0.02%             | 2025-02-22      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CryoLife, Inc.                                                           | CryoLife, Inc. Term Loan B                                                                           | CUSIP: 22904TAC1<br>LEI: 549300YTKV8DMSMG6K81 | Long             | LON              | CORP              | US        |    522500 | PA      | $485925.00    | 0.04%             | 2027-06-01      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                | Mileage Plus Holdings LLC 2020 Term Loan B                                                           | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    675000 | PA      | $695812.28    | 0.06%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                                 | Hertz Corporation, (The) 2021 Term Loan C                                                            | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    198220 | PA      | $194998.98    | 0.02%             | 2028-06-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                     | Covanta Holding Corp                                                                                 | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    319000 | PA      | $258298.43    | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                                              | Mariner Wealth Advisors LLC Term Loan B                                                              | CUSIP: 56846TAD8<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |    791695 | PA      | $759037.91    | 0.06%             | 2028-08-18      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                               | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                  | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3488000 | PA      | $2976359.93   | 0.25%             | 2047-09-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                 | Madison Park Funding XXXVI Ltd                                                                       | CUSIP: 55819NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2658255.00   | 0.22%             | 2035-04-15      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                  | Darling Ingredients Inc                                                                              | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    892000 | PA      | $873134.20    | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AK3U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62191 | PA      | $61615.21     | 0.01%             | 2044-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                                 | Telenet Finance Luxembourg Notes Sarl                                                                | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96974.70     | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                 | Clarios Global LP / Clarios US Finance Co                                                            | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2484000 | PA      | $2430734.35   | 0.20%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM SA                                                    | Matterhorn Telecom SA                                                                                | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $291816.52    | 0.02%             | 2026-09-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Hoya Midco, LLC                                                          | Hoya Midco, LLC 2022 Term Loan                                                                       | CUSIP: 44325HAD0<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |    990608 | PA      | $980701.82    | 0.08%             | 2029-02-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                      | BellRing Brands Inc                                                                                  | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2354855.10   | 0.19%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                                                       | Harsco Corporation 2021 Term Loan                                                                    | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    394000 | PA      | $369210.70    | 0.03%             | 2028-03-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31410KBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1133825 | PA      | $1163326.10   | 0.10%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                 | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                  | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038000 | PA      | $874764.12    | 0.07%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    420000 | PA      | $347400.51    | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    972000 | PA      | $59428.08     | 0.00%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TANZANIA                                                                 | TANZANIA 10 Year Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |   4410000 | PA      | $4683490.56   | 0.39%             | 2031-04-28      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $21075.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GVC Holdings PLC                                                         | GVC Holdings PLC 2019 EUR Term Loan B3                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |   1850000 | PA      | $1964861.21   | 0.16%             | 2024-03-29      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                  | Asbury Automotive Group Inc                                                                          | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $949947.97    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                 | Virgin Media Secured Finance PLC                                                                     | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107970.61    | 0.01%             | 2027-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Filtration Group Corporation                                             | Filtration Group Corporation 2018 EUR Term Loan                                                      | CUSIP: 31732FAN6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1350167 | PA      | $1410960.04   | 0.12%             | 2025-03-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| David's Bridal, Inc.                                                     | David's Bridal, Inc. 2020 Super Priority Term Loan                                                   | CUSIP: 000000000<br>LEI: YEMD6E68QLMSL3ZMES44 | Long             | LON              | CORP              | US        |    570503 | PA      | $554129.69    | 0.05%             | 2023-06-23      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                 | EQT Corp                                                                                             | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473339.63    | 0.04%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                     | Ineos US Finance LLC 2022 USD Term Loan B                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1023320 | PA      | $1009568.85   | 0.08%             | 2027-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                   | Patrick Industries Inc                                                                               | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $986753.10    | 0.08%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    129000 | PA      | $7998.65      | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                 | Jaguar Land Rover Automotive PLC                                                                     | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102104.82    | 0.01%             | 2024-01-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136A93D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3104677 | PA      | $624306.23    | 0.05%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                           | William Carter Co/The                                                                                | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    811000 | PA      | $779321.67    | 0.06%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                      | Sirius XM Radio Inc                                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1490836.81   | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centurion Pipeline Company LLC                                           | Centurion Pipeline Company LLC 2018 Term Loan B                                                      | CUSIP: 15643YAC0<br>LEI: 54930040AX5IIFI80J88 | Long             | LON              | CORP              | US        |    266062 | PA      | $262736.72    | 0.02%             | 2025-09-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31358TN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2237 | PA      | $2237.07      | 0.00%             | 2023-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                 | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1140093.03   | 0.09%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                     | Mehilainen Yhtiot Oy 2021 EUR Incremental Term Loan B2                                               | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |   1000000 | PA      | $1014697.27   | 0.08%             | 2025-08-11      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                    | Trivium Packaging Finance BV                                                                         | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $294622.28    | 0.02%             | 2026-08-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31418MZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347371 | PA      | $366855.22    | 0.03%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                            | TransDigm Inc                                                                                        | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2552000 | PA      | $2401636.16   | 0.20%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                 | First Quantum Minerals Ltd                                                                           | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1615000 | PA      | $1575271.36   | 0.13%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                            | M/I Homes Inc                                                                                        | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    459000 | PA      | $408528.36    | 0.03%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings, L.P.                                           | Franklin Square Holdings, L.P. 2018 Term Loan B                                                      | CUSIP: 30259HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526623 | PA      | $523989.42    | 0.04%             | 2025-08-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1503178 | PA      | $1521066.99   | 0.13%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                | IQVIA Inc                                                                                            | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95805.23     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                                                       | CHG PPC Parent LLC 2021 Term Loan                                                                    | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |    471438 | PA      | $457294.38    | 0.04%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                                               | Ziggo B.V. 2019 EUR Term Loan H                                                                      | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |   3750000 | PA      | $3720186.64   | 0.31%             | 2029-01-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                    | Phoenix Guarantor Inc 2021 Term Loan B3                                                              | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   1300462 | PA      | $1223246.66   | 0.10%             | 2026-03-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                           | Bombardier Inc                                                                                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    795000 | PA      | $772768.51    | 0.06%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3133T4E85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213105 | PA      | $212946.90    | 0.02%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                 | Adtalem Global Education Inc                                                                         | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1540280.40   | 0.13%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                  | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $821891.50    | 0.07%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caldic B.V.                                                              | Caldic B.V. 2022 EUR Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 2549005MTFX0VLL0UQ17 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1020272.17   | 0.08%             | 2029-02-26      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                            | Parkland Corp/Alberta                                                                                | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    376000 | PA      | $313851.47    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MA FinanceCo., LLC                                                       | MA FinanceCo., LLC 2020 USD Term Loan B4                                                             | CUSIP: 55280FAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1572727 | PA      | $1572727.20   | 0.13%             | 2025-06-05      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                      | Citizens Bank NA/Providence RI                                                                       | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708393.74    | 0.06%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                    | CUSIP: 3617AUBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    631810 | PA      | $618651.38    | 0.05%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                         | Gruenenthal GmbH                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98334.70     | 0.01%             | 2026-11-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     57000 | PA      | $3484.98      | 0.00%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                 | Performance Food Group Inc                                                                           | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    935000 | PA      | $883846.15    | 0.07%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                                    | WASH Multifamily Acquisition Inc                                                                     | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1943929.30   | 0.16%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                 | Cheniere Energy Partners LP                                                                          | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1552342.43   | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                   | Brazilian Government International Bond                                                              | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1850000 | PA      | $1776457.43   | 0.15%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2735.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                           | EC Finance PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |    102000 | PA      | $98976.97     | 0.01%             | 2026-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                        | Clean Harbors Inc                                                                                    | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    332000 | PA      | $308503.31    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                         | MGM Resorts International                                                                            | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    453000 | PA      | $422046.15    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                                                   | Crown Americas LLC / Crown Americas Capital Corp VI                                                  | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $729352.50    | 0.06%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356687 | PA      | $62278.00     | 0.01%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                       | Dominican Republic International Bond                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    646000 | PA      | $604627.94    | 0.05%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd                                                       | Elmwood CLO 17 Ltd                                                                                   | CUSIP: 29003GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1856534.00   | 0.15%             | 2035-07-17      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                                                    | TransDigm UK Holdings PLC                                                                            | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $709096.15    | 0.06%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LIMITED                                              | Four Seasons Hotels Limited 2022 Term Loan B                                                         | CUSIP: 35100DAS5<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   1021331 | PA      | $1022536.91   | 0.08%             | 2029-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| LSF11 Skyscraper Holdco S.a r.l.                                         | LSF11 Skyscraper Holdco S.a r.l. 2021 EUR Term Loan B                                                | CUSIP: 000000000<br>LEI: 254900TIPQ0RBM2WVJ30 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1050378.56   | 0.09%             | 2027-09-29      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                                       | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $974324.56    | 0.08%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                       | Angolan Government International Bond                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    519000 | PA      | $456865.32    | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| 1LIFE HEALTHCARE INC                                                     | 1Life Healthcare Inc                                                                                 | CUSIP: 68269GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $599811.00    | 0.05%             | 2025-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT ACA                                                        | American AgCredit Corp                                                                               | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $358237.50    | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                   | Oman Government International Bond                                                                   | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    483000 | PA      | $487481.27    | 0.04%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397ZT3<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195962.91    | 0.02%             | 2026-02-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                        | PROG Holdings Inc                                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $874488.30    | 0.07%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3138ET6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177796 | PA      | $184092.99    | 0.02%             | 2032-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A29<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    439000 | PA      | $439251.57    | 0.04%             | 2023-01-09      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Synaptics Incorporated                                                   | Synaptics Incorporated Term Loan B                                                                   | CUSIP: 87159JAH7<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | LON              | CORP              | US        |    395000 | PA      | $387100.00    | 0.03%             | 2028-12-02      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                        | Gabon Government International Bond                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    880000 | PA      | $722920.00    | 0.06%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                  | Standard Industries Inc/NJ                                                                           | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    750000 | PA      | $689920.49    | 0.06%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                   | Republic of Azerbaijan International Bond                                                            | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    389000 | PA      | $325301.25    | 0.03%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                 | Madison Park Funding XVII Ltd                                                                        | CUSIP: 55819AAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1783070.00   | 0.15%             | 2030-07-21      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                       | Ukraine Government International Bond                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1614000 | PA      | $468626.51    | 0.04%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 3138EQBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2835574 | PA      | $2888856.64   | 0.24%             | 2036-08-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| AETHON III BR LLC                                                        | AETHON III BR LLC                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2366073.35   | 0.20%             | 2025-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                   | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1988000 | PA      | $1607248.30   | 0.13%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 312915LK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4784 | PA      | $4779.02      | 0.00%             | 2023-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-61922.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                    | Level 3 Financing Inc                                                                                | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315992.00    | 0.03%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                               | MajorDrive Holdings IV LLC 2022 Incremental Term Loan B                                              | CUSIP: 56085UAC7<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |   1641750 | PA      | $1576080.00   | 0.13%             | 2029-06-01      | Variable      | 10.05%                | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                     | BWX Technologies Inc                                                                                 | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    948000 | PA      | $855119.70    | 0.07%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                                              | Mcdermott International Ltd                                                                          | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |     93940 | NS      | $44621.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                      | Honduras Government International Bond                                                               | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   1461000 | PA      | $1178430.40   | 0.10%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED GBP / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $18290.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    914278 | PA      | $187813.72    | 0.02%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2104319 | PA      | $1699440.66   | 0.14%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                 | Amentum Government Services Holdings LLC 2022 Term Loan                                              | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    748125 | PA      | $730357.03    | 0.06%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Journey Personal Care Corp.                                              | Journey Personal Care Corp. 2021 Term Loan B                                                         | CUSIP: 48114NAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1532984 | PA      | $1128659.61   | 0.09%             | 2028-03-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-464531.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                 | MSCI Inc                                                                                             | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    899000 | PA      | $749046.80    | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                         | Freddie Mac Strips                                                                                   | CUSIP: 3128HXBB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1241335 | PA      | $979510.40    | 0.08%             | 2039-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                                   | Verisure Midholding AB                                                                               | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    175000 | PA      | $150331.25    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                                        | Delta TopCo, Inc. 2020 2nd Lien Term Loan                                                            | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1950000 | PA      | $1552687.50   | 0.13%             | 2028-12-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                       | Turkey Government International Bond                                                                 | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $868980.00    | 0.07%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                              | Gartner Inc                                                                                          | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    427000 | PA      | $375727.98    | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                                     | Shelf Drilling Holdings Ltd                                                                          | CUSIP: 822538AE4<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   1535000 | PA      | $1334567.38   | 0.11%             | 2025-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUXL 30Y BND MAR23                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -8 | NC      | $214539.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMG US Midco 2, Inc.                                                     | SMG US Midco 2, Inc. 2020 Term Loan                                                                  | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238870 | PA      | $233794.35    | 0.02%             | 2025-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1044000 | PA      | $848505.78    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000675 | PA      | $192561.31    | 0.02%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                     | Presidio Holdings Inc                                                                                | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3176000 | PA      | $2949424.16   | 0.24%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GALAXY FINCO LTD                                                         | Galaxy Finco Ltd                                                                                     | CUSIP: 000000000<br>LEI: 984500E65BE1F6988518 | Long             | DBT              | CORP              | JE        |    575000 | PA      | $574195.02    | 0.05%             | 2027-07-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MIDCO GB SASU                                                            | Midco GB SASU                                                                                        | CUSIP: 000000000<br>LEI: 9845002EBFE6FE882F65 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $126458.28    | 0.01%             | 2027-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                                           | Victory Capital Holdings, Inc. 2021 Term Loan B                                                      | CUSIP: 92645DAH2<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    890947 | PA      | $886863.62    | 0.07%             | 2026-07-01      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                 | Capital One Financial Corp                                                                           | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $338476.93    | 0.03%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                   | TK Elevator Midco GmbH                                                                               | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    125000 | PA      | $119410.39    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137ASUX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630318 | PA      | $62468.81     | 0.01%             | 2042-08-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                           | Var Energi ASA                                                                                       | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    600000 | PA      | $612338.51    | 0.05%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser, Inc                                         | Mitnick Corporate Purchaser, Inc Term Loan                                                           | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |    448875 | PA      | $421661.95    | 0.03%             | 2029-05-02      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                 | LCM Investments Holdings II LLC                                                                      | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1325050.35   | 0.11%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                   | Match Group Holdings II LLC                                                                          | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1326619.21   | 0.11%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc.                                           | Catalent Pharma Solutions Inc. 2021 Term Loan B3                                                     | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |    822598 | PA      | $811801.54    | 0.07%             | 2028-02-22      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                 | Techem Verwaltungsgesellschaft 675 mbH                                                               | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $296166.61    | 0.02%             | 2025-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                         | Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan                                             | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396000 | PA      | $385110.00    | 0.03%             | 2026-12-22      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                         | HealthEquity Inc                                                                                     | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1029176.40   | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                  | Booz Allen Hamilton Inc                                                                              | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1190449.46   | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                   | AthenaHealth Group Inc                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $1697040.07   | 0.14%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                                   | Brundage-Bone Concrete Pumping Holdings Inc                                                          | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038000 | PA      | $947586.01    | 0.08%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                | Diamond Sports Group, LLC 2022 2nd Lien Term Loan                                                    | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   2999947 | PA      | $389993.17    | 0.03%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                      | Avantor Funding Inc                                                                                  | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303858.44    | 0.03%             | 2025-11-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31365KMC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       409 | PA      | $408.26       | 0.00%             | 2023-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOONEY GROUP SPA                                                         | Mooney Group SpA                                                                                     | CUSIP: 000000000<br>LEI: 815600A354E81B97D398 | Long             | DBT              | CORP              | IT        |    110000 | PA      | $111935.57    | 0.01%             | 2026-12-17      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                         | Altice France SA/France                                                                              | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    767000 | PA      | $576422.12    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE                                                    | Premier Foods Finance PLC                                                                            | CUSIP: 000000000<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $133215.42    | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PUNCH FINANCE PL                                                         | Punch Finance PLC                                                                                    | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $128450.95    | 0.01%             | 2026-06-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Corporate High Yield Fund Inc                                  | BlackRock Corporate High Yield Fund Inc                                                              | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             | EC               | RF                | US        |   2188579 | NS      | $19128180.46  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                   | Egypt Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    427000 | PA      | $354275.50    | 0.03%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                                         | Oxbow Carbon LLC 2020 Term Loan B                                                                    | CUSIP: 69138EBA6<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |    310625 | PA      | $309460.16    | 0.03%             | 2025-10-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                           | NRG Energy Inc                                                                                       | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $843558.95    | 0.07%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                                                 | Oscar AcquisitionCo, LLC Term Loan B                                                                 | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    897750 | PA      | $851099.32    | 0.07%             | 2029-04-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                  | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $95839.52     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                                           | Sinclair Television Group Inc. Term Loan B2B                                                         | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    628875 | PA      | $601361.72    | 0.05%             | 2026-09-30      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                         | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                                           | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1950000 | PA      | $1990930.50   | 0.16%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| LONGVIEW INTERMEDIATE HOLDINGS                                           | LONGVIEW INTERMEDIATE HOLDINGS                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10730 | NS      | $155585.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                 | Live Nation Entertainment Inc                                                                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1093438.75   | 0.09%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                      | Cheniere Energy Inc                                                                                  | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1406695.52   | 0.12%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                 | Weatherford International Ltd                                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1355000 | PA      | $1303636.31   | 0.11%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                             | CUSIP: 38382LJK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13095368 | PA      | $1748904.69   | 0.14%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                 | Hudson River Trading LLC 2021 Term Loan                                                              | CUSIP: 44413EAF5<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   2188104 | PA      | $2072642.33   | 0.17%             | 2028-03-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                       | Vivion Investments Sarl                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |   3100000 | PA      | $2595156.22   | 0.21%             | 2024-08-08      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                                     | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan                                                     | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    900000 | PA      | $830625.30    | 0.07%             | 2026-02-27      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.                                  | Mallinckrodt International Finance S.A. 2022 USD Term Loan                                           | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |   3339026 | PA      | $2541833.27   | 0.21%             | 2027-09-30      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31402QZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421490 | PA      | $412659.78    | 0.03%             | 2036-10-01      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                                                  | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467833.65    | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                 | Altice France Holding SA                                                                             | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1599000 | PA      | $1222675.35   | 0.10%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31392CPT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214269 | PA      | $222797.62    | 0.02%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings, LLC                                                       | Vaco Holdings, LLC 2022 Term Loan                                                                    | CUSIP: 000000000<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    272250 | PA      | $263231.72    | 0.02%             | 2029-01-21      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                    | Wells Fargo Commercial Mortgage Trust 2013-LC12                                                      | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1044712.50   | 0.09%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                    | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   1089000 | PA      | $348754.37    | 0.03%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vertical US Newco Inc                                                    | Vertical US Newco Inc Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1200713 | PA      | $1158903.26   | 0.10%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                    | Tempo Acquisition LLC 2022 Term Loan B                                                               | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    832680 | PA      | $830945.11    | 0.07%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137AXRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1434007 | PA      | $109393.40    | 0.01%             | 2033-01-15      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                                            | Adient US LLC 2021 Term Loan B                                                                       | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    861875 | PA      | $853076.98    | 0.07%             | 2028-04-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137A3QY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389119 | PA      | $347703.93    | 0.03%             | 2040-11-15      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136B46Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4556042 | PA      | $392571.10    | 0.03%             | 2049-07-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                              | Equinix Inc                                                                                          | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    525000 | PA      | $470002.09    | 0.04%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                  | LCPR Senior Secured Financing DAC                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    840000 | PA      | $697097.65    | 0.06%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                      | Verisure Holding AB                                                                                  | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $194555.91    | 0.02%             | 2026-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ensemble RCM, LLC                                                        | Ensemble RCM, LLC Term Loan                                                                          | CUSIP: 29359BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1319630 | PA      | $1307052.31   | 0.11%             | 2026-08-03      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                    | SRS Distribution Inc. 2022 Incremental Term Loan                                                     | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    372188 | PA      | $356369.53    | 0.03%             | 2028-06-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                             | Novelis Corp                                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $949259.76    | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                   | Cascade MH Asset Trust 2022-MH1                                                                      | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2948237 | PA      | $2589401.31   | 0.21%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| WP/AP TELECOM HOLDINGS                                                   | Wp/ap Telecom Holdings III BV                                                                        | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $307973.94    | 0.03%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                      | NCL Corp Ltd                                                                                         | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    433000 | PA      | $326412.72    | 0.03%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                                        | DexKo Global Inc. 2022 USD Term Loan                                                                 | CUSIP: 000000000<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    875000 | PA      | $818125.00    | 0.07%             | 2028-10-04      | Variable      | 11.08%                | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                      | White Cap Buyer LLC                                                                                  | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $380456.64    | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                               | Renault SA                                                                                           | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $288514.61    | 0.02%             | 2025-06-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $236042.14    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137BGKT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3242026 | PA      | $509898.44    | 0.04%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1439718 | PA      | $205817.66    | 0.02%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Etraveli Holding AB                                                      | Etraveli Holding AB 2019 EUR Term Loan B1                                                            | CUSIP: 000000000<br>LEI: 213800H8F3GYVAGH3P04 | Long             | LON              | CORP              | SE        |    937337 | PA      | $988321.66    | 0.08%             | 2024-08-02      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                              | McAfee, LLC 2022 EUR Term Loan B2                                                                    | CUSIP: 57906HAC1<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    995000 | PA      | $1011176.70   | 0.08%             | 2029-03-01      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SALTA                                                        | Province of Salta Argentina                                                                          | CUSIP: 000000000<br>LEI: 529900F2BTF8AUQGEP42 | Long             | DBT              | NUSS              | AR        |     81000 | PA      | $56801.25     | 0.00%             | 2027-12-01      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Filtration Group Corporation                                             | Filtration Group Corporation 2021 Incremental Term Loan                                              | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    740625 | PA      | $728920.16    | 0.06%             | 2028-10-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136ACM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4452902 | PA      | $284589.44    | 0.02%             | 2033-03-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                  | Imperial Brands Finance PLC                                                                          | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $473478.95    | 0.04%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                 | BX Commercial Mortgage Trust 2021-VOLT                                                               | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1882470.20   | 0.16%             | 2036-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Longview Power LLC                                                       | Longview Power LLC 2020 Exit Term Loan                                                               | CUSIP: 000000000<br>LEI: 549300U2KHA24XFUQ603 | Long             | LON              | CORP              | US        |     21031 | PA      | $20716.02     | 0.00%             | 2025-07-30      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                                         | ALPHA HOLDING SA                                                                                     | CUSIP: 020ESCAD1<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    765000 | PA      | $0.00         | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                                  | Dryden 41 Senior Loan Fund                                                                           | CUSIP: 26244LAC8<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1575632.00   | 0.13%             | 2031-04-15      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                 | Clear Channel Outdoor Holdings Inc                                                                   | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1109388.65   | 0.09%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                 | Compass Minerals International Inc                                                                   | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   3216000 | PA      | $3092344.80   | 0.26%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31371HHS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987815 | PA      | $1017493.99   | 0.08%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                 | Encore Capital Group Inc                                                                             | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608711.10    | 0.05%             | 2028-01-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CDK Global, Inc.                                                         | CDK Global, Inc. 2022 USD Term Loan B                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2275000 | PA      | $2259536.83   | 0.19%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                              | Netflix Inc                                                                                          | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971775.00    | 0.08%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                           | TransAlta Corp                                                                                       | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    968000 | PA      | $989902.30    | 0.08%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                        | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                                        | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3861000 | PA      | $3325286.25   | 0.27%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd                                                  | Regatta XIV Funding Ltd                                                                              | CUSIP: 75888NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $832567.00    | 0.07%             | 2031-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Aegion Corporation                                                       | Aegion Corporation Term Loan                                                                         | CUSIP: 00771PAJ0<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    469062 | PA      | $439452.34    | 0.04%             | 2028-05-17      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1481329.20   | 0.12%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                       | Ford Motor Co                                                                                        | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    457000 | PA      | $468135.72    | 0.04%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 31359QZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67766 | PA      | $70172.64     | 0.01%             | 2027-11-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                       | Telecom Italia SpA/Milano                                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    240000 | PA      | $239409.88    | 0.02%             | 2025-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $539382.38    | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                              | City Football Group Limited Term Loan                                                                | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   1361250 | PA      | $1279575.00   | 0.11%             | 2028-07-21      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                          | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486161.96    | 0.04%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                 | Liberty Mutual Group Inc                                                                             | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203990.01    | 0.02%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                       | Vivion Investments Sarl                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $80425.01     | 0.01%             | 2025-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                        | Motion Finco Sarl                                                                                    | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $321495.48    | 0.03%             | 2025-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                    | CUSIP: 36225BPL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74426 | PA      | $76320.80     | 0.01%             | 2025-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-95.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                | Sedgwick Claims Management Services, Inc. 2018 Term Loan B                                           | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1224000 | PA      | $1193071.97   | 0.10%             | 2025-12-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                      | Ecuador Government International Bond                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    640644 | PA      | $203776.88    | 0.02%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Apex Tool Group, LLC                                                     | Apex Tool Group, LLC 2022 Term Loan                                                                  | CUSIP: 03759DAK4<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |   3345851 | PA      | $2905664.24   | 0.24%             | 2029-02-08      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| WP CITYMD BIDCO LLC                                                      | WP CityMD Bidco LLC 2021 1st Lien Term Loan B                                                        | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    669938 | PA      | $669362.02    | 0.06%             | 2028-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                   | Open Text Holdings Inc                                                                               | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $709879.02    | 0.06%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                            | RealPage, Inc 1st Lien Term Loan                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   2839062 | PA      | $2707046.09   | 0.22%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                   | Canadian Imperial Bank of Commerce                                                                   | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $480224.45    | 0.04%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                   | Federation des Caisses Desjardins du Quebec                                                          | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $962292.14    | 0.08%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -32 | NC      | $-9861.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A52<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204981.23    | 0.02%             | 2024-07-19      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137BFVY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183833 | PA      | $116648.68    | 0.01%             | 2043-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                    | CUSIP: 3622A2NS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584007 | PA      | $605412.39    | 0.05%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                                 | Regatta XVI Funding Ltd                                                                              | CUSIP: 75888QAA9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1672347.60   | 0.14%             | 2033-01-15      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Electron BidCo Inc.                                                      | Electron BidCo Inc. 2021 Term Loan                                                                   | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    794000 | PA      | $774150.00    | 0.06%             | 2028-11-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-273800.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                           | US Foods, Inc. 2019 Term Loan B                                                                      | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |   1438938 | PA      | $1427572.77   | 0.12%             | 2026-09-13      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                              | Ivory Coast Government International Bond                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    257000 | PA      | $233402.27    | 0.02%             | 2030-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                   | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2256699 | PA      | $433834.56    | 0.04%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Ireland Limited                                             | Virgin Media Ireland Limited EUR Term Loan                                                           | CUSIP: 000000000<br>LEI: 213800K1R3GMY77CNR32 | Long             | LON              | CORP              | IE        |   1000000 | PA      | $1028969.57   | 0.08%             | 2029-07-15      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1054694.20   | 0.09%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                            | ZF North America Capital Inc                                                                         | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189366.91    | 0.02%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                            | Life Time Inc                                                                                        | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1181459.00   | 0.10%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133AS2Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2866339 | PA      | $2625006.35   | 0.22%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                 | Warnermedia Holdings Inc                                                                             | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $947050.61    | 0.08%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                     | CUSIP: 3133KHWP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12614624 | PA      | $11629007.73  | 0.96%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                 | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                  | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $211098.72    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                                     | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                                   | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $346949.80    | 0.03%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1425687.23   | 0.12%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                     | Kraft Heinz Foods Co                                                                                 | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1146454.76   | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                         | Proofpoint, Inc. 1st Lien Term Loan                                                                  | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2390917.61   | 0.20%             | 2028-08-31      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                                  | Albion Financing 3 SARL USD Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1534500 | PA      | $1456496.76   | 0.12%             | 2026-08-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                          | CUSIP: 61691GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1157220.00   | 0.10%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                                       | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $1864.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                          | Nordea Bank Abp                                                                                      | CUSIP: 65557CAY9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1400000 | PA      | $1386892.33   | 0.11%             | 2023-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                   | Boston Scientific Corp                                                                               | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    525000 | PA      | $490510.61    | 0.04%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                      | SoftBank Group Corp                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176188.07    | 0.01%             | 2027-01-06      | Fixed         | 2.88%                 | Yes           |                  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        |   1528135 | PA      | $1439292.62   | 0.12%             | 2049-10-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUND FUTURE MAR23                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -3 | NC      | $28741.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAURECIA                                                                 | Faurecia SE                                                                                          | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $162697.62    | 0.01%             | 2029-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                         | Carlyle Global Market Strategies CLO 2012-3 Ltd                                                      | CUSIP: 14312GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1668816.00   | 0.14%             | 2032-01-14      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                                        | IGT Holding IV AB 2021 EUR Term Loan B1A                                                             | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1006222.52   | 0.08%             | 2028-03-31      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                                       | Marcel LUX IV SARL 2020 USD Term Loan B                                                              | CUSIP: 000000000<br>LEI: 213800C9JTKV8DLW6403 | Long             | LON              | CORP              | LU        |     94905 | PA      | $93719.01     | 0.01%             | 2027-12-31      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| DITECH HOLDING CORPORATION                                               | Ditech Holding Corporation 2013 Term Loan                                                            | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |   2694490 | PA      | $296393.87    | 0.02%             | 2023-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                    | Encompass Health Corp                                                                                | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    639000 | PA      | $562158.36    | 0.05%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                                        | Herens Midco Sarl                                                                                    | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    156000 | PA      | $116533.72    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                        | Wellfleet CLO 2020-1 Ltd                                                                             | CUSIP: 94949HAC3<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1834118.00   | 0.15%             | 2033-04-15      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                     | Ascend Learning, LLC 2021 Term Loan                                                                  | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    643500 | PA      | $609967.86    | 0.05%             | 2028-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                                                   | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $878907.43    | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213820.15    | 0.02%             | 2028-09-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                 | Pattern Energy Operations LP / Pattern Energy Operations Inc                                         | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1112000 | PA      | $999025.77    | 0.08%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                      | CUSIP: 31368HEC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6078 | PA      | $6079.11      | 0.00%             | 2023-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                 | Brookfield Property Partners LP                                                                      | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     14200 | NS      | $192126.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                    | CUSIP: 3136A9Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527194 | PA      | $62337.01     | 0.01%             | 2042-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                       | Zambia Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    894000 | PA      | $402568.20    | 0.03%             | 2027-07-30      | Fixed         | 8.97%                 | Yes           |                  2 | On Loan: No      |
| CROWN FINANCE US, INC.                                                   | Crown Finance US, Inc. 2022 DIP Term Loan                                                            | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1266227 | PA      | $1248500.07   | 0.10%             | 2023-09-07      | Variable      | 14.42%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-54814.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                        | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1110000 | PA      | $68442.60     | 0.01%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                     | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1306223.36   | 0.11%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | Toronto-Dominion Bank/The                                                                            | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $469125.00    | 0.04%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** Eaton Vance Ltd Duration Income Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer