# EDGAR Filing Document

**Accession Number:** 0001287498
**File Stem:** 0001752724-23-075515
**Filing Date:** 2023-3
**Character Count:** 464105
**Document Hash:** bb80bf7f93d0f812c08347cd1b6548f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075515.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075515

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Short Duration Diversified Income Fund
- **CENTRAL INDEX KEY:** 0001287498
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21563
- **FILM NUMBER:** 23784749

**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 LOW DURATION DIVERSIFIED INCOME FUND
- **DATE OF NAME CHANGE:** 20040416

## Nport-Ex

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited)

------

Asset-Backed Securities — 17.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| AMMC CLO 15, Ltd., Series 2014-15A, Class ERR, 11.702%, (3 mo. USD LIBOR + 6.91%), 1/15/32<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$1775968 |
| 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;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 819992 |
| Ares XXXIIR CLO, Ltd., Series 2014-32RA, Class D, 10.456%, (3 mo. USD LIBOR + 5.85%), 5/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 845236 |
| Carlyle Global Market Strategies CLO, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-3A, Class DR2, 11.292%, (3 mo. USD LIBOR + 6.50%), 1/14/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1709796 |
| &nbsp;&nbsp;&nbsp;Series 2014-4RA, Class D, 10.442%, (3 mo. USD LIBOR + 5.65%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 834714 |
| &nbsp;&nbsp;&nbsp;Series 2015-5A, Class DR, 11.508%, (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; 814345 |
| Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 11.437%, (3 mo. USD LIBOR + 6.65%), 10/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp; 1297164 |
| Galaxy XXI CLO, Ltd., Series 2015-21A, Class ER, 10.058%, (3 mo. USD LIBOR + 5.25%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 879158 |
| Galaxy XXV CLO, Ltd., Series 2018-25A, Class E, 10.768%, (3 mo. USD LIBOR + 5.95%), 10/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1126986 |
| Golub Capital Partners CLO 22B, Ltd., Series 2015-22A, Class ER, 10.808%, (3 mo. USD LIBOR + 6.00%), 1/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1781680 |
| Golub Capital Partners CLO 23M, Ltd., Series 2015-23A, Class ER, 10.558%, (3 mo. USD LIBOR + 5.75%), 1/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1757090 |
| Madison Park Funding XXV, Ltd., Series 2017-25A, Class D, 10.918%, (3 mo. USD LIBOR + 6.10%), 4/25/29<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2813346 |
| Neuberger Berman CLO XVIII, Ltd., Series 2014-18A, Class DR2, 10.735%, (3 mo. USD LIBOR + 5.92%), 10/21/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2824989 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp; 667847 |
| Palmer Square CLO, Ltd., Series 2013-2A, Class DRR, 10.642%, (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; 1790834 |
| Regatta IX Funding, Ltd., Series 2017-1A, Class E, 10.792%, (3 mo. USD LIBOR + 6.00%), 4/17/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1804264 |
| Voya CLO, Ltd., Series 2015-3A, Class DR, 11.008%, (3 mo. USD LIBOR + 6.20%), 10/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1635772 |
| Total Asset-Backed Securities<br> (identified cost $27,959,061) |  | &nbsp;&nbsp;**$25179181** |

---

Collateralized Mortgage Obligations — 8.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;$438896 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2113, Class QG, 6.00%, 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp; 167924 |
| &nbsp;&nbsp;&nbsp;Series 2167, Class BZ, 7.00%, 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp; 160081 |
| &nbsp;&nbsp;&nbsp;Series 2182, Class ZB, 8.00%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp; 267309 |
| &nbsp;&nbsp;&nbsp;Series 4273, Class PU, 4.00%, 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 381812 |
| &nbsp;&nbsp;&nbsp;Series 5035, Class AZ, 2.00%, 11/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp; 306925 |
| Interest Only:<sup>(4)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 362, Class C7, 3.50%, 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp; 188385 |
| &nbsp;&nbsp;&nbsp;Series 2631, Class DS, 2.641%, (7.10% - 1 mo. USD LIBOR), 6/15/33<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp; 7495 |
| &nbsp;&nbsp;&nbsp;Series 2770, Class SH, 2.641%, (7.10% - 1 mo. USD LIBOR), 3/15/34<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp; 72395 |
| &nbsp;&nbsp;&nbsp;Series 2981, Class CS, 2.261%, (6.72% - 1 mo. USD LIBOR), 5/15/35<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp; 23136 |
| &nbsp;&nbsp;&nbsp;Series 3114, Class TS, 2.191%, (6.65% - 1 mo. USD LIBOR), 9/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 | &nbsp;&nbsp;&nbsp;&nbsp; 28465 |
| &nbsp;&nbsp;&nbsp;Series 3339, Class JI, 2.131%, (6.59% - 1 mo. USD LIBOR), 7/15/37<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp; 105765 |
| &nbsp;&nbsp;&nbsp;Series 4109, Class ES, 1.691%, (6.15% - 1 mo. USD LIBOR), 12/15/41<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp; 3731 |
| &nbsp;&nbsp;&nbsp;Series 4163, Class GS, 1.741%, (6.20% - 1 mo. USD LIBOR), 11/15/32<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp;&nbsp; 107272 |
| &nbsp;&nbsp;&nbsp;Series 4169, Class AS, 1.791%, (6.25% - 1 mo. USD LIBOR), 2/15/33<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp; 57559 |
| &nbsp;&nbsp;&nbsp;Series 4180, Class GI, 3.50%, 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp; 527 |
| &nbsp;&nbsp;&nbsp;Series 4203, Class QS, 1.791%, (6.25% - 1 mo. USD LIBOR), 5/15/43<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp; 52619 |
| &nbsp;&nbsp;&nbsp;Series 4370, Class IO, 3.50%, 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp; 2346 |
| &nbsp;&nbsp;&nbsp;Series 4497, Class CS, 1.741%, (6.20% - 1 mo. USD LIBOR), 9/15/44<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp; 3824 |
| &nbsp;&nbsp;&nbsp;Series 4507, Class EI, 4.00%, 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;&nbsp; 109000 |
| &nbsp;&nbsp;&nbsp;Series 4629, Class QI, 3.50%, 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp; 102333 |
| &nbsp;&nbsp;&nbsp;Series 4644, Class TI, 3.50%, 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp; 61931 |
| &nbsp;&nbsp;&nbsp;Series 4667, Class PI, 3.50%, 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp; 554 |
| &nbsp;&nbsp;&nbsp;Series 4744, Class IO, 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp; 98180 |
| &nbsp;&nbsp;&nbsp;Series 4749, Class IL, 4.00%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp; 76562 |
| &nbsp;&nbsp;&nbsp;Series 4768, Class IO, 4.00%, 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp; 90233 |
| &nbsp;&nbsp;&nbsp;Series 4772, Class PI, 4.00%, 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp; 65357 |
| &nbsp;&nbsp;&nbsp;Series 4966, Class SY, 1.544%, (6.05% - 1 mo. USD LIBOR), 4/25/50<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp; 236359 |
| Principal Only:<sup>(6)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 3309, Class DO, 0.00%, 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp; 383654 |
| &nbsp;&nbsp;&nbsp;Series 4478, Class PO, 0.00%, 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp; 142000 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 1994-42, Class K, 6.50%, 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp; 16633 |
| &nbsp;&nbsp;&nbsp;Series 1997-38, Class N, 8.00%, 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp; 88348 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2007-74, Class AC, 5.00%, 8/25/37 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;$532576 |
| &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>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp; 135400 |
| &nbsp;&nbsp;&nbsp;Series 2012-134, Class ZT, 2.00%, 12/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp; 417386 |
| &nbsp;&nbsp;&nbsp;Series 2013-6, Class TA, 1.50%, 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp; 286487 |
| &nbsp;&nbsp;&nbsp;Series 2015-74, Class SL, 0.00%, (2.349% - 1 mo. USD LIBOR x 0.587), 10/25/45<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp; 510393 |
| &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;55 | &nbsp;&nbsp;&nbsp;&nbsp; 52856 |
| Interest Only:<sup>(4)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2004-46, Class SI, 1.494%, (6.00% - 1 mo. USD LIBOR), 5/25/34<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp; 17015 |
| &nbsp;&nbsp;&nbsp;Series 2005-17, Class SA, 2.194%, (6.70% - 1 mo. USD LIBOR), 3/25/35<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp; 52629 |
| &nbsp;&nbsp;&nbsp;Series 2006-42, Class PI, 2.084%, (6.59% - 1 mo. USD LIBOR), 6/25/36<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp; 80125 |
| &nbsp;&nbsp;&nbsp;Series 2006-44, Class IS, 2.094%, (6.60% - 1 mo. USD LIBOR), 6/25/36<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp; 59161 |
| &nbsp;&nbsp;&nbsp;Series 2007-50, Class LS, 1.944%, (6.45% - 1 mo. USD LIBOR), 6/25/37<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp; 44505 |
| &nbsp;&nbsp;&nbsp;Series 2008-26, Class SA, 1.694%, (6.20% - 1 mo. USD LIBOR), 4/25/38<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp; 70847 |
| &nbsp;&nbsp;&nbsp;Series 2008-61, Class S, 1.594%, (6.10% - 1 mo. USD LIBOR), 7/25/38<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp; 79125 |
| &nbsp;&nbsp;&nbsp;Series 2010-109, Class PS, 2.094%, (6.60% - 1 mo. USD LIBOR), 10/25/40<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp; 92808 |
| &nbsp;&nbsp;&nbsp;Series 2010-147, Class KS, 1.444%, (5.95% - 1 mo. USD LIBOR), 1/25/41<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp; 64411 |
| &nbsp;&nbsp;&nbsp;Series 2012-52, Class AI, 3.50%, 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp; 4491 |
| &nbsp;&nbsp;&nbsp;Series 2012-118, Class IN, 3.50%, 11/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 | &nbsp;&nbsp;&nbsp;&nbsp; 249028 |
| &nbsp;&nbsp;&nbsp;Series 2012-150, Class PS, 1.644%, (6.15% - 1 mo. USD LIBOR), 1/25/43<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898 | &nbsp;&nbsp;&nbsp;&nbsp; 205251 |
| &nbsp;&nbsp;&nbsp;Series 2012-150, Class SK, 1.644%, (6.15% - 1 mo. USD LIBOR), 1/25/43<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp; 97767 |
| &nbsp;&nbsp;&nbsp;Series 2013-23, Class CS, 1.744%, (6.25% - 1 mo. USD LIBOR), 3/25/33<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp; 58402 |
| &nbsp;&nbsp;&nbsp;Series 2013-54, Class HS, 1.794%, (6.30% - 1 mo. USD LIBOR), 10/25/41<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp; 389 |
| &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;197 | &nbsp;&nbsp;&nbsp;&nbsp; 33769 |
| &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;504 | &nbsp;&nbsp;&nbsp;&nbsp; 100923 |
| &nbsp;&nbsp;&nbsp;Series 2014-80, Class BI, 3.00%, 12/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp; 199003 |
| &nbsp;&nbsp;&nbsp;Series 2014-89, Class IO, 3.50%, 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp; 85902 |
| &nbsp;&nbsp;&nbsp;Series 2015-14, Class KI, 3.00%, 3/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp; 147956 |
| &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;455 | &nbsp;&nbsp;&nbsp;&nbsp; 92819 |
| &nbsp;&nbsp;&nbsp;Series 2015-57, Class IO, 3.00%, 8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp; 396068 |
| &nbsp;&nbsp;&nbsp;Series 2015-93, Class BS, 1.644%, (6.15% - 1 mo. USD LIBOR), 8/25/45<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp; 26399 |
| &nbsp;&nbsp;&nbsp;Series 2018-21, Class IO, 3.00%, 4/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp; 151614 |
| &nbsp;&nbsp;&nbsp;Series 2020-23, Class SP, 1.544%, (6.05% - 1 mo. USD LIBOR), 2/25/50<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp; 188546 |
| &nbsp;&nbsp;&nbsp;Series 2020-45, Class IJ, 2.50%, 7/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp; 292227 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Principal Only:<sup>(6)</sup><br> Series 2006-8, Class WQ, 0.00%, 3/25/36 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;$357338 |
| Federal National Mortgage Association Connecticut Avenue Securities, Series 2019-R04, Class 2B1, 9.756%, (1 mo. USD LIBOR + 5.25%), 6/25/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp; 882927 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-160, Class NZ, 3.00%, 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp; 203163 |
| &nbsp;&nbsp;&nbsp;Series 2022-189, Class US, 6.931%, (22.73% - 30-day average SOFR x 3.667), 11/20/52<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp; 318191 |
| Interest Only:<sup>(4)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-121, Class DS, 0.014%, (4.50% - 1 mo. USD LIBOR), 8/20/47<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp; 41175 |
| &nbsp;&nbsp;&nbsp;Series 2020-146, Class IQ, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp; 663483 |
| &nbsp;&nbsp;&nbsp;Series 2021-131, Class QI, 3.00%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 | &nbsp;&nbsp;&nbsp;&nbsp; 426010 |
| &nbsp;&nbsp;&nbsp;Series 2021-193, Class IU, 3.00%, 11/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6919 | &nbsp;&nbsp;&nbsp;&nbsp; 854879 |
| &nbsp;&nbsp;&nbsp;Series 2021-209, Class IW, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297 | &nbsp;&nbsp;&nbsp;&nbsp; 625244 |
| Total Collateralized Mortgage Obligations<br> (identified cost $23,485,711) |  | &nbsp;&nbsp;**$13046298** |

---

Commercial Mortgage-Backed Securities — 9.9%

---

| | | |
|:---|:---|:---|
| **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;795 | &nbsp;&nbsp;$608431 |
| &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;1605 | &nbsp;&nbsp;&nbsp;&nbsp; 1129662 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 526725 |
| COMM Mortgage Trust, Series 2013-CR11, Class D, 5.118%, 8/10/50<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2858 | &nbsp;&nbsp;&nbsp;&nbsp; 2742094 |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M10, 8.256%, (1 mo. USD LIBOR + 3.75%), 3/25/50<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 947345 |
| 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;1850 | &nbsp;&nbsp;&nbsp;&nbsp; 1392169 |
| &nbsp;&nbsp;&nbsp;Series 2014-C25, Class D, 3.935%, 11/15/47<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp; 226692 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class C, 5.81%, (1 mo. USD LIBOR + 1.35%), 4/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 974188 |
| Morgan Stanley Bank of America Merrill Lynch Trust: |  |  |
| &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;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 753780 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 184752 |
| Morgan Stanley Capital I Trust, Series 2016-UBS12, Class D, 3.312%, 12/15/49<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 543353 |
| UBS Commercial Mortgage Trust, Series 2012-C1, Class D, 6.633%, 5/10/45<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp; 255701 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class D, 4.324%, 4/10/46<sup>(1)(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$823898 |
| VMC Finance, LLC, Series 2021-HT1, Class B, 8.97%, (1 mo. USD LIBOR + 4.50%), 1/18/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 946159 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-LC12, Class D, 4.291%, 7/15/46<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 770400 |
| &nbsp;&nbsp;&nbsp;Series 2015-C31, Class D, 3.852%, 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp; 754230 |
| &nbsp;&nbsp;&nbsp;Series 2016-C35, Class D, 3.142%, 7/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 735447 |
| &nbsp;&nbsp;&nbsp;Series 2016-C36, Class D, 2.942%, 11/15/59<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 309705 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $16,542,374) |  | &nbsp;&nbsp;**$14624731** |

---

Common Stocks — 0.2%

---

| | | |
|:---|:---|:---|
| **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> |
| Skillsoft Corp.<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;$22464 |
|  |  | &nbsp;&nbsp;**$22464** |
| 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;6053 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Investment Companies — 0.0% | Investment Companies — 0.0% | Investment Companies — 0.0% |
| Jubilee Topco, Ltd., Class A<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;79130 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% |
| ACNR Holdings, Inc., Class A<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;$59874 |
|  |  | &nbsp;&nbsp;**$59874** |
| Oil and Gas — 0.0%<sup>(9)</sup> | Oil and Gas — 0.0%<sup>(9)</sup> | Oil and Gas — 0.0%<sup>(9)</sup> |
| AFG Holdings, Inc.<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 | &nbsp;&nbsp;$10178 |
| McDermott International, Ltd.<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12407 | &nbsp;&nbsp;&nbsp;&nbsp; 5790 |
| QuarterNorth Energy, Inc.<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp; 37252 |
|  |  | &nbsp;&nbsp;**$53220** |
| Radio and Television — 0.1% | Radio and Television — 0.1% | Radio and Television — 0.1% |
| Clear Channel Outdoor Holdings, Inc.<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11266 | &nbsp;&nbsp;$21518 |
| Cumulus Media, Inc., Class A<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6722 | &nbsp;&nbsp;&nbsp;&nbsp; 45038 |
| iHeartMedia, Inc., Class A<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 | &nbsp;&nbsp;&nbsp;&nbsp; 37130 |
|  |  | &nbsp;&nbsp;**$103686** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| 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;3588 | &nbsp;&nbsp;$34373 |
|  |  | &nbsp;&nbsp;**$34373** |
| Total Common Stocks<br> (identified cost $645,330) |  | &nbsp;&nbsp;**$273617** |

---

Corporate Bonds — 13.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 0.3% | Aerospace and Defense — 0.3% | Aerospace and Defense — 0.3% |
| Rolls-Royce PLC, 5.75%, 10/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$194762 |
| TransDigm, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 90358 |
| &nbsp;&nbsp;&nbsp;6.25%, 3/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp; 179139 |
|  |  | &nbsp;&nbsp;**$464259** |
| Automotive — 0.6% | Automotive — 0.6% | Automotive — 0.6% |
| Clarios Global, L.P./Clarios US Finance Co.: |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 5/15/26<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;$115365 |
| &nbsp;&nbsp;&nbsp;8.50%, 5/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp; 640335 |
| Ford Motor Co., 4.75%, 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp; 175112 |
|  |  | &nbsp;&nbsp;**$930812** |
| Banks and Thrifts — 0.3% | Banks and Thrifts — 0.3% | Banks and Thrifts — 0.3% |
| Development Bank of Kazakhstan JSC, 2.95%, 5/6/31<sup>(13)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;$358477 |
|  |  | &nbsp;&nbsp;**$358477** |
| Building and Development — 0.5% | Building and Development — 0.5% | Building and Development — 0.5% |
| Builders FirstSource, Inc., 4.25%, 2/1/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$430911 |
| Greystar Real Estate Partners, LLC, 5.75%, 12/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp; 184125 |
| Smyrna Ready Mix Concrete, LLC, 6.00%, 11/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp; 175543 |
|  |  | &nbsp;&nbsp;**$790579** |
| Business Equipment and Services — 0.4% | Business Equipment and Services — 0.4% | Business Equipment and Services — 0.4% |
| Allied Universal Holdco, LLC/Allied Universal Finance Corp., 9.75%, 7/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;$176920 |
| GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC, 7.125%, 7/31/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp; 454625 |
|  |  | &nbsp;&nbsp;**$631545** |
| Cable and Satellite Television — 0.4% | Cable and Satellite Television — 0.4% | Cable and Satellite Television — 0.4% |
| CCO Holdings, LLC/CCO Holdings Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 3/1/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;$65625 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **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) |
| CCO Holdings, LLC/CCO Holdings Capital Corp.: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 5/1/26<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$491885 |
|  |  | &nbsp;&nbsp;**$557510** |
| Chemicals — 0.1% | Chemicals — 0.1% | Chemicals — 0.1% |
| W.R. Grace Holdings, LLC, 5.625%, 8/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$83600 |
|  |  | &nbsp;&nbsp;**$83600** |
| Computers — 0.2% | Computers — 0.2% | Computers — 0.2% |
| Presidio Holdings, Inc., 8.25%, 2/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;$348577 |
|  |  | &nbsp;&nbsp;**$348577** |
| Conglomerates — 0.3% | Conglomerates — 0.3% | Conglomerates — 0.3% |
| Spectrum Brands, Inc., 5.00%, 10/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;$467585 |
|  |  | &nbsp;&nbsp;**$467585** |
| Distribution & Wholesale — 0.1% | Distribution & Wholesale — 0.1% | Distribution & Wholesale — 0.1% |
| Performance Food Group, Inc., 5.50%, 10/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;$165767 |
|  |  | &nbsp;&nbsp;**$165767** |
| Diversified Financial Services — 0.1% | Diversified Financial Services — 0.1% | Diversified Financial Services — 0.1% |
| VistaJet Malta Finance PLC/XO Management Holding, Inc., 7.875%, 5/1/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$194251 |
|  |  | &nbsp;&nbsp;**$194251** |
| Drugs — 0.3% | Drugs — 0.3% | Drugs — 0.3% |
| Endo DAC/Endo Finance, LLC/Endo Finco, Inc., 5.875%, 10/15/24<sup>(1)(14)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$427500 |
|  |  | &nbsp;&nbsp;**$427500** |
| Ecological Services and Equipment — 0.1% | Ecological Services and Equipment — 0.1% | Ecological Services and Equipment — 0.1% |
| GFL Environmental, Inc., 4.75%, 6/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;$169932 |
| Waste Pro USA, Inc., 5.50%, 2/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp; 23280 |
|  |  | &nbsp;&nbsp;**$193212** |
| Electronics/Electrical — 0.1% | Electronics/Electrical — 0.1% | Electronics/Electrical — 0.1% |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;$166445 |
| Sensata Technologies, Inc., 4.375%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp; 40787 |
|  |  | &nbsp;&nbsp;**$207232** |
| Entertainment — 0.2% | Entertainment — 0.2% | Entertainment — 0.2% |
| Caesars Entertainment, Inc., 8.125%, 7/1/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;$330228 |
|  |  | &nbsp;&nbsp;**$330228** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Financial Intermediaries — 0.1% | Financial Intermediaries — 0.1% | Financial Intermediaries — 0.1% |
| Ford Motor Credit Co., LLC, 3.625%, 6/17/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;$171615 |
|  |  | &nbsp;&nbsp;**$171615** |
| Financial Services — 0.6% | Financial Services — 0.6% | Financial Services — 0.6% |
| Vietnam Debt and Asset Trading Corp., 1.00%, 10/10/25<sup>(13)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;$906300 |
|  |  | &nbsp;&nbsp;**$906300** |
| Health Care — 1.6% | Health Care — 1.6% | Health Care — 1.6% |
| Centene Corp., 3.00%, 10/15/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;$534462 |
| HCA, Inc., 5.875%, 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp; 775158 |
| LifePoint Health, Inc., 5.375%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp; 299139 |
| Medline Borrower, L.P., 5.25%, 10/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 419353 |
| Molina Healthcare, Inc., 3.875%, 11/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp; 254949 |
|  |  | &nbsp;&nbsp;**$2283061** |
| Insurance — 0.6% | Insurance — 0.6% | Insurance — 0.6% |
| HUB International, Ltd., 7.00%, 5/1/26<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;$939776 |
|  |  | &nbsp;&nbsp;**$939776** |
| Internet Software & Services — 0.2% | Internet Software & Services — 0.2% | Internet Software & Services — 0.2% |
| Netflix, Inc., 5.875%, 11/15/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;$239184 |
|  |  | &nbsp;&nbsp;**$239184** |
| Leisure Goods/Activities/Movies — 0.3% | Leisure Goods/Activities/Movies — 0.3% | Leisure Goods/Activities/Movies — 0.3% |
| Viking Cruises, Ltd., 5.875%, 9/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;$460831 |
|  |  | &nbsp;&nbsp;**$460831** |
| Media — 0.1% | Media — 0.1% | Media — 0.1% |
| iHeartCommunications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 5/1/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;$25920 |
| &nbsp;&nbsp;&nbsp;8.375%, 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp; 44089 |
|  |  | &nbsp;&nbsp;**$70009** |
| Metals/Mining — 0.2% | Metals/Mining — 0.2% | Metals/Mining — 0.2% |
| Cleveland-Cliffs, Inc., 6.75%, 3/15/26<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;$113963 |
| Compass Minerals International, Inc., 6.75%, 12/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 195364 |
|  |  | &nbsp;&nbsp;**$309327** |
| Nonferrous Metals/Minerals — 0.3% | Nonferrous Metals/Minerals — 0.3% | Nonferrous Metals/Minerals — 0.3% |
| New Gold, Inc., 7.50%, 7/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;$371776 |
|  |  | &nbsp;&nbsp;**$371776** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Oil and Gas — 2.0% | Oil and Gas — 2.0% | Oil and Gas — 2.0% |
| Archrock Partners, L.P./Archrock Partners Finance Corp., 6.875%, 4/1/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;$245291 |
| Occidental Petroleum Corp., 6.125%, 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 418088 |
| Permian Resources Operating, LLC, 7.75%, 2/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 750712 |
| Petroleos Mexicanos: |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 400922 |
| &nbsp;&nbsp;&nbsp;6.75%, 9/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp; 639534 |
| &nbsp;&nbsp;&nbsp;6.84%, 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp; 169051 |
| &nbsp;&nbsp;&nbsp;10.00%, 2/7/33<sup>(1)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp; 104539 |
| Tervita Corp., 11.00%, 12/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp; 195255 |
|  |  | &nbsp;&nbsp;**$2923392** |
| Pipelines — 0.3% | Pipelines — 0.3% | Pipelines — 0.3% |
| Cheniere Energy Partners, L.P., 4.50%, 10/1/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;$66712 |
| Venture Global Calcasieu Pass, LLC, 3.875%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 374422 |
|  |  | &nbsp;&nbsp;**$441134** |
| Radio and Television — 0.6% | Radio and Television — 0.6% | Radio and Television — 0.6% |
| CMG Media Corp., 8.875%, 12/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;$346255 |
| Sirius XM Radio, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 7/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp; 106493 |
| &nbsp;&nbsp;&nbsp;5.50%, 7/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 469230 |
|  |  | &nbsp;&nbsp;**$921978** |
| Real Estate Investment Trusts (REITs) — 0.0%<sup>(9)</sup> | Real Estate Investment Trusts (REITs) — 0.0%<sup>(9)</sup> | Real Estate Investment Trusts (REITs) — 0.0%<sup>(9)</sup> |
| VICI Properties, L.P./VICI Note Co., Inc., 5.75%, 2/1/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;$43822 |
|  |  | &nbsp;&nbsp;**$43822** |
| Retailers (Except Food and Drug) — 0.3% | Retailers (Except Food and Drug) — 0.3% | Retailers (Except Food and Drug) — 0.3% |
| PetSmart, Inc./PetSmart Finance Corp., 7.75%, 2/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$492108 |
|  |  | &nbsp;&nbsp;**$492108** |
| Software and Services — 0.2% | Software and Services — 0.2% | Software and Services — 0.2% |
| Fair Isaac Corp., 4.00%, 6/15/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;$232442 |
|  |  | &nbsp;&nbsp;**$232442** |
| Steel — 0.4% | Steel — 0.4% | Steel — 0.4% |
| Infrabuild Australia Pty, Ltd., 12.00%, 10/1/24<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;$524004 |
|  |  | &nbsp;&nbsp;**$524004** |
| Telecommunications — 0.8% | Telecommunications — 0.8% | Telecommunications — 0.8% |
| Altice France Holding S.A., 10.50%, 5/15/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;$231449 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 191496 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Telecommunications (continued) | Telecommunications (continued) | Telecommunications (continued) |
| Hughes Satellite Systems Corp., 6.625%, 8/1/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;$455179 |
| Sprint Capital Corp., 6.875%, 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp; 204590 |
| Viasat, Inc., 5.625%, 4/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp; 57907 |
|  |  | &nbsp;&nbsp;**$1140621** |
| Utilities — 0.4% | Utilities — 0.4% | Utilities — 0.4% |
| Calpine Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;$231055 |
| &nbsp;&nbsp;&nbsp;4.625%, 2/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 217595 |
| &nbsp;&nbsp;&nbsp;5.25%, 6/1/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp; 24210 |
| TerraForm Power Operating, LLC, 5.00%, 1/31/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp; 65841 |
|  |  | &nbsp;&nbsp;**$538701** |
| Total Corporate Bonds<br> (identified cost $20,221,344) |  | &nbsp;&nbsp;**$19161215** |

---

Preferred Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% | Nonferrous Metals/Minerals — 0.1% |
| ACNR Holdings, Inc., 15.00% (PIK)<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;$169663 |
| Total Preferred Stocks<br> (identified cost $0) |  | &nbsp;&nbsp;**$169663** |

---

Senior Floating-Rate Loans — 38.9%<sup>(16)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace and Defense — 0.1% | Aerospace and Defense — 0.1% | Aerospace and Defense — 0.1% |
| Dynasty Acquisition Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.161%, (SOFR + 3.50%), 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;$77372 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.161%, (SOFR + 3.50%), 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp; 41598 |
|  |  | &nbsp;&nbsp;**$118970** |
| Airlines — 0.3% | Airlines — 0.3% | Airlines — 0.3% |
| 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;113 | &nbsp;&nbsp;$117536 |
| SkyMiles IP, Ltd., Term Loan, 8.558%, (3 mo. USD LIBOR + 3.75%), 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp; 295193 |
|  |  | &nbsp;&nbsp;**$412729** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Auto Components — 0.8% | Auto Components — 0.8% | Auto Components — 0.8% |
| Adient US, LLC, Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;$122961 |
| Clarios Global, L.P., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp; 464325 |
| DexKo Global, Inc., 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;124 | &nbsp;&nbsp;&nbsp;&nbsp; 115275 |
| Garrett LX I S.a.r.l., Term Loan, 8.08%, (3 mo. USD LIBOR + 3.25%), 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 98092 |
| LTI Holdings, Inc., Term Loan, 9.32%, (1 mo. USD LIBOR + 4.75%), 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp; 23590 |
| TI Group Automotive Systems, LLC, Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 98188 |
| Truck Hero, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp; 177355 |
|  |  | &nbsp;&nbsp;**$1099786** |
| Automobiles — 0.8% | Automobiles — 0.8% | Automobiles — 0.8% |
| Bombardier Recreational Products, Inc., Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;$768247 |
| 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;74 | &nbsp;&nbsp;&nbsp;&nbsp; 71659 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.054%, (SOFR + 5.65%), 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp; 217730 |
| Thor Industries, Inc., Term Loan, 7.563%, (1 mo. USD LIBOR + 3.00%), 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 99485 |
|  |  | &nbsp;&nbsp;**$1157121** |
| Beverages — 0.1% | Beverages — 0.1% | Beverages — 0.1% |
| Arterra Wines Canada, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;$143448 |
| City Brewing Company, LLC, Term Loan, 8.33%, (3 mo. USD LIBOR + 3.50%), 4/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 44546 |
|  |  | &nbsp;&nbsp;**$187994** |
| Biotechnology — 0.1% | Biotechnology — 0.1% | Biotechnology — 0.1% |
| Alkermes, Inc., Term Loan, 6.96%, (1 mo. USD LIBOR + 2.50%), 3/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;$66367 |
|  |  | &nbsp;&nbsp;**$66367** |
| Building Products — 0.7% | Building Products — 0.7% | Building Products — 0.7% |
| CP Atlas Buyer, Inc., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 11/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;$198922 |
| Gardner Denver, Inc., Term Loan, 6.411%, (SOFR + 1.75%), 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp; 164419 |
| Ingersoll-Rand Services Company, Term Loan, 6.411%, (SOFR + 1.75%), 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp; 194216 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Building Products (continued) | Building Products (continued) | Building Products (continued) | Building Products (continued) |
| LHS Borrower, LLC, Term Loan, 9.411%, (SOFR + 4.75%), 2/16/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;$168229 |
| 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;125 | &nbsp;&nbsp;&nbsp;&nbsp; 121103 |
| Standard Industries, Inc., Term Loan, 6.425%, (3 mo. USD LIBOR + 2.25%), 9/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp; 157724 |
|  |  |  | &nbsp;&nbsp;**$1004613** |
| Capital Markets — 1.0% | Capital Markets — 1.0% | Capital Markets — 1.0% | Capital Markets — 1.0% |
| Advisor Group, Inc., Term Loan, 9.07%, (1 mo. USD LIBOR + 4.50%), 7/31/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;$168878 |
| Aretec Group, Inc., Term Loan, 8.911%, (SOFR + 4.25%), 10/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp; 190119 |
| Brookfield Property REIT, Inc., Term Loan, 7.161%, (SOFR + 2.50%), 8/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp; 113024 |
| EIG Management Company, LLC, Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 2/22/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp; 47387 |
| FinCo I, LLC, Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 6/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 98380 |
| Franklin Square Holdings, L.P., Term Loan, 6.875%, (1 mo. USD LIBOR + 2.25%), 8/1/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp; 71992 |
| Greenhill & Co., Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 4/12/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp; 107617 |
| Hudson River Trading, LLC, Term Loan, 7.676%, (SOFR + 3.00%), 3/20/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp; 334995 |
| LPL Holdings, Inc., Term Loan, 6.119%, (1 mo. USD LIBOR + 1.75%), 11/12/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp; 194048 |
| Victory Capital Holdings, Inc., Term Loan, 6.954%, (SOFR + 2.25%), 7/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 122735 |
|  |  |  | &nbsp;&nbsp;**$1449175** |
| Chemicals — 1.5% | Chemicals — 1.5% | Chemicals — 1.5% | Chemicals — 1.5% |
| Aruba Investments, Inc., Term Loan, 8.297%, (1 mo. USD LIBOR + 3.75%), 11/24/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;$97765 |
| CPC Acquisition Corp., Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 12/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 101627 |
| Gemini HDPE, LLC, Term Loan, 7.83%, (3 mo. USD LIBOR + 3.00%), 12/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp; 114399 |
| 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;25 | &nbsp;&nbsp;&nbsp;&nbsp; 26754 |
| INEOS Styrolution US Holding, LLC, Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 1/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp; 393877 |
| INEOS US Finance, LLC, Term Loan, 8.411%, (SOFR + 3.75%), 11/8/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 500285 |
| Lonza Group AG, Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 7/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp; 261369 |
| LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 9/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 122215 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Chemicals (continued) | Chemicals (continued) | Chemicals (continued) |
| Starfruit Finco B.V., Term Loan, 7.526%, (3 mo. USD LIBOR + 2.75%), 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;$274370 |
| Tronox Finance, LLC, Term Loan, 7.032%, (USD LIBOR + 2.25%), 3/10/28<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp; 206636 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 148129 |
|  |  | &nbsp;&nbsp;**$2247426** |
| Commercial Services & Supplies — 1.1% | Commercial Services & Supplies — 1.1% | Commercial Services & Supplies — 1.1% |
| Allied Universal Holdco, LLC, Term Loan, 8.411%, (SOFR + 3.75%), 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;$447156 |
| Aramark Services, Inc., Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp; 139659 |
| EnergySolutions, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 5/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp; 148702 |
| Garda World Security Corporation, Term Loan, 8.93%, (3 mo. USD LIBOR + 4.25%), 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 169971 |
| GFL Environmental, Inc., Term Loan, 7.661%, (SOFR + 3.00%), 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp; 196893 |
| LABL, Inc., Term Loan, 9.57%, (1 mo. USD LIBOR + 5.00%), 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 96618 |
| Monitronics International, Inc., Term Loan, 12.325%, (3 mo. USD LIBOR + 7.50%), 3/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp; 127980 |
| PECF USS Intermediate Holding III Corporation, Term Loan, 8.82%, (1 mo. USD LIBOR + 4.25%), 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 85132 |
| Phoenix Services International, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;DIP Loan, 13.784%, (SOFR + 12.00%), 3/28/23<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp; 13290 |
| &nbsp;&nbsp;&nbsp;DIP Loan, 16.553%, (SOFR + 12.00%), 9/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp; 24649 |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 3/1/25<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp; 11763 |
| Tempo Acquisition, LLC, Term Loan, 7.561%, (SOFR + 3.00%), 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 125214 |
| TruGreen Limited Partnership, Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 91018 |
|  |  | &nbsp;&nbsp;**$1678045** |
| Communications Equipment — 0.2% | Communications Equipment — 0.2% | Communications Equipment — 0.2% |
| CommScope, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;$261240 |
|  |  | &nbsp;&nbsp;**$261240** |
| Containers & Packaging — 0.8% | Containers & Packaging — 0.8% | Containers & Packaging — 0.8% |
| Berlin Packaging, LLC, Term Loan, 8.139%, (USD LIBOR + 3.75%), 3/11/28<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;$170760 |
| BWAY Holding Company, Term Loan, 7.619%, (1 mo. USD LIBOR + 3.25%), 4/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp; 226191 |
| Clydesdale Acquisition Holdings, Inc., Term Loan, 8.836%, (SOFR + 4.18%), 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; 73427 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Containers & Packaging (continued) | Containers & Packaging (continued) | Containers & Packaging (continued) |
| Pregis TopCo Corporation, Term Loan, 8.426%, (SOFR + 3.75%), 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;$96030 |
| Pretium PKG Holdings, Inc., Term Loan, 8.775%, (3 mo. USD LIBOR + 4.00%), 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 87318 |
| Reynolds Group Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp; 220500 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 9/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 147778 |
| Trident TPI Holdings, Inc., 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;124 | &nbsp;&nbsp;&nbsp;&nbsp; 121453 |
|  |  | &nbsp;&nbsp;**$1143457** |
| Distributors — 0.1% | Distributors — 0.1% | Distributors — 0.1% |
| Autokiniton US Holdings, Inc., Term Loan, 8.959%, (1 mo. USD LIBOR + 4.50%), 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;$171729 |
|  |  | &nbsp;&nbsp;**$171729** |
| Diversified Consumer Services — 0.2% | Diversified Consumer Services — 0.2% | Diversified Consumer Services — 0.2% |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;$296222 |
| &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;50 | &nbsp;&nbsp;&nbsp;&nbsp; 47906 |
|  |  | &nbsp;&nbsp;**$344128** |
| Diversified Telecommunication Services — 1.5% | Diversified Telecommunication Services — 1.5% | Diversified Telecommunication Services — 1.5% |
| 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;32 | &nbsp;&nbsp;$31784 |
| &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;69 | &nbsp;&nbsp;&nbsp;&nbsp; 51758 |
| Numericable Group S.A., Term Loan, 7.575%, (3 mo. USD LIBOR + 2.75%), 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp; 303951 |
| Telenet Financing USD, LLC, Term Loan, 6.459%, (1 mo. USD LIBOR + 2.00%), 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp; 570831 |
| UPC Broadband Holding B.V., Term Loan, 6.709%, (1 mo. USD LIBOR + 2.25%), 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 124172 |
| UPC Financing Partnership, Term Loan, 7.384%, (1 mo. USD LIBOR + 2.93%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 450000 |
| Virgin Media Bristol, LLC, Term Loan, 7.709%, (1 mo. USD LIBOR + 3.25%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp; 175344 |
| Zayo Group Holdings, Inc., Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp; 301329 |
| Ziggo Financing Partnership, Term Loan, 6.959%, (1 mo. USD LIBOR + 2.50%), 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 248399 |
|  |  | &nbsp;&nbsp;**$2257568** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Electrical Equipment — 0.2% | Electrical Equipment — 0.2% | Electrical Equipment — 0.2% |
| Brookfield WEC Holdings, Inc., Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;$312149 |
|  |  | &nbsp;&nbsp;**$312149** |
| Electronic Equipment, Instruments & Components — 0.6% | Electronic Equipment, Instruments & Components — 0.6% | Electronic Equipment, Instruments & Components — 0.6% |
| Chamberlain Group, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;$215550 |
| Creation Technologies, Inc., Term Loan, 10.282%, (3 mo. USD LIBOR + 5.50%), 10/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 125055 |
| II-VI Incorporated, Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp; 146910 |
| 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;99 | &nbsp;&nbsp;&nbsp;&nbsp; 98794 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp; 93137 |
| Verifone Systems, Inc., Term Loan, 8.359%, (3 mo. USD LIBOR + 4.00%), 8/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp; 158539 |
|  |  | &nbsp;&nbsp;**$837985** |
| 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, 15.839%, (1 mo. USD LIBOR + 13.00%), 2/1/26<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;$5517 |
| &nbsp;&nbsp;&nbsp;Term Loan, 17.726%, (3 mo. USD LIBOR + 13.00%), 12.726% cash, 5.00% PIK, 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp; 43287 |
| Lealand Finance Company B.V., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 5.57% cash, 3.00% PIK, 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp; 16681 |
|  |  | &nbsp;&nbsp;**$65485** |
| Engineering & Construction — 0.4% | Engineering & Construction — 0.4% | Engineering & Construction — 0.4% |
| Aegion Corporation, Term Loan, 9.32%, (1 mo. USD LIBOR + 4.75%), 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;$70961 |
| 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;98 | &nbsp;&nbsp;&nbsp;&nbsp; 98000 |
| Northstar Group Services, Inc., Term Loan, 10.176%, (1 mo. USD LIBOR + 5.50%), 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp; 187229 |
| USIC Holdings, Inc., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp; 162963 |
|  |  | &nbsp;&nbsp;**$519153** |
| Entertainment — 0.5% | Entertainment — 0.5% | Entertainment — 0.5% |
| AMC Entertainment Holdings, Inc., Term Loan, 7.43%, (1 mo. USD LIBOR + 3.00%), 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;$156969 |
| Crown Finance US, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;DIP Loan, 14.611%, (SOFR + 10.00%), 9/7/23<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp; 243747 |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 9/30/26<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp; 37963 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **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) |
| Renaissance Holding Corp., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 5/30/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;$260261 |
| Vue International Bidco PLC: |  |  |  |
| &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;12 | &nbsp;&nbsp;&nbsp;&nbsp; 11784 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.346%, (3 mo. EURIBOR + 8.00%), 4.346% cash, 6.00% PIK, 12/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp; 58804 |
|  |  |  | &nbsp;&nbsp;**$769528** |
| 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, 6.32%, (1 mo. USD LIBOR + 1.75%), 1/2/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;$118914 |
|  |  |  | &nbsp;&nbsp;**$118914** |
| 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, 6.57%, (1 mo. USD LIBOR + 2.00%), 9/13/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;$208404 |
|  |  |  | &nbsp;&nbsp;**$208404** |
| Food Products — 0.3% | Food Products — 0.3% | Food Products — 0.3% | Food Products — 0.3% |
| Froneri International, Ltd., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 1/29/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;$290184 |
| Sovos Brands Intermediate, Inc., Term Loan, 8.325%, (3 mo. USD LIBOR + 3.50%), 6/8/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp; 81757 |
|  |  |  | &nbsp;&nbsp;**$371941** |
| Health Care Equipment & Supplies — 0.2% | Health Care Equipment & Supplies — 0.2% | Health Care Equipment & Supplies — 0.2% | Health Care Equipment & Supplies — 0.2% |
| Bayou Intermediate II, LLC, Term Loan, 8.96%, (3 mo. USD LIBOR + 4.50%), 8/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;$120347 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp; 128707 |
|  |  |  | &nbsp;&nbsp;**$249054** |
| Health Care Providers & Services — 1.7% | Health Care Providers & Services — 1.7% | Health Care Providers & Services — 1.7% | Health Care Providers & Services — 1.7% |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;$148314 |
| BW NHHC Holdco, Inc., Term Loan - Second Lien, 12.508%, (SOFR + 8.00%), 1/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp; 94074 |
| Cano Health, LLC, Term Loan, 8.661%, (SOFR + 4.00%), 11/23/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp; 59394 |
| CHG Healthcare Services, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 9/29/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 147357 |
| 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;144 | &nbsp;&nbsp;&nbsp;&nbsp; 80128 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Health Care Providers & Services (continued) | Health Care Providers & Services (continued) | Health Care Providers & Services (continued) |
| Electron BidCo, Inc., Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;$123610 |
| Ensemble RCM, LLC, Term Loan, 8.526%, (SOFR + 3.75%), 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp; 195336 |
| Envision Healthcare Corporation: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.605%, (SOFR + 7.88%), 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp; 68127 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 8.83%, (SOFR + 4.25%), 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp; 217519 |
| Medical Solutions Holdings, Inc., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp; 192544 |
| National Mentor Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.408%, (USD LIBOR + 3.75%), 3/2/28<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp; 236004 |
| &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;9 | &nbsp;&nbsp;&nbsp;&nbsp; 6964 |
| Phoenix Guarantor, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 3/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp; 262057 |
| Radnet Management, Inc., Term Loan, 7.735%, (3 mo. USD LIBOR + 3.00%), 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 146607 |
| Select Medical Corporation, Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp; 372163 |
| Surgery Center Holdings, Inc., Term Loan, 8.21%, (1 mo. USD LIBOR + 3.75%), 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp; 195023 |
|  |  | &nbsp;&nbsp;**$2545221** |
| Health Care Technology — 0.9% | Health Care Technology — 0.9% | Health Care Technology — 0.9% |
| Bracket Intermediate Holding Corp., Term Loan, 9.038%, (3 mo. USD LIBOR + 4.25%), 9/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;$116920 |
| Imprivata, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp; 168929 |
| MedAssets Software Intermediate Holdings, Inc., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 135848 |
| Navicure, Inc., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp; 242734 |
| PointClickCare Technologies, Inc., Term Loan, 7.75%, (3 mo. USD LIBOR + 3.00%), 12/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 97882 |
| Project Ruby Ultimate Parent Corp., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp; 166650 |
| Symplr Software, Inc., Term Loan, 9.276%, (SOFR + 4.50%), 12/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 128516 |
| Verscend Holding Corp., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 8/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp; 314584 |
|  |  | &nbsp;&nbsp;**$1372063** |
| Hotels, Restaurants & Leisure — 2.4% | Hotels, Restaurants & Leisure — 2.4% | Hotels, Restaurants & Leisure — 2.4% |
| 1011778 B.C. Unlimited Liability Company, Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;$841191 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) |
| Bally's Corporation, Term Loan, 7.709%, (1 mo. USD LIBOR + 3.25%), 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;$166905 |
| Carnival Corporation: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp; 192416 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp; 363206 |
| ClubCorp Holdings, Inc., Term Loan, 7.48%, (3 mo. USD LIBOR + 2.75%), 9/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp; 241742 |
| Dave & Buster's, Inc., Term Loan, 9.688%, (SOFR + 5.00%), 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 99769 |
| Fertitta Entertainment, LLC, Term Loan, 8.561%, (SOFR + 4.00%), 1/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp; 225078 |
| Hilton Grand Vacations Borrower, LLC, Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 148341 |
| IRB Holding Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp; 262553 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.687%, (SOFR + 3.00%), 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp; 243744 |
| Playa Resorts Holding B.V., Term Loan, 8.728%, (SOFR + 4.25%), 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 198929 |
| SeaWorld Parks & Entertainment, Inc., Term Loan, 7.625%, (1 mo. USD LIBOR + 3.00%), 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 123322 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp; 345625 |
| Travel Leaders Group, LLC, Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp; 111075 |
|  |  | &nbsp;&nbsp;**$3563896** |
| Household Durables — 0.5% | Household Durables — 0.5% | Household Durables — 0.5% |
| ACProducts, Inc., Term Loan, 8.98%, (3 mo. USD LIBOR + 4.25%), 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;$220002 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp; 167199 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp; 325059 |
|  |  | &nbsp;&nbsp;**$712260** |
| Household Products — 0.1% | Household Products — 0.1% | Household Products — 0.1% |
| Kronos Acquisition Holdings, Inc., Term Loan, 8.485%, (3 mo. USD LIBOR + 3.75%), 12/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;$191187 |
|  |  | &nbsp;&nbsp;**$191187** |
| Independent Power and Renewable Electricity Producers — 0.1% | Independent Power and Renewable Electricity Producers — 0.1% | Independent Power and Renewable Electricity Producers — 0.1% |
| Calpine Construction Finance Company, L.P., Term Loan, 6.57%, (1 mo. USD LIBOR + 2.00%), 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;$160611 |
|  |  | &nbsp;&nbsp;**$160611** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Insurance — 1.7% | Insurance — 1.7% | Insurance — 1.7% |
| Alliant Holdings Intermediate, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 5/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;$235137 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 5/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp; 72390 |
| AmWINS Group, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 2/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp; 609826 |
| AssuredPartners, Inc., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp; 24057 |
| Hub International Limited, Term Loan, 7.817%, (USD LIBOR + 3.00%), 4/25/25<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp; 692483 |
| NFP Corp., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp; 47196 |
| Ryan Specialty Group, LLC, Term Loan, 7.661%, (SOFR + 3.00%), 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp; 268477 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp; 194284 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.33%, (SOFR + 3.75%), 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp; 379326 |
|  |  | &nbsp;&nbsp;**$2523176** |
| Interactive Media & Services — 0.1% | Interactive Media & Services — 0.1% | Interactive Media & Services — 0.1% |
| Getty Images, Inc., Term Loan, 9.125%, (1 mo. USD LIBOR + 4.50%), 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;$99346 |
| 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;100 | &nbsp;&nbsp;&nbsp;&nbsp; 99125 |
|  |  | &nbsp;&nbsp;**$198471** |
| Internet & Direct Marketing Retail — 0.1% | Internet & Direct Marketing Retail — 0.1% | Internet & Direct Marketing Retail — 0.1% |
| CNT Holdings I Corp., Term Loan, 8.125%, (SOFR + 3.50%), 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;$97206 |
| Hoya Midco, LLC, Term Loan, 7.926%, (SOFR + 3.25%), 2/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp; 74066 |
|  |  | &nbsp;&nbsp;**$171272** |
| IT Services — 2.4% | IT Services — 2.4% | IT Services — 2.4% |
| Asurion, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 12/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;$468371 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp; 37153 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.68%, (SOFR + 4.00%), 8/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 210473 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.82%, (1 mo. USD LIBOR + 5.25%), 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp; 42016 |
| Endure Digital, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp; 419425 |
| Gainwell Acquisition Corp., Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp; 816320 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| IT Services (continued) | IT Services (continued) | IT Services (continued) | IT Services (continued) |
| Go Daddy Operating Company, LLC, Term Loan, 7.811%, (SOFR + 3.25%), 11/9/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;$584788 |
| Indy US Bidco, LLC, Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 3/5/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 87857 |
| Informatica, LLC, Term Loan, 7.375%, (1 mo. USD LIBOR + 2.75%), 10/27/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp; 372071 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp; 140743 |
| Sedgwick Claims Management Services, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 12/31/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp; 167465 |
| Skopima Merger Sub, Inc., Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 5/12/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 215740 |
|  |  |  | &nbsp;&nbsp;**$3562422** |
| Leisure Products — 0.2% | Leisure Products — 0.2% | Leisure Products — 0.2% | Leisure Products — 0.2% |
| Amer Sports Oyj, Term Loan, 6.992%, (3 mo. EURIBOR + 4.50%), 3/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;$275210 |
|  |  |  | &nbsp;&nbsp;**$275210** |
| Life Sciences Tools & Services — 0.3% | Life Sciences Tools & Services — 0.3% | Life Sciences Tools & Services — 0.3% | Life Sciences Tools & Services — 0.3% |
| Catalent Pharma Solutions, Inc., Term Loan, 6.563%, (1 mo. USD LIBOR + 2.00%), 2/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;$144972 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp; 217654 |
| Sotera Health Holdings, LLC, Term Loan, 7.575%, (3 mo. USD LIBOR + 2.75%), 12/11/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 96656 |
|  |  |  | &nbsp;&nbsp;**$459282** |
| Machinery — 1.8% | Machinery — 1.8% | Machinery — 1.8% | Machinery — 1.8% |
| Albion Financing 3 S.a.r.l., Term Loan, 10.065%, (3 mo. USD LIBOR + 5.25%), 8/17/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;$215650 |
| Alliance Laundry Systems, LLC, Term Loan, 8.306%, (3 mo. USD LIBOR + 3.50%), 10/8/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 169413 |
| American Trailer World Corp., Term Loan, 8.411%, (SOFR + 3.75%), 3/3/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp; 30073 |
| Apex Tool Group, LLC, Term Loan, 9.828%, (SOFR + 5.25%), 2/8/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp; 234707 |
| Conair Holdings, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 5/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 192637 |
| CPM Holdings, Inc., Term Loan, 7.869%, (1 mo. USD LIBOR + 3.50%), 11/17/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp; 47820 |
| Filtration Group Corporation: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 3/29/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp; 228771 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 10/21/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 98421 |
| Gates Global, LLC, Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 3/31/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp; 289354 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Machinery (continued) | Machinery (continued) | Machinery (continued) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;$196363 |
| 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;124 | &nbsp;&nbsp;&nbsp;&nbsp; 119927 |
| Illuminate Buyer, LLC, Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp; 114105 |
| SPX Flow, Inc., Term Loan, 9.161%, (SOFR + 4.50%), 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp; 168151 |
| Titan Acquisition Limited, Term Loan, 8.151%, (6 mo. USD LIBOR + 3.00%), 3/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp; 395450 |
| Vertical US Newco, Inc., Term Loan, 8.602%, (6 mo. USD LIBOR + 3.50%), 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp; 192291 |
|  |  | &nbsp;&nbsp;**$2693133** |
| Media — 0.9% | Media — 0.9% | Media — 0.9% |
| CSC Holdings, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.709%, (1 mo. USD LIBOR + 2.25%), 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;$417976 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.709%, (1 mo. USD LIBOR + 2.25%), 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp; 138434 |
| Diamond Sports Group, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.776%, (SOFR + 8.15%), 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp; 66629 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 8.026%, (SOFR + 3.25%), 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp; 38959 |
| Entravision Communications Corporation, Term Loan, 7.297%, (1 mo. USD LIBOR + 2.75%), 11/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp; 120994 |
| Gray Television, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.869%, (1 mo. USD LIBOR + 2.50%), 1/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp; 84711 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.369%, (1 mo. USD LIBOR + 3.00%), 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 148129 |
| Hubbard Radio, LLC, Term Loan, 8.82%, (1 mo. USD LIBOR + 4.25%), 3/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp; 65944 |
| iHeartCommunications, Inc., Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp; 65711 |
| Magnite, Inc., Term Loan, 9.459%, (USD LIBOR + 5.00%), 4/28/28<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 94006 |
| Sinclair Television Group, Inc., Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 94936 |
|  |  | &nbsp;&nbsp;**$1336429** |
| Metals/Mining — 0.1% | Metals/Mining — 0.1% | Metals/Mining — 0.1% |
| American Consolidated Natural Resources, Inc., Term Loan, 20.822%, (3 mo. USD LIBOR + 16.00%), 17.822% cash, 3.00% PIK, 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;$6940 |
| Zekelman Industries, Inc., Term Loan, 6.729%, (3 mo. USD LIBOR + 2.00%), 1/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp; 119696 |
|  |  | &nbsp;&nbsp;**$126636** |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;$389587 |
| Freeport LNG Investments, LLLP, Term Loan, 8.308%, (3 mo. USD LIBOR + 3.50%), 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 95604 |
| Matador Bidco S.a.r.l., Term Loan, 9.07%, (1 mo. USD LIBOR + 4.50%), 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp; 144783 |
| Oryx Midstream Services Permian Basin, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;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;123 | &nbsp;&nbsp;&nbsp;&nbsp; 122387 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10/5/28<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp; 24812 |
| 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;44 | &nbsp;&nbsp;&nbsp;&nbsp; 44386 |
| QuarterNorth Energy Holding, Inc., Term Loan - Second Lien, 12.57%, (1 mo. USD LIBOR + 8.00%), 8/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp; 55057 |
| UGI Energy Services, LLC, Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 8/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp; 145010 |
|  |  | &nbsp;&nbsp;**$1021626** |
| Personal Products — 0.2% | Personal Products — 0.2% | Personal Products — 0.2% |
| HLF Financing S.a.r.l., Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;$130377 |
| 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;147 | &nbsp;&nbsp;&nbsp;&nbsp; 144714 |
|  |  | &nbsp;&nbsp;**$275091** |
| Pharmaceuticals — 1.2% | Pharmaceuticals — 1.2% | Pharmaceuticals — 1.2% |
| Akorn, Inc., Term Loan, 12.254%, (3 mo. USD LIBOR + 7.50%), 10/1/25<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;$13207 |
| Amneal Pharmaceuticals, LLC, Term Loan, 8.187%, (USD LIBOR + 3.50%), 5/4/25<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp; 258487 |
| Bausch Health Companies, Inc., Term Loan, 9.828%, (SOFR + 5.25%), 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp; 316716 |
| Elanco Animal Health Incorporated, Term Loan, 6.119%, (1 mo. USD LIBOR + 1.75%), 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp; 268545 |
| Jazz Financing Lux S.a.r.l., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 222096 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp; 486235 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.236%, (3 mo. USD LIBOR + 5.50%), 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp; 162639 |
|  |  | &nbsp;&nbsp;**$1727925** |
| Professional Services — 1.2% | Professional Services — 1.2% | Professional Services — 1.2% |
| AlixPartners, LLP, Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;$221001 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **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) |
| Camelot U.S. Acquisition, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.517%, (1 mo. USD LIBOR + 3.00%), 10/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;$238759 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.517%, (1 mo. USD LIBOR + 3.00%), 10/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp; 153442 |
| CoreLogic, Inc., Term Loan, 8.125%, (1 mo. USD LIBOR + 3.50%), 6/2/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp; 334849 |
| Deerfield Dakota Holding, LLC, Term Loan, 8.311%, (SOFR + 3.75%), 4/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp; 307765 |
| Employbridge Holding Company, Term Loan, 9.494%, (3 mo. USD LIBOR + 4.75%), 7/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 182610 |
| Techem Verwaltungsgesellschaft 675 mbH, Term Loan, 5.357%, (6 mo. EURIBOR + 2.63%), 7/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp; 118266 |
| Trans Union, LLC, Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 12/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp; 238691 |
|  |  |  | &nbsp;&nbsp;**$1795383** |
| 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: |  |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.32%, (1 mo. USD LIBOR + 2.75%), 8/21/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;$322207 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.911%, (SOFR + 3.25%), 1/31/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp; 406459 |
|  |  |  | &nbsp;&nbsp;**$728666** |
| Road & Rail — 0.7% | Road & Rail — 0.7% | Road & Rail — 0.7% | Road & Rail — 0.7% |
| Grab Holdings, Inc., Term Loan, 9.07%, (1 mo. USD LIBOR + 4.50%), 1/29/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;$340210 |
| Kenan Advantage Group, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 3/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp; 340025 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp; 116930 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.235%, (3 mo. USD LIBOR + 3.50%), 2/25/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp; 157605 |
|  |  |  | &nbsp;&nbsp;**$954770** |
| Semiconductors & Semiconductor Equipment — 0.2% | Semiconductors & Semiconductor Equipment — 0.2% | Semiconductors & Semiconductor Equipment — 0.2% | Semiconductors & Semiconductor Equipment — 0.2% |
| Altar Bidco, Inc., Term Loan, 6.608%, (SOFR + 3.10%), 2/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;$170686 |
| Ultra Clean Holdings, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 8/27/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp; 162511 |
|  |  |  | &nbsp;&nbsp;**$333197** |
| Software — 6.9% | Software — 6.9% | Software — 6.9% | Software — 6.9% |
| Applied Systems, Inc., Term Loan, 9.08%, (SOFR + 4.50%), 9/18/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;$679411 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) |
| AppLovin Corporation, Term Loan, 7.943%, (SOFR + 3.35%), 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;$206094 |
| AQA Acquisition Holding, Inc., Term Loan, 8.985%, (3 mo. USD LIBOR + 4.25%), 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 120278 |
| Astra Acquisition Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.82%, (1 mo. USD LIBOR + 5.25%), 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 133579 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 13.445%, (1 mo. USD LIBOR + 8.88%), 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 217448 |
| Banff Merger Sub, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp; 339015 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.07%, (1 mo. USD LIBOR + 5.50%), 2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 118438 |
| CDK Global, Inc., Term Loan, 9.08%, (SOFR + 4.50%), 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp; 324742 |
| 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;120 | &nbsp;&nbsp;&nbsp;&nbsp; 106241 |
| Ceridian HCM Holding, Inc., Term Loan, 7.07%, (1 mo. USD LIBOR + 2.50%), 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp; 214818 |
| Cloudera, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp; 382140 |
| Constant Contact, Inc., Term Loan, 8.806%, (3 mo. USD LIBOR + 4.00%), 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp; 252217 |
| Cornerstone OnDemand, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp; 183166 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp; 205943 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 257250 |
| E2open, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 123219 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp; 192997 |
| Epicor Software Corporation, Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 95582 |
| Finastra USA, Inc., Term Loan, 8.325%, (3 mo. USD LIBOR + 3.50%), 6/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp; 360222 |
| GoTo Group, Inc., Term Loan, 9.297%, (1 mo. USD LIBOR + 4.75%), 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp; 151762 |
| Greeneden U.S. Holdings II, LLC, Term Loan, 8.57%, (1 mo. USD LIBOR + 4.00%), 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 120571 |
| Hyland Software, Inc., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp; 508235 |
| Imperva, Inc., Term Loan, 8.592%, (3 mo. USD LIBOR + 4.00%), 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 83283 |
| Ivanti Software, Inc., Term Loan, 9.011%, (3 mo. USD LIBOR + 4.25%), 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp; 179421 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Software (continued) | Software (continued) | Software (continued) |
| Magenta Buyer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.58%, (3 mo. USD LIBOR + 4.75%), 7/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;$522511 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 13.08%, (3 mo. USD LIBOR + 8.25%), 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 118313 |
| Maverick Bidco, Inc., Term Loan, 8.575%, (3 mo. USD LIBOR + 3.75%), 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 117633 |
| McAfee, LLC, Term Loan, 8.184%, (SOFR + 3.75%), 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp; 374783 |
| Open Text Corporation, Term Loan, 11/16/29<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 199917 |
| Panther Commercial Holdings, L.P., Term Loan, 9.075%, (3 mo. USD LIBOR + 4.25%), 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 115443 |
| Polaris Newco, LLC, Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp; 352445 |
| Proofpoint, Inc., Term Loan, 7.985%, (3 mo. USD LIBOR + 3.25%), 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp; 364666 |
| RealPage, Inc., Term Loan, 7.57%, (1 mo. USD LIBOR + 3.00%), 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp; 386088 |
| SolarWinds Holdings, Inc., Term Loan, 8.561%, (SOFR + 4.00%), 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 250599 |
| SS&C European Holdings S.a.r.l., Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 4/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 124444 |
| SS&C Technologies, Inc., Term Loan, 6.32%, (1 mo. USD LIBOR + 1.75%), 4/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp; 141616 |
| SurveyMonkey, Inc., Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp; 180854 |
| Ultimate Software Group, Inc. (The): |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.032%, (3 mo. USD LIBOR + 3.25%), 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp; 603960 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.575%, (3 mo. USD LIBOR + 3.75%), 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp; 239154 |
| Veritas US, Inc., Term Loan, 9.73%, (3 mo. USD LIBOR + 5.00%), 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp; 269608 |
| VS Buyer, LLC, Term Loan, 9.50%, (USD Prime + 2.00%), 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 169549 |
|  |  | &nbsp;&nbsp;**$10087655** |
| Specialty Retail — 0.9% | Specialty Retail — 0.9% | Specialty Retail — 0.9% |
| 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;123 | &nbsp;&nbsp;$122966 |
| Great Outdoors Group, LLC, Term Loan, 8.32%, (1 mo. USD LIBOR + 3.75%), 3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp; 386565 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp; 440207 |
| Mattress Firm, Inc., Term Loan, 8.44%, (6 mo. USD LIBOR + 4.25%), 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp; 152433 |
| PetSmart, Inc., Term Loan, 8.411%, (SOFR + 3.75%), 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 220406 |
|  |  | &nbsp;&nbsp;**$1322577** |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **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% |
| NCR Corporation, Term Loan, 7.33%, (3 mo. USD LIBOR + 2.50%), 8/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;$143753 |
|  |  | &nbsp;&nbsp;**$143753** |
| 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>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;$31608 |
|  |  | &nbsp;&nbsp;**$31608** |
| Trading Companies & Distributors — 1.1% | Trading Companies & Distributors — 1.1% | Trading Companies & Distributors — 1.1% |
| Beacon Roofing Supply, Inc., Term Loan, 6.82%, (1 mo. USD LIBOR + 2.25%), 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;$147812 |
| DXP Enterprises, Inc., Term Loan, 9.955%, (6 mo. USD LIBOR + 5.25%), 12/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 142489 |
| Electro Rent Corporation, Term Loan, 9.904%, (SOFR + 5.50%), 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp; 254754 |
| Park River Holdings, Inc., Term Loan, 8.004%, (3 mo. USD LIBOR + 3.25%), 12/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 89560 |
| Spin Holdco, Inc., Term Loan, 8.765%, (3 mo. USD LIBOR + 4.00%), 3/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp; 468358 |
| SRS Distribution, Inc., Term Loan, 8.07%, (1 mo. USD LIBOR + 3.50%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 142866 |
| TricorBraun Holdings, Inc., Term Loan, 7.82%, (1 mo. USD LIBOR + 3.25%), 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 120258 |
| White Cap Buyer, LLC, Term Loan, 8.311%, (SOFR + 3.75%), 10/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp; 315867 |
|  |  | &nbsp;&nbsp;**$1681964** |
| Transportation Infrastructure — 0.1% | Transportation Infrastructure — 0.1% | Transportation Infrastructure — 0.1% |
| Brown Group Holding, LLC, Term Loan, 7.047%, (1 mo. USD LIBOR + 2.50%), 6/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;$185370 |
|  |  | &nbsp;&nbsp;**$185370** |
| Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% |
| Digicel International Finance Limited, Term Loan, 7.797%, (1 mo. USD LIBOR + 3.25%), 5/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;$100722 |
|  |  | &nbsp;&nbsp;**$100722** |
| Total Senior Floating-Rate Loans<br> (identified cost $61,023,427) |  | &nbsp;&nbsp;**$57334537** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Sovereign Government Bonds — 11.5%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Angola — 0.1% | Angola — 0.1% | Angola — 0.1% | Angola — 0.1% |
| Republic of Angola, 8.00%, 11/26/29<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;$189037 |
|  |  |  | &nbsp;&nbsp;**$189037** |
| Argentina — 0.2% | Argentina — 0.2% | Argentina — 0.2% | Argentina — 0.2% |
| Province of Salta Argentina, 8.50%, 12/1/27<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;$21840 |
| Provincia de Cordoba, 6.875%, 12/10/25<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 129978 |
| Republic of Argentina, 3.875% to 7/9/23, 1/9/38<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp; 120075 |
|  |  |  | &nbsp;&nbsp;**$271893** |
| Armenia — 0.1% | Armenia — 0.1% | Armenia — 0.1% | Armenia — 0.1% |
| Republic of Armenia, 3.95%, 9/26/29<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$167800 |
|  |  |  | &nbsp;&nbsp;**$167800** |
| Azerbaijan — 0.1% | Azerbaijan — 0.1% | Azerbaijan — 0.1% | Azerbaijan — 0.1% |
| Republic of Azerbaijan, 3.50%, 9/1/32<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$130584 |
|  |  |  | &nbsp;&nbsp;**$130584** |
| Bahrain — 0.3% | Bahrain — 0.3% | Bahrain — 0.3% | Bahrain — 0.3% |
| Kingdom of Bahrain: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 9/20/29<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$202375 |
| &nbsp;&nbsp;&nbsp;7.375%, 5/14/30<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 207887 |
|  |  |  | &nbsp;&nbsp;**$410262** |
| Barbados — 0.4% | Barbados — 0.4% | Barbados — 0.4% | Barbados — 0.4% |
| Government of Barbados, 6.50%, 10/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;$528227 |
|  |  |  | &nbsp;&nbsp;**$528227** |
| Benin — 0.2% | Benin — 0.2% | Benin — 0.2% | Benin — 0.2% |
| Benin Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 1/19/32<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$86070 |
| &nbsp;&nbsp;&nbsp;6.875%, 1/19/52<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp; 274436 |
|  |  |  | &nbsp;&nbsp;**$360506** |
| Chile — 0.3% | Chile — 0.3% | Chile — 0.3% | Chile — 0.3% |
| Chile Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.24%, 2/6/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$190040 |
| &nbsp;&nbsp;&nbsp;3.50%, 4/15/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp; 254738 |
|  |  |  | &nbsp;&nbsp;**$444778** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| 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>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$78802 |
|  |  |  | &nbsp;&nbsp;**$78802** |
| Dominican Republic — 0.4% | Dominican Republic — 0.4% | Dominican Republic — 0.4% | Dominican Republic — 0.4% |
| Dominican Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 1/30/60<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;$147666 |
| &nbsp;&nbsp;&nbsp;6.40%, 6/5/49<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp; 136850 |
| &nbsp;&nbsp;&nbsp;6.85%, 1/27/45<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp; 348012 |
|  |  |  | &nbsp;&nbsp;**$632528** |
| Ecuador — 0.3% | Ecuador — 0.3% | Ecuador — 0.3% | Ecuador — 0.3% |
| Republic of Ecuador, 1.50%, 7/31/40<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 | &nbsp;&nbsp;$415097 |
|  |  |  | &nbsp;&nbsp;**$415097** |
| Egypt — 0.6% | Egypt — 0.6% | Egypt — 0.6% | Egypt — 0.6% |
| Arab Republic of Egypt: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.15%, 11/20/59<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;$358995 |
| &nbsp;&nbsp;&nbsp;8.50%, 1/31/47<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp; 225429 |
| &nbsp;&nbsp;&nbsp;8.70%, 3/1/49<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 142195 |
| &nbsp;&nbsp;&nbsp;8.875%, 5/29/50<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 143559 |
|  |  |  | &nbsp;&nbsp;**$870178** |
| Ethiopia — 0.1% | Ethiopia — 0.1% | Ethiopia — 0.1% | Ethiopia — 0.1% |
| Ethiopia Government International Bond, 6.625%, 12/11/24<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$136402 |
|  |  |  | &nbsp;&nbsp;**$136402** |
| Gabon — 0.2% | Gabon — 0.2% | Gabon — 0.2% | Gabon — 0.2% |
| Gabon Government International Bond, 6.625%, 2/6/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;$278586 |
|  |  |  | &nbsp;&nbsp;**$278586** |
| Guatemala — 0.1% | Guatemala — 0.1% | Guatemala — 0.1% | Guatemala — 0.1% |
| Guatemala Government International Bond, 5.375%, 4/24/32<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$196381 |
|  |  |  | &nbsp;&nbsp;**$196381** |
| Honduras — 0.5% | Honduras — 0.5% | Honduras — 0.5% | Honduras — 0.5% |
| Honduras Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 6/24/30<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;$383869 |
| &nbsp;&nbsp;&nbsp;6.25%, 1/19/27<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 310169 |
|  |  |  | &nbsp;&nbsp;**$694038** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Hungary — 0.2% | Hungary — 0.2% | Hungary — 0.2% | Hungary — 0.2% |
| Hungary Government International Bond, 2.125%, 9/22/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;$240684 |
|  |  |  | &nbsp;&nbsp;**$240684** |
| India — 0.2% | India — 0.2% | India — 0.2% | India — 0.2% |
| Export-Import Bank of India, 2.25%, 1/13/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;$298936 |
|  |  |  | &nbsp;&nbsp;**$298936** |
| Indonesia — 0.5% | Indonesia — 0.5% | Indonesia — 0.5% | Indonesia — 0.5% |
| Indonesia Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 3/31/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;$509704 |
| &nbsp;&nbsp;&nbsp;4.65%, 9/20/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 199640 |
|  |  |  | &nbsp;&nbsp;**$709344** |
| Iraq — 0.3% | Iraq — 0.3% | Iraq — 0.3% | Iraq — 0.3% |
| Republic of Iraq, 5.80%, 1/15/28<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;$435450 |
|  |  |  | &nbsp;&nbsp;**$435450** |
| Ivory Coast — 0.1% | Ivory Coast — 0.1% | Ivory Coast — 0.1% | Ivory Coast — 0.1% |
| Ivory Coast Government International Bond, 6.875%, 10/17/40<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$83500 |
|  |  |  | &nbsp;&nbsp;**$83500** |
| Jordan — 0.1% | Jordan — 0.1% | Jordan — 0.1% | Jordan — 0.1% |
| Kingdom of Jordan, 7.375%, 10/10/47<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$180661 |
|  |  |  | &nbsp;&nbsp;**$180661** |
| Kenya — 0.1% | Kenya — 0.1% | Kenya — 0.1% | Kenya — 0.1% |
| Government of Kenya, 7.25%, 2/28/28<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$177348 |
|  |  |  | &nbsp;&nbsp;**$177348** |
| Lebanon — 0.1% | Lebanon — 0.1% | Lebanon — 0.1% | Lebanon — 0.1% |
| Lebanese Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 4/14/20<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;$1350 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/27/23<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp; 5940 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/4/22<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp; 22748 |
| &nbsp;&nbsp;&nbsp;6.15%, 6/19/20<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp; 1742 |
| &nbsp;&nbsp;&nbsp;6.20%, 2/26/25<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp; 2003 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/27/22<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp; 2580 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/4/24<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/12/25<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp; 8776 |
| &nbsp;&nbsp;&nbsp;6.375%, 3/9/20<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp; 25987 |
| &nbsp;&nbsp;&nbsp;6.40%, 5/26/23<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp; 405 |
| &nbsp;&nbsp;&nbsp;6.65%, 4/22/24<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp; 8456 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Lebanon (continued) | Lebanon (continued) | Lebanon (continued) | Lebanon (continued) |
| Lebanese Republic: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.65%, 11/3/28<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;$6215 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/29/27<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;6.85%, 5/25/29<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/20/28<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp; 12742 |
| &nbsp;&nbsp;&nbsp;7.05%, 11/2/35<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp; 2569 |
| &nbsp;&nbsp;&nbsp;7.15%, 11/20/31<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp; 13670 |
| &nbsp;&nbsp;&nbsp;8.20%, 5/17/33<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/12/21<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp; 9383 |
| &nbsp;&nbsp;&nbsp;8.25%, 5/17/34<sup>(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp; 3915 |
|  |  |  | &nbsp;&nbsp;**$134013** |
| Macedonia — 0.2% | Macedonia — 0.2% | Macedonia — 0.2% | Macedonia — 0.2% |
| North Macedonia Government International Bond, 1.625%, 3/10/28<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;$324351 |
|  |  |  | &nbsp;&nbsp;**$324351** |
| Mexico — 0.1% | Mexico — 0.1% | Mexico — 0.1% | Mexico — 0.1% |
| Mexico Government International Bond, 5.00%, 4/27/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$172966 |
|  |  |  | &nbsp;&nbsp;**$172966** |
| Mozambique — 0.1% | Mozambique — 0.1% | Mozambique — 0.1% | Mozambique — 0.1% |
| Mozambique Government International Bond, 5.00% to 9/15/23, 9/15/31<sup>(3)(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$161152 |
|  |  |  | &nbsp;&nbsp;**$161152** |
| Oman — 0.3% | Oman — 0.3% | Oman — 0.3% | Oman — 0.3% |
| Oman Government International Bond, 7.375%, 10/28/32<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;$392518 |
|  |  |  | &nbsp;&nbsp;**$392518** |
| Pakistan — 0.1% | Pakistan — 0.1% | Pakistan — 0.1% | Pakistan — 0.1% |
| Islamic Republic of Pakistan, 7.375%, 4/8/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;$107302 |
|  |  |  | &nbsp;&nbsp;**$107302** |
| Panama — 0.3% | Panama — 0.3% | Panama — 0.3% | Panama — 0.3% |
| Panama Government International Bond, 6.70%, 1/26/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;$457364 |
|  |  |  | &nbsp;&nbsp;**$457364** |
| Paraguay — 0.2% | Paraguay — 0.2% | Paraguay — 0.2% | Paraguay — 0.2% |
| Republic of Paraguay, 4.95%, 4/28/31<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;$252311 |
|  |  |  | &nbsp;&nbsp;**$252311** |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Peru — 0.3% | Peru — 0.3% | Peru — 0.3% | Peru — 0.3% |
| Peruvian Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.783%, 1/23/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;$283543 |
| &nbsp;&nbsp;&nbsp;3.30%, 3/11/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 128469 |
|  |  |  | &nbsp;&nbsp;**$412012** |
| Romania — 0.8% | Romania — 0.8% | Romania — 0.8% | Romania — 0.8% |
| Romania Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 2/26/26<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;$87183 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/14/41<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp; 79582 |
| &nbsp;&nbsp;&nbsp;3.375%, 1/28/50<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp; 172573 |
| &nbsp;&nbsp;&nbsp;4.625%, 4/3/49<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp; 354793 |
| &nbsp;&nbsp;&nbsp;5.00%, 9/27/26<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp; 267511 |
| &nbsp;&nbsp;&nbsp;6.625%, 9/27/29<sup>(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp; 263156 |
|  |  |  | &nbsp;&nbsp;**$1224798** |
| Serbia — 0.5% | Serbia — 0.5% | Serbia — 0.5% | Serbia — 0.5% |
| Serbia Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.125%, 12/1/30<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;$616083 |
| &nbsp;&nbsp;&nbsp;6.50%, 9/26/33<sup>(13)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 200745 |
|  |  |  | &nbsp;&nbsp;**$816828** |
| Sri Lanka — 0.5% | Sri Lanka — 0.5% | Sri Lanka — 0.5% | Sri Lanka — 0.5% |
| Sri Lanka Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 4/18/23<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;$262582 |
| &nbsp;&nbsp;&nbsp;6.20%, 5/11/27<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 69785 |
| &nbsp;&nbsp;&nbsp;6.75%, 4/18/28<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp; 99365 |
| &nbsp;&nbsp;&nbsp;6.85%, 3/14/24<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 69872 |
| &nbsp;&nbsp;&nbsp;6.85%, 11/3/25<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp; 145757 |
| &nbsp;&nbsp;&nbsp;7.55%, 3/28/30<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 69739 |
|  |  |  | &nbsp;&nbsp;**$717100** |
| Suriname — 1.1% | Suriname — 1.1% | Suriname — 1.1% | Suriname — 1.1% |
| Republic of Suriname, 9.25%, 10/26/26<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109 | &nbsp;&nbsp;$1672437 |
|  |  |  | &nbsp;&nbsp;**$1672437** |
| Turkey — 0.2% | Turkey — 0.2% | Turkey — 0.2% | Turkey — 0.2% |
| Turkey Government International Bond, 5.125%, 2/17/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;$300353 |
|  |  |  | &nbsp;&nbsp;**$300353** |
| Ukraine — 0.3% | Ukraine — 0.3% | Ukraine — 0.3% | Ukraine — 0.3% |
| Ukraine Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, GDP-Linked, 8/1/41<sup>(10)(13)(20)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;$262065 |
| &nbsp;&nbsp;&nbsp;6.876%, 5/21/31<sup>(13)(14)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp; 130391 |
|  |  |  | &nbsp;&nbsp;**$392456** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| United Arab Emirates — 0.5% | United Arab Emirates — 0.5% | United Arab Emirates — 0.5% |
| Finance Department Government of Sharjah, 4.375%, 3/10/51<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;$673390 |
|  |  | &nbsp;&nbsp;**$673390** |
| Uzbekistan — 0.3% | Uzbekistan — 0.3% | Uzbekistan — 0.3% |
| Republic of Uzbekistan: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 2/20/24<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;$236070 |
| &nbsp;&nbsp;&nbsp;5.375%, 2/20/29<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 187970 |
|  |  | &nbsp;&nbsp;**$424040** |
| Zambia — 0.2% | Zambia — 0.2% | Zambia — 0.2% |
| Zambia Government International Bond: |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 9/20/22<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$93750 |
| &nbsp;&nbsp;&nbsp;8.50%, 4/14/24<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 101085 |
| &nbsp;&nbsp;&nbsp;8.97%, 7/30/27<sup>(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp; 170565 |
|  |  | &nbsp;&nbsp;**$365400** |
| Total Sovereign Government Bonds<br> (identified cost $19,930,154) |  | &nbsp;&nbsp;**$16931813** |

---

Sovereign Loans — 1.0%

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Tanzania — 1.0% | Tanzania — 1.0% | Tanzania — 1.0% |
| 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;1460 | &nbsp;&nbsp;$1470694 |
| Total Sovereign Loans<br> (identified cost $1,460,000) |  | &nbsp;&nbsp;**$1470694** |

---

U.S. Government Agency Mortgage-Backed Securities — 23.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.263%, (COF + 1.25%), 1/1/35<sup>(21)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;$300042 |
| &nbsp;&nbsp;&nbsp;5.00%, 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2581 | &nbsp;&nbsp;&nbsp;&nbsp; 2594948 |
| &nbsp;&nbsp;&nbsp;6.00%, 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp; 490397 |
| &nbsp;&nbsp;&nbsp;6.15%, 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp; 92352 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp; 356036 |
| &nbsp;&nbsp;&nbsp;7.00%, 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp; 422103 |
| &nbsp;&nbsp;&nbsp;7.50%, 11/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp; 22600 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 3/1/31 | $&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;$3983 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;3.402%, (6 mo. USD LIBOR + 1.54%), 9/1/37<sup>(21)</sup> | &nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp;&nbsp;&nbsp; 127014 |
| &nbsp;&nbsp;&nbsp;5.00%, with various maturities to 2040 | &nbsp;&nbsp;&nbsp; 664 | &nbsp;&nbsp;&nbsp;&nbsp; 677671 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(22)</sup> | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 304828 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2033 | &nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp;&nbsp;&nbsp; 552692 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(22)</sup> | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp; 307688 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/1/23 | &nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; 42525 |
| &nbsp;&nbsp;&nbsp;6.333%, (COF + 2.00%), 7/1/32<sup>(21)</sup> | &nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp; 100790 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2036 | &nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp; 890312 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2037 | &nbsp;&nbsp;&nbsp; 361 | &nbsp;&nbsp;&nbsp;&nbsp; 377281 |
| &nbsp;&nbsp;&nbsp;10.00%, 8/1/31 | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp; 5067 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/15/47 | &nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp; 164748 |
| &nbsp;&nbsp;&nbsp;5.00%, 6/20/52 | &nbsp;&nbsp;&nbsp; 1984 | &nbsp;&nbsp;&nbsp;&nbsp; 2000800 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(22)</sup> | &nbsp;&nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 10874461 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2062 | &nbsp;&nbsp;&nbsp; 1114 | &nbsp;&nbsp;&nbsp;&nbsp; 1137621 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(22)</sup> | &nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp;&nbsp;&nbsp; 11269610 |
| &nbsp;&nbsp;&nbsp;6.50%, 1/20/53 | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp; 826810 |
| &nbsp;&nbsp;&nbsp;7.50%, 8/15/25 | &nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp; 27801 |
| &nbsp;&nbsp;&nbsp;8.00%, 3/15/34 | &nbsp;&nbsp;&nbsp; 293 | &nbsp;&nbsp;&nbsp;&nbsp; 304914 |
| &nbsp;&nbsp;&nbsp;9.50%, 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(23)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 446 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $34,553,705) |  | &nbsp;&nbsp;**$34275540** |

---

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>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19735 | &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;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Total Warrants<br> (identified cost $0) |  | &nbsp;&nbsp;**$0** |

---

Short-Term Investments — 6.1%

Affiliated Fund — 5.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.14%<sup>(24)</sup> | 8528807 | &nbsp;&nbsp;$8528807 |
| Total Affiliated Fund<br> (identified cost $8,528,807) |  | &nbsp;&nbsp;**$8528807** |

---

U.S. Treasury Obligations — 0.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 3/16/23<sup>(25)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;$284575 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp; 187735 |
| Total U.S. Treasury Obligations<br> (identified cost $472,378) |  | &nbsp;&nbsp;**$472310** |
| Total Short-Term Investments<br> (identified cost $9,001,185) |  | &nbsp;&nbsp;**$9001117** |
| Total Investments — 130.0%<br> (identified cost $214,822,291) |  | &nbsp;&nbsp;**$191468406** |
| Less Unfunded Loan Commitments — (0.0)%<sup>(9)</sup> |  | &nbsp;&nbsp;**$(1073)** |
| Net Investments — 130.0%<br> (identified cost $214,821,218) |  | &nbsp;&nbsp;**$191467333** |
| Other Assets, Less Liabilities — (30.0)% |  | &nbsp;&nbsp;**$(44212637)** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$147254696** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| \* | 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 January 31, 2023, the aggregate value of these securities is $54,386,196 or 36.9% of the Fund's net assets. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2023. |
| <sup>(3)</sup> | Step coupon security. Interest rate represents the rate in effect at January 31, 2023. |
| <sup>(4)</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. |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

<sup>(5)</sup> Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at January 31, 2023.

<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 January 31, 2023.

<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> Non-income producing security.

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

<sup>(12)</sup> For fair value measurement disclosure purposes, security is categorized as Level 3.

<sup>(13)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2023, the aggregate value of these securities is $15,011,916 or 10.2% of the Fund's net assets.

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

<sup>(15)</sup> When-issued security.

<sup>(16)</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>(17)</sup> The stated interest rate represents the weighted average interest rate at January 31, 2023 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>(18)</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 January 31, 2023, the total value of unfunded loan commitments is $525.

<sup>(19)</sup> This Senior Loan will settle after January 31, 2023, at which time the interest rate will be determined.

<sup>(20)</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>(21)</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 January 31, 2023.

<sup>(22)</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>(23)</sup> Principal amount is less than $500.

<sup>(24)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2023.

<sup>(25)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

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; 206796 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 192929 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3499) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 306139 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 285611 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5180) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 529643 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 494129 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8962) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;1625146 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1516173 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27498) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(45139)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;1457314 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1362717 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(24163) |
| USD | &nbsp;&nbsp;1482640 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1362716 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1526) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(25689)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;$(765136) | &nbsp;&nbsp;&nbsp;&nbsp;$15133 |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (743720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20243 |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40616 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(129) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14092242) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(170576) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1030640) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12) |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2126250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95786) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(190382)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Brazil | &nbsp;&nbsp;$2518 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.28% | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;$(135102) | &nbsp;&nbsp;$165710 | &nbsp;&nbsp;$30608 |
| Colombia | &nbsp;&nbsp;&nbsp;&nbsp; 5000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.63 | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(338245) | &nbsp;&nbsp;&nbsp;&nbsp;367737 | &nbsp;&nbsp;&nbsp;&nbsp; 29492 |
| Croatia | &nbsp;&nbsp;&nbsp;&nbsp; 5000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.98 | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9449 | &nbsp;&nbsp;&nbsp;&nbsp; 53333 | &nbsp;&nbsp;&nbsp;&nbsp; 62782 |
| Hungary | &nbsp;&nbsp;&nbsp;&nbsp; 2200 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.96 | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (87416) | &nbsp;&nbsp;&nbsp;&nbsp;168395 | &nbsp;&nbsp;&nbsp;&nbsp; 80979 |

---

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** | **Credit Default Swaps - Sell Protection (Centrally Cleared) (continued)** |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Indonesia | &nbsp;&nbsp;$3000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.88% | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;$18883 | &nbsp;&nbsp;$30243 | &nbsp;&nbsp;$49126 |
| Mexico | &nbsp;&nbsp;&nbsp;&nbsp; 2500 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.19 | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (18234) | &nbsp;&nbsp;&nbsp;&nbsp; 76244 | &nbsp;&nbsp;&nbsp;&nbsp; 58010 |
| Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.18 | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (13312) | &nbsp;&nbsp;&nbsp;&nbsp; 32562 | &nbsp;&nbsp;&nbsp;&nbsp; 19250 |
| Poland | &nbsp;&nbsp;&nbsp;&nbsp; 2500 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.51 | &nbsp;&nbsp;&nbsp;&nbsp;6/20/23 | &nbsp;&nbsp;&nbsp;&nbsp; 7632 | &nbsp;&nbsp;&nbsp;&nbsp; (4831) | &nbsp;&nbsp;&nbsp;&nbsp; 2801 |
| **Total** | &nbsp;&nbsp;**$24718** |  |  | &nbsp;&nbsp;**$(556345)** | &nbsp;&nbsp;**$889393** | &nbsp;&nbsp;**$333048** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Brazil | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;$1050 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;3.07% | &nbsp;&nbsp;12/20/31 | &nbsp;&nbsp;$(145305) | &nbsp;&nbsp;$135192 | &nbsp;&nbsp;$(10113) |
| Dubai | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;3000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.12 | &nbsp;&nbsp; 6/20/23 | &nbsp;&nbsp;&nbsp;&nbsp; 13641 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 | &nbsp;&nbsp;&nbsp;&nbsp; 14679 |
| Mexico | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 688 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.86 | &nbsp;&nbsp;12/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; (41468) | &nbsp;&nbsp;&nbsp;&nbsp; 27317 | &nbsp;&nbsp;&nbsp;&nbsp;(14151) |
| Romania | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;4000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.73 | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(284278) | &nbsp;&nbsp;&nbsp;&nbsp;459620 | &nbsp;&nbsp;&nbsp;&nbsp;175342 |
| **Total** |  | &nbsp;&nbsp;**$8738** |  |  | &nbsp;&nbsp;**$(457410)** | &nbsp;&nbsp;**$623167** | &nbsp;&nbsp;**$165757** |

---

\* 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 January 31, 2023, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $33,456,000.

\*\* 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.

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| 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 |
| TBA | – To Be Announced |

---

---

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

---

At January 31, 2023, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

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

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

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

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

Affiliated Investments

At January 31, 2023, the value of the Fund's investment in issuers and funds that may be deemed to be affiliated was $10,010,692, which represents 6.8% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended January 31, 2023 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<br> amount/<br> Shares, end<br> of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Bank of America Merrill Lynch Trust: |  |  |  |  |  |  |  |  |
| Series 2016-C29, Class D, 3.00%, 5/15/49 | &nbsp;&nbsp;&nbsp;$755772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $(3453) | &nbsp;&nbsp;&nbsp;&nbsp;$753780 | &nbsp;&nbsp;$8961 | $1000000 |
| Series 2016-C32, Class D, 3.396%, 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184752 | &nbsp;&nbsp;&nbsp;&nbsp;2524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 |
| Morgan Stanley Capital I Trust, Series 2016-UBS12, Class D, 3.312%, 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;11910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543353 | &nbsp;&nbsp;&nbsp;10187 | &nbsp;&nbsp;&nbsp;1000000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;5734874 | &nbsp;&nbsp;&nbsp;16360265 | &nbsp;&nbsp;&nbsp;(13566332) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;8528807 | &nbsp;&nbsp;&nbsp;71062 | &nbsp;&nbsp;&nbsp;8528807 |
| **Total** |  |  |  | **$—** | **$11762** | **$10010692** | **$92734** |  |

---

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

------

Eaton Vance<br>

Short Duration Diversified Income Fund

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Fair Value Measurements

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

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

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

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

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

At January 31, 2023, 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;$25179181 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$25179181 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13046298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13046298 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 14624731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 14624731 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 126150 | &nbsp;&nbsp;&nbsp;&nbsp; 102916 | &nbsp;&nbsp;&nbsp;&nbsp; 44551 | &nbsp;&nbsp;&nbsp;&nbsp; 273617 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19161215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19161215 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 169663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 169663 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 57320257 | &nbsp;&nbsp;&nbsp;&nbsp; 13207 | &nbsp;&nbsp;&nbsp;&nbsp; 57333464 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16931813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16931813 |
| Sovereign Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1470694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1470694 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 34275540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 34275540 |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;8528807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8528807 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 472310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 472310 |
| **Total Investments** | &nbsp;&nbsp;**$8654957** | &nbsp;&nbsp;**$182754618** | &nbsp;&nbsp;**$57758** | &nbsp;&nbsp;**$191467333** |
| Futures Contracts | &nbsp;&nbsp;$75992 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$75992 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 49605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 49605 |
| **Total** | &nbsp;&nbsp;**$8730949** | &nbsp;&nbsp;**$182804223** | &nbsp;&nbsp;**$57758** | &nbsp;&nbsp;**$191592930** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(70828) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(70828) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266374) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (266374) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1063360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1063360) |
| **Total** | &nbsp;&nbsp;**$(266374)** | &nbsp;&nbsp;**$(1134188)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(1400562)** |

---

\* 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 January 31, 2023 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 Short Duration Diversified Income Fund

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

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

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

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

  - **Street Address 1:** 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 Short Duration Diversified Income Fund

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $203450015.77

**Total Liabilities:** $56205183.04

**Net Assets:** $147244832.73

**Delayed Delivery Securities:** $24793179.70

**Cash Not Reported:** $8067412.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -116.85000000 | **1-Year:** -986.59000000 | **5-Year:** -10864.76000000 | **10-Year:** -3425.84000000 | **30-Year:** -1875.33000000

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

- **3-Month:** -563.18000000 | **1-Year:** -10223.89000000 | **5-Year:** -24908.29000000 | **10-Year:** -6234.07000000 | **30-Year:** -1203.55000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.41%                | 0.39%                | 3.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-47251.95               | $3967679.59                                |
| Month 2  | $297338.67               | $-887868.26                                |
| Month 3  | $-425052.31              | $4474322.07                                |

**Designated Index Information**

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

- **Index Identifier:** JSPLLIUSD

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Trident TPI Holdings, Inc.                              | Trident TPI Holdings, Inc. 2021 Incremental Term Loan                                                      | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    123505 | PA      | $121453.48    | 0.08%             | 2028-09-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                      | CUSIP: 3128MAE88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399157 | PA      | $422103.31    | 0.29%             | 2036-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                            | Calpine Corp                                                                                               | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24210.22     | 0.02%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOLARWINDS HOLDINGS, INC.                               | SolarWinds Holdings, Inc. 2022 Term Loan B                                                                 | CUSIP: 83417UAK2<br>LEI: 549300GUYI8M0E3S0X29 | Long             | LON              | CORP              | US        |    250000 | PA      | $250599.00    | 0.17%             | 2027-02-05      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                                     | Endure Digital Inc. Term Loan                                                                              | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    443250 | PA      | $419425.31    | 0.28%             | 2028-02-10      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                   | AssuredPartners, Inc. 2020 Term Loan B                                                                     | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     24250 | PA      | $24057.31     | 0.02%             | 2027-02-12      | Floating      | 8.07%                 | 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        |     98250 | PA      | $97206.09     | 0.07%             | 2027-11-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-C31                                                             | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922000 | PA      | $754230.02    | 0.51%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $207887.20    | 0.14%             | 2030-05-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sovos Compliance, LLC                                   | Sovos Compliance, LLC 2021 Term Loan                                                                       | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-08-11      | Floating      | 9.07%                 | 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        |     11266 | NS      | $21518.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2000 | PA      | $135.00       | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| USIC Holdings, Inc.                                     | USIC Holdings, Inc. 2021 Term Loan                                                                         | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    167734 | PA      | $162963.70    | 0.11%             | 2028-05-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                       | Chile Government International Bond                                                                        | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $190040.00    | 0.13%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                         | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    452000 | PA      | $358476.68    | 0.24%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                             | Beacon Roofing Supply, Inc. 2021 Term Loan B                                                               | CUSIP: 07368RAF8<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    147750 | PA      | $147811.61    | 0.10%             | 2028-05-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                         | Informatica LLC 2021 USD Term Loan B                                                                       | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    372188 | PA      | $372071.38    | 0.25%             | 2028-10-27      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217595.28    | 0.15%             | 2029-02-01      | Fixed         | 4.62%                 | 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        |    122812 | PA      | $122966.02    | 0.08%             | 2028-04-13      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                   | CUSIP: 38383AUB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296902 | PA      | $203163.13    | 0.14%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    194000 | PA      | $169051.02    | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                     | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    170000 | PA      | $128469.21    | 0.09%             | 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        |    396000 | PA      | $382140.00    | 0.26%             | 2028-10-08      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                           | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    324666 | PA      | $120074.36    | 0.08%             | 2038-01-09      | Variable      | 3.88%                 | 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        |    238759 | PA      | $238758.93    | 0.16%             | 2026-10-30      | Floating      | 7.52%                 | 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        |    688000 | OU      | $-42290.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92RFXDD2 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RFXDD2 CDS USD P V 03MEVENT 1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $-344216.95   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31359HYE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16595 | PA      | $16632.72     | 0.01%             | 2024-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                                                       | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $492107.87    | 0.33%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    410000 | PA      | $145757.43    | 0.10%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  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        |    409609 | PA      | $316715.51    | 0.22%             | 2027-02-01      | Variable      | 9.83%                 | 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        |    748265 | PA      | $667847.05    | 0.45%             | 2026-11-25      | Fixed         | 3.47%                 | 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        |    120000 | PA      | $106240.92    | 0.07%             | 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        |    379050 | PA      | $379326.35    | 0.26%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97216 | PA      | $100790.41    | 0.07%             | 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        |    503827 | PA      | $100923.29    | 0.07%             | 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        |    612505 | PA      | $609825.69    | 0.41%             | 2028-02-19      | Floating      | 6.82%                 | 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        |    264688 | PA      | $156969.22    | 0.11%             | 2026-04-22      | Floating      | 7.43%                 | 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        |     72375 | PA      | $72390.05     | 0.05%             | 2025-05-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                    | AppLovin Corporation 2018 Term Loan B                                                                      | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |    209465 | PA      | $206093.90    | 0.14%             | 2025-08-15      | Variable      | 7.94%                 | No            |                  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        |    344655 | PA      | $339015.20    | 0.23%             | 2025-10-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Ameriforge Group, Inc.                                  | Ameriforge Group, Inc. 2021 Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11118 | PA      | $5517.42      | 0.00%             | 2026-02-01      | Floating      | 17.55%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                  | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330227.63    | 0.22%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137F6CY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544632 | PA      | $306924.59    | 0.21%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    240000 | PA      | $236070.00    | 0.16%             | 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        |     24188 | PA      | $23590.36     | 0.02%             | 2026-07-24      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                   | Open Text Corporation 2022 Term Loan B                                                                     | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    200000 | PA      | $199916.60    | 0.14%             | 2029-11-16      | None          | 0.00%                 | 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        |    142875 | PA      | $93136.64     | 0.06%             | 2025-02-28      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS MORTGAGE TRUST 2017-C1                                                                               | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $526725.01    | 0.36%             | 2050-02-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc.                              | Creation Technologies Inc. 2021 Term Loan                                                                  | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    148875 | PA      | $125055.00    | 0.08%             | 2028-10-05      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                   | Finance Department Government of Sharjah                                                                   | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    970000 | PA      | $673389.52    | 0.46%             | 2051-03-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                          | Golub Capital Partners CLO 23M Ltd                                                                         | CUSIP: 38175HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1757090.00   | 1.19%             | 2031-01-20      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31401CYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330100 | PA      | $341774.68    | 0.23%             | 2033-06-01      | Fixed         | 5.50%                 | 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        |    768275 | PA      | $766434.21    | 0.52%             | 2025-08-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137BWL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74196 | PA      | $553.49       | 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        |    306312 | PA      | $303951.44    | 0.21%             | 2025-07-31      | Floating      | 7.58%                 | 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        |    321094 | PA      | $236003.94    | 0.16%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                   | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5297315 | PA      | $625244.25    | 0.42%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKORN HOLDING COMPANY LLC                               | AKORN HOLDING COMPANY LLC                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6053 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XV CLO Ltd                                                                                          | CUSIP: 36319FAG1<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |   1440000 | PA      | $1297163.52   | 0.88%             | 2030-10-15      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $608431.47    | 0.41%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                        | Trans Union, LLC 2021 Term Loan B6                                                                         | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    238935 | PA      | $238691.05    | 0.16%             | 2028-12-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| AQA Acquisition Holding, Inc.                           | AQA Acquisition Holding, Inc. 2021 1st Lien Term Loan                                                      | CUSIP: 03836HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123125 | PA      | $120277.73    | 0.08%             | 2028-03-03      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31395NBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611642 | PA      | $59160.66     | 0.04%             | 2036-06-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer, LLC                                   | Illuminate Buyer, LLC 2021 Term Loan                                                                       | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    116553 | PA      | $114105.48    | 0.08%             | 2027-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65840.43     | 0.04%             | 2028-01-31      | Fixed         | 5.00%                 | 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        |    148125 | PA      | $147777.80    | 0.10%             | 2028-09-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    596902 | PA      | $196659.75    | 0.13%             | 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        |   1905707 | PA      | $236358.80    | 0.16%             | 2050-04-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                  | SS&C Technologies Inc. 2018 Term Loan B3                                                                   | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    141716 | PA      | $141616.42    | 0.10%             | 2025-04-16      | Floating      | 6.32%                 | 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        |    153497 | PA      | $153442.07    | 0.10%             | 2026-10-30      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                         | iHeartMedia Inc                                                                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4791 | NS      | $37130.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Holdings, LLC                             | Sotera Health Holdings, LLC 2021 Term Loan                                                                 | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    100000 | PA      | $96656.20     | 0.07%             | 2026-12-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 31396HJJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573936 | PA      | $28465.14     | 0.02%             | 2030-09-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31398NTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024254 | PA      | $92808.06     | 0.06%             | 2040-10-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                                                    | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    753000 | PA      | $775157.72    | 0.53%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL, INC.                                        | CDK Global, Inc. 2022 USD Term Loan B                                                                      | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325000 | PA      | $324741.63    | 0.22%             | 2029-07-06      | Variable      | 9.08%                 | 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        |    200000 | PA      | $198928.60    | 0.14%             | 2029-01-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                  | GFL Environmental Inc. 2020 Term Loan                                                                      | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |    196463 | PA      | $197200.10    | 0.13%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXV Ltd                                                                               | CUSIP: 55820MAA1<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2813346.00   | 1.91%             | 2029-04-25      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| LHS BORROWER, LLC                                       | LHS Borrower, LLC 2022 Term Loan B                                                                         | CUSIP: 50204EAB4<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |    198500 | PA      | $168228.75    | 0.11%             | 2029-02-16      | Floating      | 9.41%                 | 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        |     73875 | PA      | $71658.75     | 0.05%             | 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        |    504933 | PA      | $417386.25    | 0.28%             | 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        |    222750 | PA      | $215550.50    | 0.15%             | 2028-11-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                                   | DXP Enterprises, Inc. 2020 Term Loan                                                                       | CUSIP: 23338DAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147873 | PA      | $142489.31    | 0.10%             | 2027-12-23      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                | CUSIP: 61766EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $753780.10    | 0.51%             | 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        |     40000 | PA      | $2580.00      | 0.00%             | 2022-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BMIB8KYH1 CDS USD R F  1.00000 2 SOVEREIGN / Short: BMIB8KYH1 CDS USD P V 03MEVENT 1 SOVEREIGN       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |   4000000 | OU      | $-289055.48   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares XXXIIR CLO Ltd                                                                                        | CUSIP: 04017EAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $845236.00    | 0.57%             | 2030-05-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C36                                                             | CUSIP: 95000MAC5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $309705.00    | 0.21%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                         | NCR Corporation 2019 Term Loan                                                                             | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |    144113 | PA      | $143752.52    | 0.10%             | 2026-08-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                             | Fertitta Entertainment, LLC 2022 Term Loan B                                                               | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    227438 | PA      | $225078.47    | 0.15%             | 2029-01-27      | Floating      | 8.56%                 | 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        |    317728 | PA      | $315866.57    | 0.21%             | 2027-10-19      | Variable      | 8.31%                 | 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        |    147565 | PA      | $147350.13    | 0.10%             | 2028-10-05      | Floating      | 7.92%                 | 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        |     99144 | PA      | $99345.59     | 0.07%             | 2026-02-19      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311102 | PA      | $286486.60    | 0.19%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92RGQ8J9 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RGQ8J9 CDS USD P V 03MEVENT 1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2000000 | OU      | $-15700.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                               | Mirion Technologies, Inc. 2021 Term Loan                                                                   | CUSIP: 60470HAB3<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |     99000 | PA      | $98793.78     | 0.07%             | 2028-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31393YQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369529 | PA      | $17015.33     | 0.01%             | 2034-05-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                        | Iraq International Bond                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    468750 | PA      | $435450.00    | 0.30%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                         | CUSIP: 3618AE3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604943 | PA      | $616796.60    | 0.42%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31368HEA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42553 | PA      | $42524.98     | 0.03%             | 2023-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products, Inc.                  | Bombardier Recreational Products, Inc. 2020 Term Loan                                                      | CUSIP: 09776MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    776428 | PA      | $768247.11    | 0.52%             | 2027-05-24      | Floating      | 6.57%                 | No            |                  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        |    279842 | PA      | $255701.37    | 0.17%             | 2045-05-10      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                      | Zambia Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    200000 | PA      | $93750.60     | 0.06%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                       | CSC Holdings, LLC 2018 Incremental Term Loan                                                               | CUSIP: 64072UAH5<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    144014 | PA      | $138433.52    | 0.09%             | 2026-01-15      | Floating      | 6.71%                 | 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        |     48000 | PA      | $47819.68     | 0.03%             | 2025-11-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90358.00     | 0.06%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    625000 | PA      | $130391.25    | 0.09%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| KUEHG Corp.                                             | KUEHG Corp. 2018 Incremental Term Loan                                                                     | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    303838 | PA      | $296221.34    | 0.20%             | 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        |    259954 | PA      | $254754.51    | 0.17%             | 2024-11-01      | Variable      | 9.90%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Company                                    | BWAY Holding Company 2017 Term Loan B                                                                      | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    227368 | PA      | $226190.96    | 0.15%             | 2024-04-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     38000 | PA      | $2568.95      | 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        |      3122 | NS      | $10177.72     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CoreLogic, Inc.                                         | CoreLogic, Inc. Term Loan                                                                                  | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    393015 | PA      | $334848.86    | 0.23%             | 2028-06-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC. (MURRAY)                            | ACNR HOLDINGS, INC. (MURRAY)                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       277 | NS      | $169662.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                        | IRB Holding Corp 2020 Term Loan B                                                                          | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    262655 | PA      | $262552.73    | 0.18%             | 2025-02-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                            | American Trailer World Corp. Term Loan B                                                                   | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |     34106 | PA      | $30073.41     | 0.02%             | 2028-03-03      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2022 Term Loan B10                                                                             | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    221818 | PA      | $210472.57    | 0.14%             | 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        |    120184 | PA      | $119695.73    | 0.08%             | 2027-01-24      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                | iHeartCommunications Inc                                                                                   | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     49110 | PA      | $44089.24     | 0.03%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136AQDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867064 | PA      | $510393.44    | 0.35%             | 2045-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                            | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750712.50    | 0.51%             | 2026-02-15      | Fixed         | 7.75%                 | 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        |    198652 | PA      | $192543.62    | 0.13%             | 2028-11-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $200745.40    | 0.14%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31394CQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517722 | PA      | $52628.62     | 0.04%             | 2035-03-25      | Floating      | 2.19%                 | 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      | $1790834.00   | 1.22%             | 2031-10-17      | Floating      | 10.64%                | 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        |    215438 | PA      | $214818.12    | 0.15%             | 2025-04-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                       | Elanco Animal Health Incorporated Term Loan B                                                              | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    272336 | PA      | $268544.60    | 0.18%             | 2027-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                         | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1984203 | PA      | $2000800.42   | 1.36%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SEV3A6NZ2 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: SEV3A6NZ2 CDS USD P V 03MEVENT 1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2500000 | OU      | $4715.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                              | LABL, Inc. 2021 USD 1st Lien Term Loan                                                                     | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |     99000 | PA      | $96617.86     | 0.07%             | 2028-10-29      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    345000 | PA      | $274436.42    | 0.19%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     84000 | PA      | $87182.89     | 0.06%             | 2026-02-26      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                    | Seattle Spinco, Inc. USD Term Loan B3                                                                      | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |     92277 | PA      | $92219.10     | 0.06%             | 2024-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                                       | Cumulus Media Inc                                                                                          | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6722 | NS      | $45037.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    340000 | PA      | $254738.27    | 0.17%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield WEC Holdings Inc.                            | Brookfield WEC Holdings Inc. 2021 Term Loan                                                                | CUSIP: 11284EAM5<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    312130 | PA      | $312149.35    | 0.21%             | 2025-08-01      | Floating      | 7.32%                 | 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        |    249940 | PA      | $217447.71    | 0.15%             | 2029-10-25      | Floating      | 13.45%                | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232442.50    | 0.16%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conair Holdings, LLC                                    | Conair Holdings, LLC Term Loan B                                                                           | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    222188 | PA      | $192636.56    | 0.13%             | 2028-05-17      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                | Pregis TopCo Corporation 1st Lien Term Loan                                                                | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |     97000 | PA      | $96030.00     | 0.07%             | 2026-07-31      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                      | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $304828.28    | 0.21%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advisor Group, Inc.                                     | Advisor Group, Inc. 2021 Term Loan                                                                         | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    169750 | PA      | $168877.65    | 0.11%             | 2026-07-31      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| BW NHHC Holdco, Inc.                                    | BW NHHC Holdco, Inc. 2022 1st Lien Second Out Term Loan                                                    | CUSIP: 05606CAR1<br>LEI: 549300Y5ZHAEE7MHCH51 | Long             | LON              | CORP              | US        |    143625 | PA      | $94074.38     | 0.06%             | 2026-01-15      | Variable      | 12.51%                | No            |                  2 | On Loan: No      |
| Gemini HDPE LLC                                         | Gemini HDPE LLC 2020 Term Loan B                                                                           | CUSIP: 36866KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114494 | PA      | $114398.82    | 0.08%             | 2027-12-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1898436 | PA      | $205251.08    | 0.14%             | 2043-01-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54570 | PA      | $52856.13     | 0.04%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                      | CUSIP: 31297PLR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3849 | PA      | $3982.67      | 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        |    200000 | PA      | $142195.40    | 0.10%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                 | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9450000 | PA      | $9687743.57   | 6.58%             | 2053-02-21      | Fixed         | 6.00%                 | 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        |    119688 | PA      | $116919.73    | 0.08%             | 2025-09-05      | Floating      | 9.04%                 | 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        |    172375 | PA      | $171728.59    | 0.12%             | 2028-04-06      | Floating      | 8.96%                 | 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        |    105949 | PA      | $59511.11     | 0.04%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    318000 | PA      | $225428.93    | 0.15%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Navicure, Inc.                                          | Navicure, Inc. 2019 Term Loan B                                                                            | CUSIP: 63939WAG8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    243800 | PA      | $242733.55    | 0.16%             | 2026-10-22      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                        | Kronos Acquisition Holdings Inc. 2021 Term Loan B                                                          | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196000 | PA      | $191187.42    | 0.13%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic International Bond                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    380000 | PA      | $348011.46    | 0.24%             | 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        |    200000 | PA      | $136402.00    | 0.09%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    420000 | PA      | $374421.60    | 0.25%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                    | Long: BEV2X0LZ4 CDS USD R F  1.00000 / Short: BEV2X0LZ4 CDS USD P V 03MEVENT MOAGBNAB1                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   3000000 | OU      | $10057.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                      | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79200 | PA      | $81229.50     | 0.06%             | 2053-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                                               | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $371776.49    | 0.25%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                             | McAfee, LLC 2022 USD Term Loan B                                                                           | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    398000 | PA      | $374783.47    | 0.25%             | 2029-03-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                        | Gates Global LLC 2021 Term Loan B3                                                                         | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    289648 | PA      | $289353.70    | 0.20%             | 2027-03-31      | Floating      | 7.07%                 | 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        |    359046 | PA      | $301329.40    | 0.20%             | 2027-03-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 3138EPA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320349 | PA      | $334982.22    | 0.23%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857079 | PA      | $97766.68     | 0.07%             | 2043-01-25      | Floating      | 1.64%                 | 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        |    221309 | PA      | $217653.76    | 0.15%             | 2027-11-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR23                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -8 | NC      | $-137.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137919 | PA      | $135399.82    | 0.09%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: BEV4V9B43 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9B43 CDS USD P V 03MEVENT 1 SOVEREIGN       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   1050000 | OU      | $-146559.02   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                              | Gainwell Acquisition Corp. Term Loan B                                                                     | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    834044 | PA      | $816320.45    | 0.55%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    227825 | PA      | $75115.99     | 0.05%             | 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        |     68069 | PA      | $66367.36     | 0.05%             | 2026-03-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                     | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    334000 | PA      | $283543.26    | 0.19%             | 2031-01-23      | Fixed         | 2.78%                 | 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        |    222188 | PA      | $215740.06    | 0.15%             | 2028-05-12      | Floating      | 8.57%                 | 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        |    124170 | PA      | $119927.14    | 0.08%             | 2028-12-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                                 | ClubCorp Holdings, Inc. 2017 Term Loan B                                                                   | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    260562 | PA      | $241741.55    | 0.16%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| TERVITA CORP                                            | Tervita Corp                                                                                               | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $195255.00    | 0.13%             | 2025-12-01      | Fixed         | 11.00%                | 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        |    222056 | PA      | $222096.20    | 0.15%             | 2028-05-05      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231055.05    | 0.16%             | 2028-02-15      | Fixed         | 4.50%                 | 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      | $69872.24     | 0.05%             | 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        |     50000 | PA      | $42015.60     | 0.03%             | 2028-01-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                   | Thor Industries, Inc. 2021 USD Term Loan                                                                   | CUSIP: 88516DAD5<br>LEI: 254900XZO1228PDSG060 | Long             | LON              | CORP              | US        |     99461 | PA      | $99485.51     | 0.07%             | 2026-02-01      | Floating      | 7.56%                 | 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        |    314556 | PA      | $314584.39    | 0.21%             | 2025-08-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                                 | Aruba Investments, Inc. 2020 USD Term Loan                                                                 | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     98256 | PA      | $97764.97     | 0.07%             | 2027-11-24      | Floating      | 8.30%                 | 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        |     25000 | PA      | $26754.10     | 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        |     87228 | PA      | $43286.82     | 0.03%             | 2026-02-01      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| Regatta IX Funding Ltd                                  | Regatta IX Funding Ltd                                                                                     | CUSIP: 75887WAA7<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1804264.00   | 1.23%             | 2030-04-17      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                           | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2581213 | PA      | $2594948.00   | 1.76%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137B66P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420325 | PA      | $381812.12    | 0.26%             | 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        |    100000 | PA      | $86069.69     | 0.06%             | 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        |     68705 | PA      | $51757.45     | 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        |     70000 | PA      | $4725.00      | 0.00%             | 2033-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    130000 | PA      | $8776.04      | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Skillsoft Corp                                          | Skillsoft Corp                                                                                             | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11700 | NS      | $22464.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc                                                                                              | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179139.22    | 0.12%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                     | Sirius XM Radio Inc                                                                                        | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    124000 | PA      | $106493.06    | 0.07%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    370312 | PA      | $352444.92    | 0.24%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                        | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    206000 | PA      | $171614.69    | 0.12%             | 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        |    381882 | PA      | $360222.21    | 0.24%             | 2024-06-13      | Floating      | 8.32%                 | 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        |     75000 | PA      | $65625.00     | 0.04%             | 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        |    292500 | PA      | $290184.28    | 0.20%             | 2027-01-29      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                             | KUEHG Corp. 2017 2nd Lien Term Loan                                                                        | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     50000 | PA      | $47906.25     | 0.03%             | 2025-08-22      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31397L3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020020 | PA      | $79125.01     | 0.05%             | 2038-07-25      | Floating      | 1.59%                 | 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        |    241875 | PA      | $239153.91    | 0.16%             | 2026-05-04      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                                                   | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40787.10     | 0.03%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC.(MURRAY)                             | ACNR HOLDINGS, INC.(MURRAY)                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $59874.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.              | Calpine Construction Finance Company, L.P. 2017 Term Loan B                                                | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    160555 | PA      | $160610.75    | 0.11%             | 2025-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                     | Sprint Capital Corp                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    191000 | PA      | $204590.01    | 0.14%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Bill                                                                                | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    286100 | PA      | $284574.75    | 0.19%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   2109000 | PA      | $1672437.00   | 1.14%             | 2026-10-26      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430911.30    | 0.29%             | 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        |    200000 | PA      | $191496.00    | 0.13%             | 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        |    192060 | PA      | $190119.52    | 0.13%             | 2025-10-01      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                                  | W.R. Grace & Co.-Conn. 2021 Term Loan B                                                                    | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    148500 | PA      | $148128.75    | 0.10%             | 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        |    148421 | PA      | $133579.22    | 0.09%             | 2028-10-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                             | FinCo I LLC 2020 Term Loan B                                                                               | CUSIP: 31774BAE4<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |     98171 | PA      | $98379.73     | 0.07%             | 2025-06-27      | Floating      | 7.07%                 | 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        |    196332 | PA      | $196363.09    | 0.13%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                | iHeartCommunications Inc                                                                                   | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     27095 | PA      | $25919.62     | 0.02%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-8961.74     | -0.01%            |  |  |  | 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        |    404811 | PA      | $395450.14    | 0.27%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                      | CUSIP: 31298BHK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477587 | PA      | $490396.86    | 0.33%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                   | HUB International Ltd                                                                                      | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    948000 | PA      | $939776.10    | 0.64%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                 | Park River Holdings Inc Term Loan                                                                          | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98249 | PA      | $89560.09     | 0.06%             | 2027-12-28      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                               | NFP Corp. 2020 Term Loan                                                                                   | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |     48006 | PA      | $47196.25     | 0.03%             | 2027-02-15      | Floating      | 7.82%                 | 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        |     82897 | PA      | $81756.73     | 0.06%             | 2028-06-08      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                       | Match Group, Inc. 2020 Term Loan B                                                                         | CUSIP: 57665VAF4<br>LEI: 5493003RFFE030RC9167 | Long             | LON              | CORP              | US        |    100000 | PA      | $99125.00     | 0.07%             | 2027-02-13      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                             | Kenan Advantage Group, Inc. 2021 Term Loan B1                                                              | CUSIP: 48853UBE9<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    343000 | PA      | $340025.50    | 0.23%             | 2026-03-24      | Floating      | 8.32%                 | 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        |    195123 | PA      | $195023.26    | 0.13%             | 2026-08-31      | Floating      | 8.21%                 | 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        |     13638 | PA      | $13161.81     | 0.01%             | 2023-03-28      | Variable      | 16.55%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    188639 | PA      | $62196.04     | 0.04%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  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        |    276472 | PA      | $274370.09    | 0.19%             | 2025-10-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                       | AlixPartners, LLP 2021 USD Term Loan B                                                                     | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    221062 | PA      | $221001.04    | 0.15%             | 2028-02-04      | Floating      | 7.32%                 | 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      | $69738.46     | 0.05%             | 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        |    345625 | PA      | $345624.99    | 0.23%             | 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        |    108750 | PA      | $107617.15    | 0.07%             | 2024-04-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136ADAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817465 | PA      | $58401.51     | 0.04%             | 2033-03-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                      | CUSIP: 3128M4BX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343449 | PA      | $356035.98    | 0.24%             | 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        |    146699 | PA      | $154917.91    | 0.11%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6000 | PA      | $405.27       | 0.00%             | 2023-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      7000 | PA      | $470.75       | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                          | National Mentor Holdings, Inc. 2021 Term Loan C                                                            | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      9475 | PA      | $6964.29      | 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        |    245625 | PA      | $243744.50    | 0.17%             | 2027-12-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc.                          | Monitronics International Inc. Takeback Term Loan                                                          | CUSIP: 60945HAB0<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |    194794 | PA      | $127979.97    | 0.09%             | 2024-03-29      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386678 | PA      | $85902.21     | 0.06%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truck Hero, Inc.                                        | Truck Hero, Inc. 2021 Term Loan B                                                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    196500 | PA      | $177354.81    | 0.12%             | 2028-01-31      | Floating      | 8.32%                 | 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      | $69784.47     | 0.05%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137AYTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1444405 | PA      | $107271.66    | 0.07%             | 2032-11-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                         | Cano Health LLC 2022 Term Loan                                                                             | CUSIP: 13781HAE0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     76146 | PA      | $59393.72     | 0.04%             | 2027-11-23      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Amer Sports Oyj                                         | Amer Sports Oyj EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 7437004VPYN53GU01U11 | Long             | LON              | CORP              | FI        |    262500 | PA      | $275210.41    | 0.19%             | 2026-03-30      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| LSF11 Skyscraper Holdco S.a r.l.                        | LSF11 Skyscraper Holdco S.a r.l. 2021 USD Term Loan B                                                      | CUSIP: 000000000<br>LEI: 254900TIPQ0RBM2WVJ30 | Long             | LON              | CORP              | LU        |    122829 | PA      | $122214.70    | 0.08%             | 2027-09-29      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Symplr Software, Inc.                                   | Symplr Software, Inc. 2020 Term Loan                                                                       | CUSIP: 87190HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147561 | PA      | $128516.15    | 0.09%             | 2027-12-22      | Variable      | 9.28%                 | 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        |   1000000 | PA      | $834714.00    | 0.57%             | 2030-07-15      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387929 | PA      | $393776.60    | 0.27%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                | Greystar Real Estate Partners LLC                                                                          | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184124.87    | 0.13%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    192000 | PA      | $175542.72    | 0.12%             | 2028-11-01      | Fixed         | 6.00%                 | 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        |    394000 | PA      | $393877.07    | 0.27%             | 2026-01-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137B13Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78529 | PA      | $527.22       | 0.00%             | 2026-08-15      | Fixed         | 3.50%                 | 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        |    161954 | PA      | $162510.66    | 0.11%             | 2025-08-27      | Floating      | 8.32%                 | 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        |    175000 | PA      | $175343.70    | 0.12%             | 2029-01-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2015-3 Ltd                                                                                        | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1635772.00   | 1.11%             | 2031-10-20      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2021 Term Loan B                                                          | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    170236 | PA      | $169970.53    | 0.12%             | 2026-10-30      | Floating      | 8.93%                 | 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        |    147375 | PA      | $144714.00    | 0.10%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  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        |    219371 | PA      | $37963.45     | 0.03%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31396WS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521882 | PA      | $532576.25    | 0.36%             | 2037-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                     | Phoenix Services International, LLC Term Loan                                                              | CUSIP: 71913YAC6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     98632 | PA      | $12205.69     | 0.01%             | 2025-03-01      | None          | 0.00%                 | 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        |     75907 | PA      | $68126.64     | 0.05%             | 2027-03-31      | Variable      | 12.61%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                                                    | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    554000 | PA      | $509703.45    | 0.35%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                    | Carnival Corporation 2021 Incremental Term Loan B                                                          | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    371250 | PA      | $363206.13    | 0.25%             | 2028-10-18      | Floating      | 7.82%                 | 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        |    316875 | PA      | $307764.84    | 0.21%             | 2027-04-09      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     26000 | PA      | $1742.00      | 0.00%             | 2020-06-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136AQR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489663 | PA      | $26399.05     | 0.02%             | 2045-08-25      | Floating      | 1.64%                 | 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        |    125000 | PA      | $124171.88    | 0.08%             | 2028-04-30      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3000 | PA      | $200.98       | 0.00%             | 2029-05-25      | None          | 0.00%                 | 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        |     74625 | PA      | $73426.67     | 0.05%             | 2029-04-13      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186311 | PA      | $141999.69    | 0.10%             | 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        |    189919 | PA      | $187228.71    | 0.13%             | 2026-11-12      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    296000 | PA      | $254949.24    | 0.17%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                    | Carnival Corporation USD Term Loan B                                                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    195000 | PA      | $192416.25    | 0.13%             | 2025-06-30      | Floating      | 7.57%                 | 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        |    196123 | PA      | $192997.32    | 0.13%             | 2027-11-09      | Floating      | 8.48%                 | 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        |    391020 | PA      | $269608.30    | 0.18%             | 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        |    200000 | PA      | $199640.23    | 0.14%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    526000 | PA      | $358995.00    | 0.24%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $491885.00    | 0.33%             | 2026-05-01      | Fixed         | 5.50%                 | 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        |    221062 | PA      | $205943.37    | 0.14%             | 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        |    160000 | PA      | $136850.40    | 0.09%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  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        |     99500 | PA      | $99769.45     | 0.07%             | 2029-06-29      | Variable      | 9.69%                 | 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        |    221062 | PA      | $140743.20    | 0.10%             | 2028-02-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Akorn, Inc.                                             | Akorn, Inc. 2020 Take Back Term Loan                                                                       | CUSIP: 00972HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25700 | PA      | $13207.18     | 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        |    157562 | PA      | $157723.69    | 0.11%             | 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        |    422000 | PA      | $457363.73    | 0.31%             | 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        |    530000 | PA      | $467584.99    | 0.32%             | 2029-10-01      | Fixed         | 5.00%                 | 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        |     73421 | PA      | $66629.37     | 0.05%             | 2026-05-25      | Floating      | 12.78%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                  | Mozambique International Bond                                                                              | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    200000 | PA      | $161152.00    | 0.11%             | 2031-09-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                      | Bahrain Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $202374.80    | 0.14%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    191000 | PA      | $147666.33    | 0.10%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $196381.00    | 0.13%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  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        |    148125 | PA      | $148340.97    | 0.10%             | 2028-08-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                          | Golub Capital Partners CLO 22B Ltd                                                                         | CUSIP: 38174CAE3<br>LEI: 254900G3CLXNLPLMNH95 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1781680.00   | 1.21%             | 2031-01-20      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXI CLO Ltd                                                                                         | CUSIP: 36320XAM6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $879158.00    | 0.60%             | 2031-04-20      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-CCRE11 Mortgage Trust                                                                            | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2858000 | PA      | $2742094.38   | 1.86%             | 2050-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $187970.20    | 0.13%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                            | CHG Healthcare Services Inc. 2021 Term Loan                                                                | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    148125 | PA      | $147356.68    | 0.10%             | 2028-09-29      | Floating      | 7.82%                 | 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        |    450000 | PA      | $450000.00    | 0.31%             | 2029-01-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                                                         | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $460830.60    | 0.31%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    202000 | PA      | $13669.95     | 0.01%             | 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        |    123000 | PA      | $8456.25      | 0.01%             | 2024-04-22      | None          | 0.00%                 | 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        |    220500 | PA      | $220500.00    | 0.15%             | 2026-02-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                              | iHeartCommunications, Inc. 2020 Term Loan                                                                  | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     66532 | PA      | $65711.03     | 0.04%             | 2026-05-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                         | Go Daddy Operating Company, LLC 2022 Term Loan B5                                                          | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    582604 | PA      | $584788.36    | 0.40%             | 2029-11-09      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                      | CUSIP: 31335PKP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91275 | PA      | $92352.27     | 0.06%             | 2027-07-20      | Fixed         | 6.15%                 | 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        |    166593 | PA      | $152432.76    | 0.10%             | 2028-09-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                  | Oman Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    351000 | PA      | $392518.39    | 0.27%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO XII Ltd                                                                                           | CUSIP: 00176EAG2<br>LEI: 549300YZO1X7UK2OVY35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $819992.00    | 0.56%             | 2030-11-10      | Floating      | 10.77%                | 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        |    185995 | PA      | $185370.10    | 0.13%             | 2028-06-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SMIBCCL05 CDS USD R F  1.00000 2 CCPCORPORATE / Short: SMIBCCL05 CDS USD P V 03MEVENT 1 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $3477.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                   | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6918564 | PA      | $854878.46    | 0.58%             | 2049-11-20      | Fixed         | 3.00%                 | 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        |     98626 | PA      | $44546.08     | 0.03%             | 2028-04-05      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                                                         | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1080496 | PA      | $188384.75    | 0.13%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                                                     | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $167800.00    | 0.11%             | 2029-09-26      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ACProducts, Inc.                                        | ACProducts, Inc. 2021 Term Loan B                                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    270875 | PA      | $220001.42    | 0.15%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 31393RTM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225350 | PA      | $7495.20      | 0.01%             | 2033-06-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31416CBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120803 | PA      | $125380.46    | 0.09%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Imprivata, Inc                                          | Imprivata, Inc Term Loan                                                                                   | CUSIP: 45323KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171938 | PA      | $168928.59    | 0.11%             | 2027-12-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| SurveyMonkey Inc.                                       | SurveyMonkey Inc. 2018 Term Loan B                                                                         | CUSIP: 86901UAD4<br>LEI: 549300ZHYZVBTZKNCN97 | Long             | LON              | CORP              | US        |    185650 | PA      | $180854.10    | 0.12%             | 2025-10-10      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $143558.60    | 0.10%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                   | CMG Media Corp                                                                                             | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $346255.45    | 0.24%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                               | USI, Inc. 2019 Incremental Term Loan B                                                                     | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194006 | PA      | $194283.72    | 0.13%             | 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        |    266062 | PA      | $261240.12    | 0.18%             | 2026-04-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EnergySolutions, LLC                                    | EnergySolutions, LLC 2018 Term Loan B                                                                      | CUSIP: 29276MAL1<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    154470 | PA      | $148701.81    | 0.10%             | 2025-05-09      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| CPC Acquisition Corp                                    | CPC Acquisition Corp Term Loan                                                                             | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    122812 | PA      | $101627.34    | 0.07%             | 2027-12-29      | Floating      | 8.48%                 | 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        |    558441 | PA      | $325059.01    | 0.22%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                       | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    447000 | PA      | $299139.40    | 0.20%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31402RJF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4935 | PA      | $5066.86      | 0.00%             | 2031-08-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                                                      | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245291.25    | 0.17%             | 2027-04-01      | Fixed         | 6.88%                 | 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        |    110904 | PA      | $118265.54    | 0.08%             | 2025-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                   | CUSIP: 38380TU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    896124 | PA      | $41175.01     | 0.03%             | 2047-08-20      | Floating      | 0.01%                 | 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        |    123750 | PA      | $120346.88    | 0.08%             | 2028-08-02      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    244000 | PA      | $267511.47    | 0.18%             | 2026-09-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXV CLO Ltd                                                                                         | CUSIP: 36319YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1126986.25   | 0.77%             | 2031-10-25      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31396YQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635744 | PA      | $70846.59     | 0.05%             | 2038-04-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                  | Export-Import Bank of India                                                                                | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    368000 | PA      | $298935.60    | 0.20%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137F3E59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490521 | PA      | $90232.65     | 0.06%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                          | PetSmart, Inc. 2021 Term Loan B                                                                            | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    221625 | PA      | $220406.06    | 0.15%             | 2028-02-11      | Variable      | 8.41%                 | 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        |    145291 | PA      | $144782.71    | 0.10%             | 2026-10-15      | Floating      | 9.07%                 | 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        |    144375 | PA      | $80128.13     | 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        |     78691 | PA      | $77372.10     | 0.05%             | 2026-04-06      | Variable      | 8.16%                 | 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        |    508508 | PA      | $508235.20    | 0.35%             | 2024-07-01      | Floating      | 8.07%                 | 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        |     99000 | PA      | $85132.28     | 0.06%             | 2028-12-15      | Floating      | 8.82%                 | 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        |   1000000 | PA      | $974188.30    | 0.66%             | 2038-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                         | VMC Finance 2021-HT1 LLC                                                                                   | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $946159.20    | 0.64%             | 2037-01-18      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3133TLC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157103 | PA      | $160081.32    | 0.11%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QUARTERNORTH ENERGY FIELDWOOD                           | QUARTERNORTH ENERGY FIELDWOOD                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $37252.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                | 1011778 B.C. Unlimited Liability Company Term Loan B4                                                      | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    848750 | PA      | $841191.03    | 0.57%             | 2026-11-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                   | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298782 | PA      | $318191.33    | 0.22%             | 2052-11-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE MAR23                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -6 | NC      | $15133.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     92000 | PA      | $6215.24      | 0.00%             | 2028-11-03      | None          | 0.00%                 | 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        |   1000000 | PA      | $947344.70    | 0.64%             | 2050-03-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     88000 | PA      | $5940.00      | 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        |    119062 | PA      | $118913.67    | 0.08%             | 2026-01-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-5179.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIET NAM DEBT AND ASSET                                 | Viet Nam Debt & Asset Trading Corp                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VN        |   1060000 | PA      | $906300.00    | 0.62%             | 2025-10-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3133TM7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259162 | PA      | $267308.74    | 0.18%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                   | Phoenix Guarantor Inc 2020 Term Loan B                                                                     | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    265416 | PA      | $262057.17    | 0.18%             | 2026-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Inc                                       | Grab Holdings Inc Term Loan B                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    343213 | PA      | $340209.94    | 0.23%             | 2026-01-29      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136A6AK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135271 | PA      | $4491.43      | 0.00%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 3138EJAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126182 | PA      | $127013.86    | 0.09%             | 2037-09-01      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137F3NP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355286 | PA      | $65357.36     | 0.04%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E2open, LLC                                             | E2open, LLC 2020 Term Loan B                                                                               | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    123127 | PA      | $123218.99    | 0.08%             | 2028-02-04      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XVIII Ltd                                                                             | CUSIP: 64128YAF5<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2824989.00   | 1.92%             | 2030-10-21      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 15 Ltd                                                                                            | CUSIP: 00175NAE8<br>LEI: 549300D0GYBG49KJD582 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1775968.00   | 1.21%             | 2032-01-15      | Floating      | 11.70%                | 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        |    144750 | PA      | $145010.12    | 0.10%             | 2026-08-13      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30789 | PA      | $3731.06      | 0.00%             | 2041-12-15      | Floating      | 1.69%                 | 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        |     98750 | PA      | $98091.63     | 0.07%             | 2028-04-30      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                           | VS Buyer, LLC Term Loan B                                                                                  | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170188 | PA      | $169549.30    | 0.12%             | 2027-02-28      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                               | Hub International Limited 2018 Term Loan B                                                                 | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    692375 | PA      | $692483.02    | 0.47%             | 2025-04-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                                                 | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57907.07     | 0.04%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                  | Aramark Services, Inc. 2018 Term Loan B3                                                                   | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    139899 | PA      | $139658.88    | 0.09%             | 2025-03-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136BA2V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2118456 | PA      | $292226.85    | 0.20%             | 2050-07-25      | Fixed         | 2.50%                 | 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        |    171938 | PA      | $166650.42    | 0.11%             | 2028-03-10      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                              | Amneal Pharmaceuticals LLC 2018 Term Loan B                                                                | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    273531 | PA      | $258487.22    | 0.18%             | 2025-05-04      | Floating      | 8.25%                 | 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        |    265066 | PA      | $260261.37    | 0.18%             | 2025-05-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                    | Berlin Packaging LLC 2021 Term Loan B5                                                                     | CUSIP: 08511LAX6<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    172812 | PA      | $170760.35    | 0.12%             | 2028-03-11      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada, Inc.                              | Arterra Wines Canada, Inc. 2020 Term Loan                                                                  | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |    147000 | PA      | $143447.45    | 0.10%             | 2027-11-24      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    139000 | PA      | $9382.50      | 0.01%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  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        |     98000 | PA      | $98000.00     | 0.07%             | 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        |    500000 | PA      | $427500.00    | 0.29%             | 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        |     27434 | PA      | $27800.81     | 0.02%             | 2025-08-15      | Fixed         | 7.50%                 | 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        |   1605000 | PA      | $1129661.92   | 0.77%             | 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        |    147750 | PA      | $146607.30    | 0.10%             | 2028-04-21      | Floating      | 7.73%                 | 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        |     42307 | PA      | $41597.93     | 0.03%             | 2026-04-06      | Variable      | 8.16%                 | 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        |    113509 | PA      | $113023.88    | 0.08%             | 2025-08-27      | Variable      | 7.16%                 | 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        |     31666 | PA      | $31784.28     | 0.02%             | 2025-03-24      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| CROATIA                                                 | Croatia Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    100000 | PA      | $78802.09     | 0.05%             | 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        |       793 | 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        |    150000 | PA      | $118312.50    | 0.08%             | 2029-07-27      | Floating      | 13.08%                | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                       | CSC Holdings, LLC 2017 Term Loan B1                                                                        | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    433024 | PA      | $417976.46    | 0.28%             | 2025-07-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Ivanti Software, Inc.                                   | Ivanti Software, Inc. 2021 Term Loan B                                                                     | CUSIP: 46583DAG4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    215467 | PA      | $179421.31    | 0.12%             | 2027-12-01      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    252000 | PA      | $107301.60    | 0.07%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  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        |    116000 | PA      | $115365.48    | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3133THV79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166473 | PA      | $167924.21    | 0.11%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                                        | Spin Holdco Inc. 2021 Term Loan                                                                            | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    589500 | PA      | $468357.75    | 0.32%             | 2028-03-04      | Floating      | 8.77%                 | 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        |    185000 | PA      | $176920.13    | 0.12%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 3138EPDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240037 | PA      | $251901.20    | 0.17%             | 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        |    500000 | PA      | $419352.61    | 0.28%             | 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        |    123279 | PA      | $120258.26    | 0.08%             | 2028-03-03      | Floating      | 7.82%                 | 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        |    118439 | PA      | $100722.48    | 0.07%             | 2024-05-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                             | Epicor Software Corporation 2020 Term Loan                                                                 | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     97119 | PA      | $95581.73     | 0.06%             | 2027-07-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                       | Altar Bidco, Inc. 2021 Term Loan                                                                           | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174125 | PA      | $170686.03    | 0.12%             | 2029-02-01      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                        | GoTo Group, Inc. Term Loan B                                                                               | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    269500 | PA      | $151762.19    | 0.10%             | 2027-08-31      | Floating      | 9.30%                 | 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        |     98252 | PA      | $95604.12     | 0.06%             | 2028-12-21      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 31394W3D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555652 | PA      | $72395.01     | 0.05%             | 2034-03-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                      | Zambia Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    200000 | PA      | $101085.00    | 0.07%             | 2024-04-14      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                  | VistaJet Malta Finance PLC / XO Management Holding Inc                                                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $194251.00    | 0.13%             | 2027-05-01      | Fixed         | 7.88%                 | 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        |     74443 | PA      | $65943.76     | 0.04%             | 2025-03-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    350000 | PA      | $310169.33    | 0.21%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | 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        |     98256 | PA      | $87857.50     | 0.06%             | 2028-03-05      | Floating      | 8.32%                 | 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        |    235064 | PA      | $235136.90    | 0.16%             | 2025-05-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                            | TruGreen Limited Partnership 2020 Term Loan                                                                | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     98000 | PA      | $91017.50     | 0.06%             | 2027-11-02      | Floating      | 8.57%                 | 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        |    612574 | PA      | $603960.10    | 0.41%             | 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        |   1000000 | PA      | $735446.50    | 0.50%             | 2048-07-15      | Fixed         | 3.14%                 | 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        |     11846 | PA      | $11783.48     | 0.01%             | 2027-06-30      | Floating      | 9.77%                 | 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        |    169625 | PA      | $169412.97    | 0.12%             | 2027-10-08      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31384U3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207512 | PA      | $210917.21    | 0.14%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92RH4L37 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RH4L37 CDS USD P V 03MEVENT 1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2500000 | OU      | $-21220.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                   | Gray Television, Inc. 2018 Term Loan C                                                                     | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     84964 | PA      | $84710.58     | 0.06%             | 2026-01-02      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY                                | Infrabuild Australia Pty Ltd                                                                               | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    604000 | PA      | $575451.94    | 0.39%             | 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        |    435000 | PA      | $354792.51    | 0.24%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  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        |    392038 | PA      | $386565.44    | 0.26%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                              | Cornerstone OnDemand, Inc. 2021 Term Loan                                                                  | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    198500 | PA      | $183165.88    | 0.12%             | 2028-10-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CINEWORLD GROUP PLC                                     | CINEWORLD GROUP PLC                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19735 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136AMYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879788 | PA      | $147956.36    | 0.10%             | 2045-03-25      | Fixed         | 3.00%                 | 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        |    211219 | PA      | $162638.88    | 0.11%             | 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        |      6888 | PA      | $6939.87      | 0.00%             | 2025-09-16      | Floating      | 17.82%                | 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        |    167803 | PA      | $158538.98    | 0.11%             | 2025-08-20      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    624000 | PA      | $534462.24    | 0.36%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    235000 | PA      | $263155.98    | 0.18%             | 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        |    845918 | PA      | $882927.30    | 0.60%             | 2039-06-25      | Floating      | 9.76%                 | 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        |   1000000 | PA      | $543353.40    | 0.37%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726743 | PA      | $52619.27     | 0.04%             | 2043-05-15      | Floating      | 1.79%                 | 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        |    168675 | PA      | $167199.09    | 0.11%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    259000 | PA      | $252310.93    | 0.17%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     44000 | PA      | $43821.80     | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | 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        |   8528807 | NS      | $8528807.06   | 5.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckeye Partners, L.P.                                  | Buckeye Partners, L.P. 2021 Term Loan B                                                                    | CUSIP: 11823LAK1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    389060 | PA      | $389586.73    | 0.26%             | 2026-11-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $400921.79    | 0.27%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    310000 | PA      | $240684.00    | 0.16%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                      | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $169932.26    | 0.12%             | 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        |     39300 | PA      | $37152.53     | 0.03%             | 2027-07-31      | Floating      | 7.82%                 | 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        |     30044 | PA      | $16636.83     | 0.01%             | 2025-06-30      | Floating      | 5.57%                 | 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        |     99000 | PA      | $87318.00     | 0.06%             | 2028-10-02      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC.                                          | SPX Flow, Inc. 2022 Term Loan                                                                              | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    174283 | PA      | $168151.52    | 0.11%             | 2029-04-05      | Variable      | 9.16%                 | 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        |    463199 | PA      | $447156.19    | 0.30%             | 2028-05-12      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                              | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    224000 | PA      | $175111.57    | 0.12%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    258000 | PA      | $172573.31    | 0.12%             | 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        |    563000 | PA      | $528227.30    | 0.36%             | 2029-10-01      | Fixed         | 6.50%                 | 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        |    123248 | PA      | $115442.76    | 0.08%             | 2028-01-07      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                         | North Macedonia Government International Bond                                                              | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    370000 | PA      | $324350.75    | 0.22%             | 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        |    191000 | PA      | $166445.04    | 0.11%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  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        |    148875 | PA      | $135848.44    | 0.09%             | 2028-12-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                   | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3687337 | PA      | $426010.17    | 0.29%             | 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        |    441495 | PA      | $440207.12    | 0.30%             | 2027-11-02      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    271270 | PA      | $261368.89    | 0.18%             | 2028-07-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 31397GE63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483461 | PA      | $383653.50    | 0.26%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    805000 | PA      | $616082.60    | 0.42%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                      | LPL Holdings, Inc. 2019 Term Loan B1                                                                       | CUSIP: 50212XAX4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | LON              | CORP              | US        |    194000 | PA      | $194048.50    | 0.13%             | 2026-11-12      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                              | Select Medical Corporation 2017 Term Loan B                                                                | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    373505 | PA      | $372162.89    | 0.25%             | 2025-03-06      | Floating      | 7.07%                 | 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        |    360000 | PA      | $226692.04    | 0.15%             | 2047-11-15      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849170 | PA      | $151613.82    | 0.10%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137BKJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191508 | PA      | $3824.41      | 0.00%             | 2044-09-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                      | Tronox Finance LLC 2021 Term Loan B                                                                        | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    208154 | PA      | $206635.99    | 0.14%             | 2028-03-10      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92RGBAL4 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RGBAL4 CDS USD P V 03MEVENT 1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3000000 | OU      | $15299.31     | 0.01%             |  |  |  | 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        |     21662 | PA      | $20906.33     | 0.01%             | 2023-09-29      | Variable      | 16.55%                | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                    | Constant Contact Inc Term Loan                                                                             | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271749 | PA      | $252216.61    | 0.17%             | 2028-02-10      | Floating      | 8.81%                 | 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        |    123438 | PA      | $123321.72    | 0.08%             | 2028-08-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                            | Employbridge Holding Company 2021 Term Loan B                                                              | CUSIP: 29216HAB7<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    222188 | PA      | $182610.35    | 0.12%             | 2028-07-19      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31396V5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467862 | PA      | $44505.17     | 0.03%             | 2037-06-25      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                           | GEE ACQUISITION HOLDINGS CORP                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3588 | NS      | $34373.04     | 0.02%             |  |  |  | No            |                  3 | 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        |    122600 | PA      | $120668.74    | 0.08%             | 2027-12-01      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR23                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -129 | NC      | $-170575.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Jordan                                       | Jordan Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $180661.40    | 0.12%             | 2047-10-10      | Fixed         | 7.38%                 | 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        |    131625 | PA      | $130377.33    | 0.09%             | 2025-08-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-27498.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Entravision Communications Corporation                  | Entravision Communications Corporation 2017 Term Loan B                                                    | CUSIP: 29382XAE4<br>LEI: 549300SKHY2ALCLKV539 | Long             | LON              | CORP              | US        |    122062 | PA      | $120994.45    | 0.08%             | 2024-11-29      | Floating      | 7.30%                 | 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      | $814345.00    | 0.55%             | 2032-01-20      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                | Hughes Satellite Systems Corp                                                                              | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $455178.55    | 0.31%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                   | CUSIP: 38382KWY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5920409 | PA      | $663482.44    | 0.45%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  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        |    460000 | PA      | $454624.68    | 0.31%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540651 | PA      | $102333.30    | 0.07%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                   | Sri Lanka Government International Bond                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    756000 | PA      | $262582.06    | 0.18%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  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        |    148500 | PA      | $148314.38    | 0.10%             | 2028-09-07      | Floating      | 8.50%                 | No            |                  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        |    677716 | PA      | $679410.54    | 0.46%             | 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        |    116674 | PA      | $116929.77    | 0.08%             | 2025-04-04      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                               | Ryan Specialty Group, LLC Term Loan                                                                        | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    268812 | PA      | $268476.48    | 0.18%             | 2027-09-01      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                      | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83600.00     | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31418MYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275606 | PA      | $284845.79    | 0.19%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2020 Term Loan B8                                                                              | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    490000 | PA      | $468370.91    | 0.32%             | 2026-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418088.00    | 0.28%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2021 USD Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    464864 | PA      | $464324.64    | 0.32%             | 2026-04-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137BLH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919126 | PA      | $108999.84    | 0.07%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                    | Provincia de Cordoba                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    150000 | PA      | $129978.32    | 0.09%             | 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        |     55195 | PA      | $55056.82     | 0.04%             | 2026-08-27      | Floating      | 12.57%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136AEUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70956 | PA      | $388.96       | 0.00%             | 2041-10-25      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                 | Uber Technologies, Inc. 2021 Term Loan B                                                                   | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |    157436 | PA      | $157604.80    | 0.11%             | 2027-02-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137BC7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86366 | PA      | $2346.34      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | 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        |    124062 | PA      | $115274.78    | 0.08%             | 2028-10-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                          | CUSIP: 36225BF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       441 | PA      | $445.55       | 0.00%             | 2025-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    190000 | PA      | $12742.16     | 0.01%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| II-VI Incorporated                                      | II-VI Incorporated 2022 Term Loan B                                                                        | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    146946 | PA      | $146909.69    | 0.10%             | 2029-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     30000 | PA      | $2002.79      | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  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        |   1850000 | PA      | $1392168.48   | 0.95%             | 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        |    537085 | PA      | $217519.32    | 0.15%             | 2027-03-31      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer, Inc. 2021 Term Loan B                                                                      | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    221383 | PA      | $198922.01    | 0.14%             | 2027-11-23      | Floating      | 8.07%                 | 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        |    250000 | PA      | $248398.50    | 0.17%             | 2028-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Ingersoll-Rand Services Company                         | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan                                                  | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |    194500 | PA      | $194216.42    | 0.13%             | 2027-03-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Imperva, Inc.                                           | Imperva, Inc. 1st Lien Term Loan                                                                           | CUSIP: 45321NAD8<br>LEI: 549300204GJIBLPF1S81 | Long             | LON              | CORP              | US        |     97722 | PA      | $83283.19     | 0.06%             | 2026-01-12      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1508724 | PA      | $188546.31    | 0.13%             | 2050-02-25      | Floating      | 1.54%                 | 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        |   1000000 | PA      | $823897.60    | 0.56%             | 2046-04-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3499.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    920000 | PA      | $639533.66    | 0.43%             | 2047-09-21      | Fixed         | 6.75%                 | 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        |    119375 | PA      | $111074.74    | 0.08%             | 2024-01-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                     | Bally's Corporation 2021 Term Loan B                                                                       | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    173250 | PA      | $166904.72    | 0.11%             | 2028-10-02      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92RJ7HG4 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RJ7HG4 CDS USD P V 03MEVENT 1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2200000 | OU      | $-90044.11    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                            | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $177348.00    | 0.12%             | 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        |    147750 | PA      | $142865.98    | 0.10%             | 2028-06-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $83500.10     | 0.06%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Gray Television, Inc.                                   | Gray Television, Inc. 2021 Term Loan D                                                                     | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    148500 | PA      | $148128.75    | 0.10%             | 2028-12-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                       | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113963.36    | 0.08%             | 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        |     98500 | PA      | $94005.94     | 0.06%             | 2028-04-28      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                         | CUSIP: 36179XQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    800000 | PA      | $826809.96    | 0.56%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TI Group Automotive Systems, L.L.C.                     | TI Group Automotive Systems, L.L.C. 2021 USD Term Loan                                                     | CUSIP: 87247EAY5<br>LEI: 549300VLRJU586QFQP25 | Long             | LON              | CORP              | US        |     98250 | PA      | $98188.59     | 0.07%             | 2026-12-16      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                         | Rolls-Royce PLC                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194762.00    | 0.13%             | 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        |     47625 | PA      | $47386.88     | 0.03%             | 2025-02-22      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31395DWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732906 | PA      | $80125.43     | 0.05%             | 2036-06-25      | Floating      | 2.08%                 | 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        |    112500 | PA      | $117536.18    | 0.08%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    642000 | PA      | $640335.23    | 0.43%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hoya Midco, LLC                                         | Hoya Midco, LLC 2022 Term Loan                                                                             | CUSIP: 44325HAD0<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |     74485 | PA      | $74066.22     | 0.05%             | 2029-02-03      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31410KBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112230 | PA      | $115566.22    | 0.08%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    337000 | PA      | $22747.50     | 0.02%             | 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        |   1460000 | PA      | $1470694.50   | 1.00%             | 2031-04-28      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 31397JZ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957486 | PA      | $105764.85    | 0.07%             | 2037-07-15      | Floating      | 2.13%                 | 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        |    500062 | PA      | $500285.53    | 0.34%             | 2027-11-08      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     58000 | PA      | $3915.00      | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                      | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220800 | PA      | $226889.26    | 0.15%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136A93D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256400 | PA      | $249027.80    | 0.17%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Maverick Bidco Inc                                      | Maverick Bidco Inc 2021 Term Loan                                                                          | CUSIP: 57767KAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123445 | PA      | $117633.17    | 0.08%             | 2028-05-18      | Floating      | 8.57%                 | 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        |     71812 | PA      | $71991.64     | 0.05%             | 2025-08-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                            | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276192 | PA      | $283894.36    | 0.19%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                          | CUSIP: 3617AUBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164517 | PA      | $164747.53    | 0.11%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     20000 | PA      | $1350.00      | 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        |    172000 | PA      | $165766.75    | 0.11%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66712.31     | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-24163.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                         | CUSIP: 3617FLP33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    508477 | PA      | $520823.62    | 0.35%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31397QZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1307122 | PA      | $64410.94     | 0.04%             | 2041-01-25      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197090 | PA      | $33768.72     | 0.02%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    203000 | PA      | $189036.65    | 0.13%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    330000 | PA      | $278586.00    | 0.19%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan                                  | Republic of Azerbaijan International Bond                                                                  | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    150000 | PA      | $130584.30    | 0.09%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    807000 | PA      | $262065.18    | 0.18%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    122000 | PA      | $79581.80     | 0.05%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  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        |    223312 | PA      | $217729.69    | 0.15%             | 2029-06-01      | Variable      | 10.05%                | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                             | Mcdermott International Ltd                                                                                | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |     12407 | NS      | $5790.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    469000 | PA      | $383869.01    | 0.26%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137B02M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    813325 | PA      | $57559.43     | 0.04%             | 2033-02-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455483 | PA      | $92819.07     | 0.06%             | 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        |    435144 | PA      | $357338.22    | 0.24%             | 2036-03-25      | None          | 0.00%                 | 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        |    172375 | PA      | $128706.72    | 0.09%             | 2028-03-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                       | Waste Pro USA Inc                                                                                          | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23279.88     | 0.02%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  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        |    300000 | PA      | $257250.00    | 0.17%             | 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        |    350000 | PA      | $300352.50    | 0.20%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92RFVDW4 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RFVDW4 CDS USD P V 03MEVENT 1 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2518000 | OU      | $-138109.93   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND MAR23                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $40615.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136APA44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2205159 | PA      | $396067.57    | 0.27%             | 2045-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413158 | PA      | $76562.12     | 0.05%             | 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        |    362000 | PA      | $348577.04    | 0.24%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                      | CUSIP: 31335PHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22302 | PA      | $22600.50     | 0.02%             | 2024-11-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                          | Victory Capital Holdings, Inc. 2021 Term Loan B                                                            | CUSIP: 92645DAH2<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    122889 | PA      | $122735.61    | 0.08%             | 2026-07-01      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 31359PXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84712 | PA      | $88348.32     | 0.06%             | 2027-05-20      | Fixed         | 8.00%                 | 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        |    145226 | PA      | $144971.64    | 0.10%             | 2028-02-22      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                               | Telenet Financing USD LLC 2020 USD Term Loan AR                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    575000 | PA      | $570831.25    | 0.39%             | 2028-04-30      | Floating      | 6.46%                 | 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        |    435476 | PA      | $38959.45     | 0.03%             | 2026-08-24      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                        | Oxbow Carbon LLC 2020 Term Loan B                                                                          | CUSIP: 69138EBA6<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |     44375 | PA      | $44386.09     | 0.03%             | 2025-10-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                                | Oscar AcquisitionCo, LLC Term Loan B                                                                       | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    124688 | PA      | $121102.73    | 0.08%             | 2029-04-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                     | Sirius XM Radio Inc                                                                                        | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469230.00    | 0.32%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                          | Sinclair Television Group Inc. Term Loan B2B                                                               | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |     96750 | PA      | $94935.94     | 0.06%             | 2026-09-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                 | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10700000 | PA      | $10874460.83  | 7.39%             | 2053-02-21      | Fixed         | 5.50%                 | 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        |    285000 | PA      | $295192.74    | 0.20%             | 2027-10-20      | Floating      | 8.56%                 | 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        |    344246 | PA      | $334994.62    | 0.23%             | 2028-03-20      | Floating      | 7.68%                 | No            |                  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        |    125000 | PA      | $118437.50    | 0.08%             | 2026-02-27      | Floating      | 10.07%                | 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        |    633187 | PA      | $486234.91    | 0.33%             | 2027-09-30      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                       | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $172966.00    | 0.12%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                                                   | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    269000 | PA      | $231448.95    | 0.16%             | 2027-05-15      | Fixed         | 10.50%                | 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        |   2000000 | PA      | $770400.00    | 0.52%             | 2046-07-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                   | Sri Lanka Government International Bond                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    285000 | PA      | $99365.35     | 0.07%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239183.63    | 0.16%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                   | Vertical US Newco Inc Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    195545 | PA      | $192290.69    | 0.13%             | 2027-07-30      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                   | Tempo Acquisition LLC 2022 Term Loan B                                                                     | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    124902 | PA      | $125214.20    | 0.09%             | 2028-08-31      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                           | Adient US LLC 2021 Term Loan B                                                                             | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    123125 | PA      | $122961.49    | 0.08%             | 2028-04-10      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM, LLC                                       | Ensemble RCM, LLC Term Loan                                                                                | CUSIP: 29359BAB7<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    195031 | PA      | $195335.47    | 0.13%             | 2026-08-03      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Bill                                                                                | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    188900 | PA      | $187735.12    | 0.13%             | 2023-03-23      | None          | 0.00%                 | 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        |    489729 | PA      | $438895.61    | 0.30%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459543 | PA      | $61931.14     | 0.04%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                  | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308226 | PA      | $300042.24    | 0.20%             | 2035-01-01      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SALTA                                       | Province of Salta Argentina                                                                                | CUSIP: 000000000<br>LEI: 529900F2BTF8AUQGEP42 | Long             | DBT              | NUSS              | AR        |     28000 | PA      | $21840.00     | 0.01%             | 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        |     98750 | PA      | $98420.87     | 0.07%             | 2028-10-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                       | PointClickCare Technologies, Inc. Term Loan B                                                              | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     98250 | PA      | $97881.56     | 0.07%             | 2027-12-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SS&C European Holdings Sarl                             | SS&C European Holdings Sarl 2018 Term Loan B4                                                              | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    124532 | PA      | $124444.41    | 0.08%             | 2025-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195363.59    | 0.13%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310624 | PA      | $23136.18     | 0.02%             | 2035-05-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136ALU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1085929 | PA      | $199003.41    | 0.14%             | 2044-12-25      | Fixed         | 3.00%                 | 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        |    592500 | PA      | $522510.94    | 0.35%             | 2028-07-27      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Aegion Corporation                                      | Aegion Corporation Term Loan                                                                               | CUSIP: 00771PAJ0<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     74062 | PA      | $70961.05     | 0.05%             | 2028-05-17      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                 | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1550000 | PA      | $1585967.67   | 1.08%             | 2053-03-21      | Fixed         | 6.00%                 | 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        |    168000 | PA      | $167464.58    | 0.11%             | 2025-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    246051 | PA      | $81125.27     | 0.06%             | 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        |    266051 | PA      | $234707.01    | 0.16%             | 2029-02-08      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                           | RealPage, Inc 1st Lien Term Loan                                                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    395000 | PA      | $386088.01    | 0.26%             | 2028-04-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR23                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $-95785.85    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                          | CUSIP: 3622A2NS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293307 | PA      | $304913.73    | 0.21%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Electron BidCo Inc.                                     | Electron BidCo Inc. 2021 Term Loan                                                                         | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124062 | PA      | $123610.17    | 0.08%             | 2028-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                          | US Foods, Inc. 2019 Term Loan B                                                                            | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    208542 | PA      | $208404.24    | 0.14%             | 2026-09-13      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    531174 | PA      | $98179.52     | 0.07%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                        | Proofpoint, Inc. 1st Lien Term Loan                                                                        | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    371250 | PA      | $364666.25    | 0.25%             | 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        |    222750 | PA      | $215649.84    | 0.15%             | 2026-08-17      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                | CUSIP: 61691GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $184751.90    | 0.13%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR23                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -5 | NC      | $20242.74     | 0.01%             |  |  |  | No            |                  1 | 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      | $1709796.00   | 1.16%             | 2032-01-14      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| DITECH HOLDING CORPORATION                              | Ditech Holding Corporation 2013 Term Loan                                                                  | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |    287348 | PA      | $31608.29     | 0.02%             | 2023-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                            | Filtration Group Corporation 2018 1st Lien Term Loan                                                       | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    228824 | PA      | $228770.86    | 0.16%             | 2025-03-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                      | Zambia Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    340000 | PA      | $170564.74    | 0.12%             | 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        |    240857 | PA      | $243747.05    | 0.17%             | 2023-09-07      | Variable      | 14.67%                | No            |                  2 | On Loan: No      |
| Gardner Denver, Inc.                                    | Gardner Denver, Inc. 2020 USD Term Loan B2                                                                 | CUSIP: 365556AT6<br>LEI: 549300MJL50HVCB7RP74 | Long             | LON              | CORP              | US        |    164660 | PA      | $164419.53    | 0.11%             | 2027-03-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    385000 | PA      | $25987.50     | 0.02%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer