# EDGAR Filing Document

**Accession Number:** 0000031266
**File Stem:** 0001410368-25-032299
**Filing Date:** 2025-11
**Character Count:** 86553
**Document Hash:** 88e28d258487b8e8c3046e70876524dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-032299.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-032299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Special Investment Trust
- **CENTRAL INDEX KEY:** 0000031266

**ORGANIZATION NAME:**
- **EIN:** 046039283

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01545
- **FILM NUMBER:** 251528461

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE SPECIAL INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19930301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE SPECIAL EQUITIES FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE SPECIAL EQUITIES FUND INC
- **DATE OF NAME CHANGE:** 19890619

## Series and Classes Contracts Data

### Eaton Vance Core Bond Fund (Series ID: S000012344)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000033565 | Eaton Vance Core Bond Fund Class I | EIGIX           |
| C000075110 | Eaton Vance Core Bond Fund Class A | EAGIX           |

## Nport-Ex

Eaton Vance<br>

Core Bond Fund

September 30, 2025 (Unaudited)

------

Eaton Vance Core Bond Fund (the Fund), a diversified series of Eaton Vance Special Investment Trust, invests its assets in Core Bond Portfolio (the Portfolio) and owns a pro rata interest in the Portfolio's net assets. At September 30, 2025, the value of the Fund's investment in the Portfolio was $352,324,945 and the Fund owned 47.3% of the Portfolio's outstanding interests. The Portfolio's Portfolio of Investments is set forth below.

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited)

------

Asset-Backed Securities — 14.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| AASET Trust, Series 2024-1A, Class A1, 6.261%, 5/16/49<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948 | &nbsp;&nbsp;$2015532 |
| ACHV ABS Trust, Series 2024-3AL, Class B, 5.45%, 12/26/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp; 1041028 |
| ACM Auto Trust, Series 2025-1A, Class A, 5.38%, 6/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp; 1199281 |
| ALTDE Trust, Series 2025-1A, Class A, 5.90%, 8/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp; 1569773 |
| Bridge Trust, Series 2025-SFR1, Class C, 4.20%, 9/17/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp; 941261 |
| Castlelake Aircraft Structured Trust, Series 2025-1A, Class A, 5.783%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2056857 |
| Chase Auto Credit Linked Notes, Series 2025-1, Class B, 4.753%, 2/25/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp; 2226096 |
| Chesapeake Funding II LLC, Series 2024-1A, Class A1, 5.52%, 5/15/36<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp; 1287513 |
| Clarus Capital Funding LLC, Series 2024-1A, Class A2, 4.71%, 8/20/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp; 1073847 |
| Cloud Capital Holdco LP, Series 2024-1A, Class A2, 5.781%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp; 2348231 |
| Coinstar Funding LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp; 1095534 |
| Cologix Data Centers U.S. Issuer LLC, Series 2021-1A, Class A2, 3.30%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp; 1747832 |
| Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A, 6.05%, 1/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp; 1380262 |
| DataBank Issuer II LLC, Series 2025-1A, Class A2, 5.18%, 9/27/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp; 1910443 |
| DataBank Issuer LLC, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp; 1151868 |
| DB Master Finance LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II, 4.03%, 11/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp; 311258 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I, 2.045%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 | &nbsp;&nbsp;&nbsp;&nbsp; 1560780 |
| Diamond Infrastructure Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.76%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp; 3607809 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp; 301156 |
| Driven Brands Funding LLC, Series 2020-2A, Class A2, 3.237%, 1/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp; 1464724 |
| Enterprise Fleet Financing LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-1, Class A2, 5.51%, 1/22/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp; 634484 |
| &nbsp;&nbsp;&nbsp;Series 2024-2, Class A2, 5.74%, 12/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 | &nbsp;&nbsp;&nbsp;&nbsp; 1179337 |
| Falcon Aerospace Ltd., Series 2019-1, Class A, 3.597%, 9/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp; 312067 |
| FIGRE Trust, Series 2025-HE5, Class A, 5.285%, 8/25/55<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp; 700378 |
| FMC FMSR Issuer Trust, Series 2024-FT1, Class A, 6.559%, 9/25/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp; 2712118 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class A, 3.85%, 10/25/26<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp; 1181022 |
| Gilead Aviation LLC, Series 2025-1A, Class A, 5.789%, 3/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531 | &nbsp;&nbsp;&nbsp;&nbsp; 1566466 |
| GLS Auto Select Receivables Trust, Series 2024-2A, Class A2, 5.58%, 6/17/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 | &nbsp;&nbsp;&nbsp;&nbsp; 1721312 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Goto Foods Funding LLC, Series 2017-1A, Class A2II, 5.093%, 4/30/47<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;$917352 |
| Horizon Aircraft Finance III Ltd., Series 2019-2, Class A, 3.425%, 11/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp; 855385 |
| Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A, 5.375%, 9/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp; 2211063 |
| Jersey Mike's Funding LLC, Series 2019-1A, Class A2, 4.433%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp; 1022780 |
| LAD Auto Receivables Trust, Series 2024-1A, Class A3, 5.23%, 1/18/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp; 699889 |
| Lendbuzz Securitization Trust, Series 2025-2A, Class A2, 5.18%, 5/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp; 3430878 |
| Lunar Aircraft Ltd., Series 2020-1A, Class B, 4.335%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp; 173888 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.636%, 10/15/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696 | &nbsp;&nbsp;&nbsp;&nbsp; 2549900 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A, 6.56%, 7/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp; 2208798 |
| Navigator Aviation Ltd., Series 2024-1, Class A, 5.40%, 8/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp;&nbsp;&nbsp; 2127924 |
| Neighborly Issuer LLC, Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp; 1244496 |
| 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;535 | &nbsp;&nbsp;&nbsp;&nbsp; 523343 |
| OBX Trust, Series 2025-HE1, Class A1, 5.956%, (30-day SOFR Average + 1.60%), 2/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437 | &nbsp;&nbsp;&nbsp;&nbsp; 1450858 |
| Oportun Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.47%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 411268 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A, 2.18%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp; 2056721 |
| &nbsp;&nbsp;&nbsp;Series 2025-A, Class A, 5.01%, 2/8/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922 | &nbsp;&nbsp;&nbsp;&nbsp; 2926562 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, 3.00%, 1/25/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp; 19013 |
| &nbsp;&nbsp;&nbsp;Series 2021-HG1, Class A, 1.22%, 1/16/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 2382 |
| PEAC Solutions Receivables LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2, 5.79%, 6/21/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp; 890317 |
| &nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2, 4.74%, 4/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp; 900291 |
| PFS Financing Corp., Series 2024-B, Class A, 4.95%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp; 3123354 |
| PK Alift Loan Funding 3 LP, Series 2024-1, Class A1, 5.842%, 9/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp; 940981 |
| Planet Fitness Master Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.858%, 12/5/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp; 941905 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I, 5.765%, 6/5/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp; 1523668 |
| PNMAC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GT1, Class A, 7.358%, (1 mo. SOFR + 3.20%), 3/25/29<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2121373 |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class A, 6.608%, (1 mo. SOFR + 2.45%), 8/26/30<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 352069 |
| Research-Driven Pagaya Motor Asset Trust, Series 2025-1A, Class A, 5.044%, 6/27/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126 | &nbsp;&nbsp;&nbsp;&nbsp; 2137849 |
| Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2A, 5.00%, 9/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184 | &nbsp;&nbsp;&nbsp;&nbsp; 2188183 |
| ServiceMaster Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp; 495535 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp; 544074 |

---

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| SERVPRO Master Issuer LLC, Series 2019-1A, Class A2, 3.882%, 10/25/49<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532 | &nbsp;&nbsp;$3500325 |
| SoFi Consumer Loan Program Trust, Series 2025-1, Class B, 5.12%, 2/27/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1113333 |
| Sonic Capital LLC, Series 2020-1A, Class A2I, 3.845%, 1/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 | &nbsp;&nbsp;&nbsp;&nbsp; 1713058 |
| SpringCastle America Funding LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 426917 |
| STAR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class A, 5.601%, (1 mo. SOFR + 1.45%), 2/17/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446 | &nbsp;&nbsp;&nbsp;&nbsp; 3457884 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class B, 5.801%, (1 mo. SOFR + 1.65%), 8/17/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656 | &nbsp;&nbsp;&nbsp;&nbsp; 1658224 |
| Subway Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2I, 5.246%, 7/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp; 816902 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2II, 5.566%, 7/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp; 658625 |
| Sunnova Helios V Issuer LLC, Series 2021-A, Class A, 1.80%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp; 159420 |
| Sunnova Helios XII Issuer LLC, Series 2023-B, Class A, 5.30%, 8/22/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 | &nbsp;&nbsp;&nbsp;&nbsp; 1614476 |
| Sunnova Sol II Issuer LLC, Series 2020-2A, Class A, 2.73%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587 | &nbsp;&nbsp;&nbsp;&nbsp; 1336314 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728%, 9/26/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp; 1530978 |
| Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1A, Class A2, 4.292%, 6/28/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937 | &nbsp;&nbsp;&nbsp;&nbsp; 2319639 |
| Vantage Data Centers LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp; 2103968 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 2.165%, 10/15/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp; 846422 |
| Willis Engine Structured Trust V: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class B, 4.212%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp; 725032 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp; 106331 |
| Total Asset-Backed Securities<br> (identified cost $105,278,086) |  | &nbsp;&nbsp;**$105378216** |

---

Collateralized Mortgage Obligations — 4.0%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BFLD Mortgage Trust, Series 2024-VICT, Class A, 6.04%, (1 mo. SOFR + 1.89%), 7/15/41<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 | &nbsp;&nbsp;$1805381 |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp; 1335795 |
| Champs Trust, Series 2025-2, Class A, 8.04%, 10/25/60<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 | &nbsp;&nbsp;&nbsp;&nbsp; 1910842 |
| CHNGE Mortgage Trust, Series 2023-4, Class A1, 7.573% to 8/25/26, 9/25/58<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp; 720433 |
| FARM Mortgage Trust, Series 2024-2, Class A, 5.191%, 8/1/54<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp; 1210962 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 5324, Class MZ, 6.00%, 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp; 165165 |
| &nbsp;&nbsp;&nbsp;Series 5483, Class FB, 5.786%, (30-day SOFR Average + 1.43%), 12/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;&nbsp; 2520221 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 5529, Class AF, 5.356%, (30-day SOFR Average + 1.00%), 3/25/55<sup>(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907 | &nbsp;&nbsp;$2908278 |
| &nbsp;&nbsp;&nbsp;Series 5556, Class FA, 5.506%, (30-day SOFR Average + 1.15%), 7/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2854 | &nbsp;&nbsp;&nbsp;&nbsp; 2859927 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust, Series 2022-DNA2, Class M1A, 5.656%, (30-day SOFR Average + 1.30%), 2/25/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp; 290416 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2005-58, Class MA, 5.50%, 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 27699 |
| &nbsp;&nbsp;&nbsp;Series 2013-6, Class HD, 1.50%, 12/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp; 39519 |
| &nbsp;&nbsp;&nbsp;Series 2014-70, Class KP, 3.50%, 3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 194917 |
| &nbsp;&nbsp;&nbsp;Series 2025-75, Class FA, 5.406%, (30-day SOFR Average + 1.05%), 9/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074 | &nbsp;&nbsp;&nbsp;&nbsp; 2076739 |
| Federal National Mortgage Association Connecticut Avenue Securities, Series 2019-R06, Class 2B1, 8.221%, (30-day SOFR Average + 3.864%), 9/25/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 | &nbsp;&nbsp;&nbsp;&nbsp; 2247071 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class DL, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp; 660647 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class MW, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp; 680969 |
| &nbsp;&nbsp;&nbsp;Series 2023-101, Class FM, 5.289%, (30-day SOFR Average + 0.90%), 7/20/53<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936 | &nbsp;&nbsp;&nbsp;&nbsp; 2936252 |
| &nbsp;&nbsp;&nbsp;Series 2025-2, Class FB, 5.439%, (30-day SOFR Average + 1.05%), 12/20/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963 | &nbsp;&nbsp;&nbsp;&nbsp; 2969196 |
| Provident Funding Mortgage Trust, Series 2025-3, Class A3, 6.00%, 8/25/55<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 | &nbsp;&nbsp;&nbsp;&nbsp; 1505804 |
| Radian Mortgage Capital Trust, Series 2025-J3, Class A16, 6.00%, 12/25/55<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp; 986186 |
| Total Collateralized Mortgage Obligations<br> (identified cost $29,735,212) |  | &nbsp;&nbsp;**$30052419** |

---

Commercial Mortgage-Backed Securities — 7.2%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class DNM, 3.843%, 11/5/32<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;$2932128 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.843%, 11/5/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp; 1169808 |
| BAMLL Trust, Series 2024-BHP, Class A, 6.50%, (1 mo. SOFR + 2.35%), 8/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp; 1898654 |
| BPR Trust, Series 2022-SSP, Class A, 7.15%, (1 mo. SOFR + 3.00%), 5/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp; 1287095 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class B, 5.215%, (1 mo. SOFR + 1.064%), 9/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp; 1645647 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C, 5.365%, (1 mo. SOFR + 1.214%), 9/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp;&nbsp;&nbsp; 1258538 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class D, 5.915%, (1 mo. SOFR + 1.764%), 9/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp; 803864 |
| &nbsp;&nbsp;&nbsp;Series 2022-CSMO, Class A, 6.265%, (1 mo. SOFR + 2.115%), 6/15/27<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp; 1343868 |

---

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BX Trust, Series 2025-GW, Class B, 6.00%, (1 mo. SOFR + 1.850%), 7/15/42<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;$1753190 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class C, 6.019%, 8/10/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp; 1958061 |
| Extended Stay America Trust, Series 2021-ESH, Class C, 5.965%, (1 mo. SOFR + 1.814%), 7/15/38<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp; 2311585 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-M4, Class A2, 3.159%, 3/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp; 444900 |
| &nbsp;&nbsp;&nbsp;Series 2020-M1, Class A2, 2.444%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4434 | &nbsp;&nbsp;&nbsp;&nbsp; 4148935 |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M10, 8.221%, (30-day SOFR Average + 3.864%), 3/25/50<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp; 1113266 |
| Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class B, 6.00%, (1 mo. SOFR + 1.85%), 12/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1754103 |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A, 7.066%, 11/10/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp; 1165495 |
| Great Wolf Trust, Series 2024-WOLF, Class A, 5.692%, (1 mo. SOFR + 1.542%), 3/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;&nbsp; 2376221 |
| Hawaii Hotel Trust, Series 2025-MAUI, Class A, 5.543%, (1 mo. SOFR + 1.393%), 3/15/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1302564 |
| HLTN Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-DPLO, Class A, 5.792%, (1 mo. SOFR + 1.642%), 6/15/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 | &nbsp;&nbsp;&nbsp;&nbsp; 1615177 |
| &nbsp;&nbsp;&nbsp;Series 2024-DPLO, Class B, 6.141%, (1 mo. SOFR + 1.991%), 6/15/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp; 1339662 |
| INTOWN Mortgage Trust, Series 2025-STAY, Class C, 6.40%, (1 mo. SOFR + 2.25%), 3/15/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 | &nbsp;&nbsp;&nbsp;&nbsp; 2306687 |
| JPMBB Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C22, Class D, 4.66%, 9/15/47<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp; 178750 |
| &nbsp;&nbsp;&nbsp;Series 2014-C23, Class D, 4.188%, 9/15/47<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1819685 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-C13, Class D, 4.116%, 1/15/46<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp; 157740 |
| &nbsp;&nbsp;&nbsp;Series 2021-MHC, Class C, 5.816%, (1 mo. SOFR + 1.664%), 4/15/38<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp; 2426479 |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class B, 6.091%, (1 mo. SOFR + 1.941%), 6/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp; 1384763 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C29, Class C, 4.872%, 5/15/49<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp; 924073 |
| NYCT Trust, Series 2024-3ELV, Class A, 6.141%, (1 mo. SOFR + 1.991%), 8/15/29<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1006087 |
| ORL Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class A, 5.643%, (1 mo. SOFR + 1.493%), 12/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp; 2084569 |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class B, 6.042%, (1 mo. SOFR + 1.892%), 12/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp; 689639 |
| PENN Commercial Mortgage Trust, Series P11, Class A, 5.522%, 8/10/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp; 1436988 |
| SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, 5.542%, (1 mo. SOFR + 1.392%), 5/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp; 870857 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| TX Trust, Series 2024-HOU, Class A, 5.742%, (1 mo. SOFR + 1.591%), 6/15/39<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;$1994356 |
| TYSN Mortgage Trust, Series 2023-CRNR, Class A, 6.799%, 12/10/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp; 552657 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class D, 3.142%, 7/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 470792 |
| Willowbrook Mall, Series 2025-WBRK, Class C, 6.278%, 3/5/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp; 1356459 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $54,311,328) |  | &nbsp;&nbsp;**$53283342** |

---

Corporate Bonds — 24.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace & Defense — 0.5% | Aerospace & Defense — 0.5% | Aerospace & Defense — 0.5% |
| Boeing Co.: |  |  |
| &nbsp;&nbsp;&nbsp;5.805%, 5/1/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;$1353612 |
| &nbsp;&nbsp;&nbsp;5.93%, 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp; 359920 |
| Hexcel Corp., 5.875%, 2/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2092714 |
|  |  | &nbsp;&nbsp;**$3806246** |
| Air Transport — 0.3% | Air Transport — 0.3% | Air Transport — 0.3% |
| Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;$2299806 |
|  |  | &nbsp;&nbsp;**$2299806** |
| Airlines — 0.3% | Airlines — 0.3% | Airlines — 0.3% |
| AS Mileage Plan IP Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.021%, 10/20/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;$1961897 |
| &nbsp;&nbsp;&nbsp;5.308%, 10/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp; 463111 |
|  |  | &nbsp;&nbsp;**$2425008** |
| Auto Manufacturers — 1.2% | Auto Manufacturers — 1.2% | Auto Manufacturers — 1.2% |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;5.303%, 9/6/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;$209536 |
| &nbsp;&nbsp;&nbsp;7.35%, 3/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp; 1158515 |
| General Motors Financial Co., Inc., 5.95%, 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp; 898691 |
| Hyundai Capital America, 4.50%, 9/18/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp; 2406546 |
| Stellantis Finance U.S., Inc., 6.45%, 3/18/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp; 1753895 |
| Toyota Motor Credit Corp., 4.65%, 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp; 2150106 |
|  |  | &nbsp;&nbsp;**$8577289** |
| Banks — 7.0% | Banks — 7.0% | Banks — 7.0% |
| ABN AMRO Bank NV, 4.988% to 12/3/27, 12/3/28<sup>(1)(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;$1320643 |
| Banco Santander SA: |  |  |
| &nbsp;&nbsp;&nbsp;1.722% to 9/14/26, 9/14/27<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 975972 |
| &nbsp;&nbsp;&nbsp;4.175% to 3/24/27, 3/24/28<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 199745 |
| &nbsp;&nbsp;&nbsp;5.294%, 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 407768 |

---

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Banks (continued) | Banks (continued) | Banks (continued) |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.592% to 4/29/30, 4/29/31<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7087 | &nbsp;&nbsp;$6569490 |
| &nbsp;&nbsp;&nbsp;5.933% to 9/15/26, 9/15/27<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp; 2262274 |
| Bank of New York Mellon, 4.729% to 4/20/28, 4/20/29<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp; 2160344 |
| Barclays PLC, 6.496% to 9/13/26, 9/13/27<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp; 1152019 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico: |  |  |
| &nbsp;&nbsp;&nbsp;5.125% to 1/18/28, 1/18/33<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 982725 |
| &nbsp;&nbsp;&nbsp;7.625% to 2/11/30, 2/11/35<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp; 709679 |
| BNP Paribas SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.125% to 1/13/28, 1/13/29<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp; 1524135 |
| &nbsp;&nbsp;&nbsp;7.75% to 8/16/29<sup>(1)(6)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp; 835599 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/17/27<sup>(1)(6)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp; 683172 |
| CaixaBank SA, 6.84% to 9/13/33, 9/13/34<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 | &nbsp;&nbsp;&nbsp;&nbsp; 1629869 |
| Citigroup, Inc., Series W, 4.00% to 12/10/25<sup>(6)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp; 1256632 |
| Citizens Financial Group, Inc., 5.253% to 3/5/30, 3/5/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp; 225537 |
| Danske Bank AS, 5.427% to 3/1/27, 3/1/28<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp; 1002111 |
| Goldman Sachs Group, Inc., 5.218% to 4/23/30, 4/23/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp; 2037600 |
| ING Groep NV, 5.525% to 3/25/35, 3/25/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp; 1549699 |
| Intesa Sanpaolo SpA: |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 11/21/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp; 269989 |
| &nbsp;&nbsp;&nbsp;8.248% to 11/21/32, 11/21/33<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp; 1835746 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;5.103% to 4/22/30, 4/22/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649 | &nbsp;&nbsp;&nbsp;&nbsp; 2737289 |
| &nbsp;&nbsp;&nbsp;5.581% to 4/22/29, 4/22/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp; 2768713 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/35, 1/29/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp; 52189 |
| Royal Bank of Canada: |  |  |
| &nbsp;&nbsp;&nbsp;4.696% to 8/6/30, 8/6/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp; 3947039 |
| &nbsp;&nbsp;&nbsp;5.153% to 2/4/30, 2/4/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 438039 |
| Societe Generale SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.512% to 5/22/30, 5/22/31<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp; 2388613 |
| &nbsp;&nbsp;&nbsp;6.10% to 4/13/32, 4/13/33<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp; 811998 |
| Swedbank AB, 6.136%, 9/12/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp; 1750631 |
| Synovus Bank/Columbus, GA: |  |  |
| &nbsp;&nbsp;&nbsp;4.00% to 10/29/25, 10/29/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp; 687834 |
| &nbsp;&nbsp;&nbsp;5.625%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 765853 |
| Synovus Financial Corp., 6.168% to 11/1/29, 11/1/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp; 706180 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp; 596381 |
| Toronto-Dominion Bank, 8.125% to 10/31/27, 10/31/82<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp; 2308154 |
| UBS Group AG, 2.095% to 2/11/31, 2/11/32<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp; 1099702 |
| UniCredit SpA, 5.459% to 6/30/30, 6/30/35<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp; 616261 |
| Westpac New Zealand Ltd., 5.132%, 2/26/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182 | &nbsp;&nbsp;&nbsp;&nbsp; 1199800 |
|  |  | &nbsp;&nbsp;**$52465424** |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Biotechnology — 0.3% | Biotechnology — 0.3% | Biotechnology — 0.3% |
| Biogen, Inc., 6.45%, 5/15/55 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;$1795099 |
| Royalty Pharma PLC, 5.20%, 9/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp; 527755 |
|  |  | &nbsp;&nbsp;**$2322854** |
| Building Materials — 0.3% | Building Materials — 0.3% | Building Materials — 0.3% |
| Masterbrand, Inc., 7.00%, 7/15/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;$1322425 |
| Quikrete Holdings, Inc., 6.375%, 3/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp; 1002415 |
|  |  | &nbsp;&nbsp;**$2324840** |
| Chemicals — 0.2% | Chemicals — 0.2% | Chemicals — 0.2% |
| Celanese U.S. Holdings LLC, 7.20%, 11/15/33 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;$1222297 |
|  |  | &nbsp;&nbsp;**$1222297** |
| Commercial Services — 0.1% | Commercial Services — 0.1% | Commercial Services — 0.1% |
| Ford Foundation, 2.415%, 6/1/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;$392199 |
|  |  | &nbsp;&nbsp;**$392199** |
| Computers — 0.2% | Computers — 0.2% | Computers — 0.2% |
| Kyndryl Holdings, Inc., 6.35%, 2/20/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;$1302226 |
|  |  | &nbsp;&nbsp;**$1302226** |
| Diversified Financial Services — 4.8% | Diversified Financial Services — 4.8% | Diversified Financial Services — 4.8% |
| Ally Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.543% to 1/17/30, 1/17/31<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;$678807 |
| &nbsp;&nbsp;&nbsp;5.737% to 5/15/28, 5/15/29<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1023832 |
| &nbsp;&nbsp;&nbsp;6.848% to 1/3/29, 1/3/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp; 37038 |
| Apollo Global Management, Inc., 5.15%, 8/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp; 1417659 |
| BlueHub Loan Fund, Inc., 3.099%, 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp; 2876799 |
| Brookfield Asset Management Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.795%, 4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 | &nbsp;&nbsp;&nbsp;&nbsp; 2086852 |
| &nbsp;&nbsp;&nbsp;6.077%, 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp; 1747570 |
| CI Financial Corp., 7.50%, 5/30/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp; 2121662 |
| Citadel LP, 6.375%, 1/23/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp;&nbsp;&nbsp; 2281153 |
| Citadel Securities Global Holdings LLC, 6.20%, 6/18/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp; 1340321 |
| Enact Holdings, Inc., 6.25%, 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp; 2694039 |
| HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514 | &nbsp;&nbsp;&nbsp;&nbsp; 4596176 |
| Jefferies Financial Group, Inc., 6.20%, 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp; 373323 |
| LPL Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp; 797797 |
| &nbsp;&nbsp;&nbsp;4.375%, 5/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 411649 |
| &nbsp;&nbsp;&nbsp;5.75%, 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp; 1246938 |
| Marex Group PLC, 6.404%, 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp; 2171531 |
| Nuveen LLC, 5.85%, 4/15/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp; 1230863 |
| Raymond James Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 9/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp; 1888099 |
| &nbsp;&nbsp;&nbsp;5.65%, 9/11/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp; 1105506 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp; 1944122 |

---

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) |
| Stellantis Financial Services U.S. Corp., 5.40%, 9/15/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;$612561 |
| Stifel Financial Corp., 4.00%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp; 973662 |
|  |  | &nbsp;&nbsp;**$35657959** |
| Electric — 1.3% | Electric — 1.3% | Electric — 1.3% |
| Capital Power U.S. Holdings, Inc., 5.257%, 6/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;$1427125 |
| Engie SA, 5.625%, 4/10/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2346325 |
| NextEra Energy Capital Holdings, Inc., 5.45%, 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp; 2168025 |
| Southern Co., Series B, 4.00% to 10/15/25, 1/15/51<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 | &nbsp;&nbsp;&nbsp;&nbsp; 1629938 |
| Vistra Operations Co. LLC, 5.70%, 12/30/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp; 1827979 |
|  |  | &nbsp;&nbsp;**$9399392** |
| Healthcare Services — 0.6% | Healthcare Services — 0.6% | Healthcare Services — 0.6% |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;$112065 |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp; 1462773 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp; 774245 |
| HCA, Inc., 6.20%, 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp; 1404859 |
| LifePoint Health, Inc., 9.875%, 8/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp; 899876 |
|  |  | &nbsp;&nbsp;**$4653818** |
| Insurance — 2.8% | Insurance — 2.8% | Insurance — 2.8% |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7.00%, 1/15/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;$930616 |
| American International Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp; 721668 |
| &nbsp;&nbsp;&nbsp;5.45%, 5/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;&nbsp;&nbsp; 1317547 |
| American National Global Funding: |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 6/3/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp; 892945 |
| &nbsp;&nbsp;&nbsp;5.55%, 1/28/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 432964 |
| American National Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp; 680041 |
| &nbsp;&nbsp;&nbsp;6.144%, 6/13/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp; 454563 |
| Athene Global Funding, 4.86%, 8/27/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp;&nbsp;&nbsp; 2448488 |
| Athene Holding Ltd., 6.625%, 5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp; 1283230 |
| Fortitude Global Funding, 4.625%, 10/6/28<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp; 1807109 |
| Fortitude Group Holdings LLC, 6.25%, 4/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp; 1188585 |
| Global Atlantic Fin Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487 | &nbsp;&nbsp;&nbsp;&nbsp; 2246974 |
| &nbsp;&nbsp;&nbsp;6.75%, 3/15/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 | &nbsp;&nbsp;&nbsp;&nbsp; 2270815 |
| &nbsp;&nbsp;&nbsp;7.95%, 6/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp; 34791 |
| Intact Financial Corp., 5.459%, 9/22/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp; 1195186 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp; 1391082 |
| NLG Global Funding: |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp; 1856527 |
| &nbsp;&nbsp;&nbsp;5.40%, 1/23/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp; 93294 |
|  |  | &nbsp;&nbsp;**$21246425** |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Leisure Time — 0.2% | Leisure Time — 0.2% | Leisure Time — 0.2% |
| Royal Caribbean Cruises Ltd., 5.375%, 1/15/36<sup>(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;$1474110 |
|  |  | &nbsp;&nbsp;**$1474110** |
| Lodging — 0.3% | Lodging — 0.3% | Lodging — 0.3% |
| Las Vegas Sands Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 8/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | &nbsp;&nbsp;$626220 |
| &nbsp;&nbsp;&nbsp;6.00%, 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp; 1750292 |
|  |  | &nbsp;&nbsp;**$2376512** |
| Machinery - Diversified — 0.1% | Machinery - Diversified — 0.1% | Machinery - Diversified — 0.1% |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;$913126 |
|  |  | &nbsp;&nbsp;**$913126** |
| Media — 0.3% | Media — 0.3% | Media — 0.3% |
| Charter Communications Operating LLC/Charter Communications Operating Capital: |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 12/1/61 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 | &nbsp;&nbsp;$482617 |
| &nbsp;&nbsp;&nbsp;4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp; 1965508 |
|  |  | &nbsp;&nbsp;**$2448125** |
| Mining — 0.3% | Mining — 0.3% | Mining — 0.3% |
| Novelis Corp., 4.75%, 1/30/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;$926874 |
| South32 Treasury Ltd., 4.35%, 4/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp; 963672 |
|  |  | &nbsp;&nbsp;**$1890546** |
| Office & Business Equipment — 0.1% | Office & Business Equipment — 0.1% | Office & Business Equipment — 0.1% |
| CDW LLC/CDW Finance Corp., 3.276%, 12/1/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;$706685 |
|  |  | &nbsp;&nbsp;**$706685** |
| Oil and Gas — 0.2% | Oil and Gas — 0.2% | Oil and Gas — 0.2% |
| Diamondback Energy, Inc., 5.40%, 4/18/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;$836405 |
| Parkland Corp., 4.625%, 5/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp; 963159 |
|  |  | &nbsp;&nbsp;**$1799564** |
| Pharmaceuticals — 0.5% | Pharmaceuticals — 0.5% | Pharmaceuticals — 0.5% |
| AbbVie, Inc., 5.50%, 3/15/64 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;$1411380 |
| Pfizer Investment Enterprises Pte. Ltd., 5.30%, 5/19/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp; 2497949 |
|  |  | &nbsp;&nbsp;**$3909329** |
| Pipelines — 0.3% | Pipelines — 0.3% | Pipelines — 0.3% |
| ONEOK, Inc., 6.05%, 9/1/33 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;$2063177 |
|  |  | &nbsp;&nbsp;**$2063177** |
| Real Estate Investment Trusts (REITs) — 0.8% | Real Estate Investment Trusts (REITs) — 0.8% | Real Estate Investment Trusts (REITs) — 0.8% |
| American Assets Trust LP, 3.375%, 2/1/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;$822412 |
| CTR Partnership LP/CareTrust Capital Corp., 3.875%, 6/30/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp; 1605220 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp; 503338 |

---

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Real Estate Investment Trusts (REITs) (continued) | Real Estate Investment Trusts (REITs) (continued) | Real Estate Investment Trusts (REITs) (continued) |
| EPR Properties: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;$313941 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp; 756977 |
| HAT Holdings I LLC/HAT Holdings II LLC, 3.75%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp; 216870 |
| Healthpeak OP LLC, 4.75%, 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 | &nbsp;&nbsp;&nbsp;&nbsp; 1321098 |
| VICI Properties LP, 5.75%, 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp; 769361 |
|  |  | &nbsp;&nbsp;**$6309217** |
| Semiconductors — 0.5% | Semiconductors — 0.5% | Semiconductors — 0.5% |
| Foundry JV Holdco LLC, 5.90%, 1/25/33<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633 | &nbsp;&nbsp;$2778889 |
| Qorvo, Inc., 3.375%, 4/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp; 712746 |
|  |  | &nbsp;&nbsp;**$3491635** |
| Software — 0.7% | Software — 0.7% | Software — 0.7% |
| Fiserv, Inc., 5.35%, 3/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;$1124017 |
| Oracle Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp; 475513 |
| &nbsp;&nbsp;&nbsp;5.20%, 9/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp; 3912902 |
|  |  | &nbsp;&nbsp;**$5512432** |
| Telecommunications — 0.3% | Telecommunications — 0.3% | Telecommunications — 0.3% |
| AT&T, Inc., 3.65%, 6/1/51 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 | &nbsp;&nbsp;$761295 |
| Zegona Finance PLC, 8.625%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp; 1170830 |
|  |  | &nbsp;&nbsp;**$1932125** |
| Total Corporate Bonds<br> (identified cost $179,460,560) |  | &nbsp;&nbsp;**$182922366** |

---

Exchange-Traded Funds — 2.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Fixed-Income Funds — 2.9% | Fixed-Income Funds — 2.9% | Fixed-Income Funds — 2.9% |
| Eaton Vance Short Duration Income ETF<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;$14650425 |
| Eaton Vance Ultra-Short Income ETF<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp; 6625450 |
| Total Exchange-Traded Funds<br> (identified cost $21,105,190) |  | &nbsp;&nbsp;**$21275875** |

---

Preferred Stocks — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Real Estate Management & Development — 0.2% | Real Estate Management & Development — 0.2% | Real Estate Management & Development — 0.2% |
| Brookfield Property Partners LP, Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83921 | &nbsp;&nbsp;$1124541 |
|  |  | &nbsp;&nbsp;**$1124541** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Wireless Telecommunication Services — 0.0%<sup>†</sup> | Wireless Telecommunication Services — 0.0%<sup>†</sup> | Wireless Telecommunication Services — 0.0%<sup>†</sup> |
| T-Mobile USA, Inc., 5.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;$174574 |
|  |  | &nbsp;&nbsp;**$174574** |
| Total Preferred Stocks<br> (identified cost $2,258,465) |  | &nbsp;&nbsp;**$1299115** |

---

Taxable Municipal Obligations — 0.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Special Tax Revenue — 0.2% | Special Tax Revenue — 0.2% | Special Tax Revenue — 0.2% |
| California Health Facilities Financing Authority, (No Place Like Home Program), Social Bonds, 3.034%, 6/1/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;$1274330 |
|  |  | &nbsp;&nbsp;**$1274330** |
| Water and Sewer — 0.3% | Water and Sewer — 0.3% | Water and Sewer — 0.3% |
| Narragansett Bay Commission, RI, Wastewater System Revenue: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.094%, 9/1/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;$749221 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.184%, 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp; 583072 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.264%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp; 514699 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.344%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp; 548641 |
|  |  | &nbsp;&nbsp;**$2395633** |
| Total Taxable Municipal Obligations<br> (identified cost $4,120,000) |  | &nbsp;&nbsp;**$3669963** |

---

U.S. Government Agency Mortgage-Backed Securities — 28.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 2/1/43 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;$475502 |
| &nbsp;&nbsp;&nbsp;3.00%, with various maturities to 2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp; 2109640 |
| &nbsp;&nbsp;&nbsp;3.50%, with various maturities to 2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234 | &nbsp;&nbsp;&nbsp;&nbsp; 2102374 |
| &nbsp;&nbsp;&nbsp;4.00%, with various maturities to 2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 | &nbsp;&nbsp;&nbsp;&nbsp; 1719356 |
| &nbsp;&nbsp;&nbsp;4.50%, with various maturities to 2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp; 539582 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7272 | &nbsp;&nbsp;&nbsp;&nbsp; 7217465 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33573 | &nbsp;&nbsp;&nbsp;&nbsp; 33905808 |
| &nbsp;&nbsp;&nbsp;6.00%, 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp; 262887 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp; 560503 |
| &nbsp;&nbsp;&nbsp;3.00%, 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp; 517241 |
| &nbsp;&nbsp;&nbsp;3.50%, with various maturities to 2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp; 3210489 |
| &nbsp;&nbsp;&nbsp;4.00%, with various maturities to 2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174 | &nbsp;&nbsp;&nbsp;&nbsp; 1134742 |
| &nbsp;&nbsp;&nbsp;4.50%, 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp; 197092 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp; 179208 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28578 | &nbsp;&nbsp;&nbsp;&nbsp; 28856337 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, with various maturities to 2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp; 2181436 |

---

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/45 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;$667771 |
| &nbsp;&nbsp;&nbsp;5.50%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007 | &nbsp;&nbsp;&nbsp;&nbsp; 2052219 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp; 470714 |
| &nbsp;&nbsp;&nbsp;7.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp; 817681 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp; 5589720 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67311 | &nbsp;&nbsp;&nbsp;&nbsp; 66761470 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52375 | &nbsp;&nbsp;&nbsp;&nbsp; 52819292 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $215,975,150) |  | **$214348529** |

---

U.S. Treasury Obligations — 25.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 11/15/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;$3634272 |
| &nbsp;&nbsp;&nbsp;1.875%, 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp; 745854 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8644 | &nbsp;&nbsp;&nbsp;&nbsp; 6073592 |
| &nbsp;&nbsp;&nbsp;2.00%, 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp; 203381 |
| &nbsp;&nbsp;&nbsp;2.25%, 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp;&nbsp;&nbsp; 843053 |
| &nbsp;&nbsp;&nbsp;2.25%, 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364 | &nbsp;&nbsp;&nbsp;&nbsp; 2087388 |
| &nbsp;&nbsp;&nbsp;2.375%, 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp; 1344286 |
| &nbsp;&nbsp;&nbsp;2.875%, 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp; 2854313 |
| &nbsp;&nbsp;&nbsp;2.875%, 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp; 784454 |
| &nbsp;&nbsp;&nbsp;3.00%, 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp; 621255 |
| &nbsp;&nbsp;&nbsp;3.00%, 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144 | &nbsp;&nbsp;&nbsp;&nbsp; 3031838 |
| &nbsp;&nbsp;&nbsp;3.625%, 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp; 1119943 |
| &nbsp;&nbsp;&nbsp;3.625%, 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp; 783973 |
| &nbsp;&nbsp;&nbsp;3.875%, 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631 | &nbsp;&nbsp;&nbsp;&nbsp; 2388660 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp; 741386 |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp; 613885 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp; 653962 |
| &nbsp;&nbsp;&nbsp;4.625%, 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp; 1389109 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17070 | &nbsp;&nbsp;&nbsp;&nbsp; 17256198 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp; 480093 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp; 919233 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.375%, 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3634 | &nbsp;&nbsp;&nbsp;&nbsp; 3612003 |
| &nbsp;&nbsp;&nbsp;0.375%, 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28291 | &nbsp;&nbsp;&nbsp;&nbsp; 28037767 |
| &nbsp;&nbsp;&nbsp;0.375%, 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4956 | &nbsp;&nbsp;&nbsp;&nbsp; 4897413 |
| &nbsp;&nbsp;&nbsp;0.625%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp; 217368 |
| &nbsp;&nbsp;&nbsp;0.75%, 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821 | &nbsp;&nbsp;&nbsp;&nbsp; 4736828 |
| &nbsp;&nbsp;&nbsp;1.125%, 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp; 7243050 |
| &nbsp;&nbsp;&nbsp;1.125%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp; 3403523 |
| &nbsp;&nbsp;&nbsp;1.25%, 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp; 3255460 |
| &nbsp;&nbsp;&nbsp;1.25%, 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp; 192904 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20027 | &nbsp;&nbsp;&nbsp;&nbsp; 19536201 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; 17753906 |
| &nbsp;&nbsp;&nbsp;2.875%, 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 499011 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Notes: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 8/31/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713 | &nbsp;&nbsp;$3679133 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 | &nbsp;&nbsp;&nbsp;&nbsp; 2586467 |
| &nbsp;&nbsp;&nbsp;3.875%, 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2011250 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp; 1659283 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 | &nbsp;&nbsp;&nbsp;&nbsp; 3974429 |
| &nbsp;&nbsp;&nbsp;4.125%, 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1615594 |
| &nbsp;&nbsp;&nbsp;4.125%, 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19707 | &nbsp;&nbsp;&nbsp;&nbsp; 20026854 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7570313 |
| &nbsp;&nbsp;&nbsp;4.25%, 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp; 251043 |
| &nbsp;&nbsp;&nbsp;4.375%, 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp; 4061334 |
| &nbsp;&nbsp;&nbsp;4.625%, 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp; 1021782 |
| Total U.S. Treasury Obligations<br> (identified cost $199,116,145) |  | &nbsp;&nbsp;**$190413044** |

---

Short-Term Investments — 9.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.05%<sup>(11)</sup> | 69011362 | &nbsp;&nbsp;$69011362 |
| Total Short-Term Investments<br> (identified cost $69,011,362) |  | &nbsp;&nbsp;**$69011362** |
| Total Investments — 117.0%<br> (identified cost $880,371,498) |  | &nbsp;&nbsp;**$871654231** |
| Other Assets, Less Liabilities — (17.0)% |  | &nbsp;&nbsp;**$(126350200)** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$745304031** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | 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 September 30, 2025, the aggregate value of these securities is $238,850,940 or 32.0% of the Portfolio's net assets. |
| <sup>(2)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at September 30, 2025. |
| <sup>(3)</sup> | Variable rate security. The stated interest rate represents the rate in effect at September 30, 2025. |
| <sup>(4)</sup> | Step coupon security. Interest rate represents the rate in effect at September 30, 2025. |
| <sup>(5)</sup> | Represents an investment in an issuer that may be deemed to be an affiliate. |
| <sup>(6)</sup> | Security converts to variable rate after the indicated fixed-rate coupon period. |
| <sup>(7)</sup> | Perpetual security with no stated maturity date but may be subject to calls by the issuer. |
| <sup>(8)</sup> | When-issued security. |

---

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

<sup>(9)</sup> Affiliated fund.

<sup>(10)</sup> TBA (To Be Announced) securities are purchased on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount, which is not expected to differ significantly from the commitment amount, and maturity date are determined upon settlement.

<sup>(11)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of September 30, 2025.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;2343551 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1979334 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;12/17/25 | &nbsp;&nbsp;$9523 | &nbsp;&nbsp;$— |
|  |  |  |  |  |  | &nbsp;&nbsp;**$9523** | &nbsp;&nbsp;&nbsp;**$—** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;1462 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;$159643548 | &nbsp;&nbsp;&nbsp;&nbsp;$85413 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;12/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19462500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67677 |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;12/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44655406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 797940 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;12/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39586875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103934 |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(607) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126497852) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69800) |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(121) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;12/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14527563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(346674) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$638490** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| OTC | – Over-the-counter |
| SOFR | – Secured Overnight Financing Rate |
| STACR | – Structured Agency Credit Risk |
| TBA | – To Be Announced |

---

---

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

---

At September 30, 2025, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

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

Foreign Exchange Risk: The Portfolio engages in forward foreign currency exchange contracts to seek to hedge against fluctuations in currency exchange rates.

Interest Rate Risk: The Portfolio enters into interest rate futures contracts to seek to hedge against fluctuations in interest rates.

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

Affiliated Investments

At September 30, 2025, the value of the Portfolio's investment in issuers and funds that may be deemed to be affiliated was $91,211,310, which represents 12.2% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended September 30, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Interest/<br> Dividend<br> income** | **Principal amount ($)/<br> Shares, end<br> of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C29, Class C, 4.872%, 5/15/49 | $935082 | $— | $— | $— | $(11009) | $924073 | $35764 | &nbsp;&nbsp;&nbsp;$993200 |
| **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** | **Exchange-Traded Funds** |
| Eaton Vance Short Duration Income ETF | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14467840 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;182585 | &nbsp;&nbsp;&nbsp;14650425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370286 | &nbsp;&nbsp;&nbsp; 285000 |
| Eaton Vance Ultra-Short Income ETF | &nbsp;&nbsp;&nbsp; 1267250 | &nbsp;&nbsp;&nbsp; 5367600 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9400) | &nbsp;&nbsp;&nbsp; 6625450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62020 | &nbsp;&nbsp;&nbsp; 130000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;56230488 | &nbsp;&nbsp;&nbsp;280878568 | &nbsp;&nbsp;&nbsp;(268097694) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;69011362 | &nbsp;&nbsp;&nbsp;2625671 | &nbsp;&nbsp;&nbsp;69011362 |
| **Total** |  |  |  | **$—** | **$162176** | **$91211310** | **$3093741** |  |

---

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

Fair Value Measurements

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

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

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

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

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

At September 30, 2025, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$105378216 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$105378216 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30052419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30052419 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53283342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53283342 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182922366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182922366 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;21275875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21275875 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 1299115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1299115 |
| Taxable Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3669963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3669963 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214348529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214348529 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190413044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190413044 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;69011362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69011362 |
| **Total Investments** | &nbsp;&nbsp;**$91586352** | &nbsp;&nbsp;&nbsp;&nbsp;**$780067879** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$871654231** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$9523 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$9523 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 1054964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1054964 |
| **Total** | &nbsp;&nbsp;**$92641316** | &nbsp;&nbsp;&nbsp;&nbsp;**$780077402** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$872718718** |

---

------

Core Bond Portfolio<br>

September 30, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Futures Contracts | &nbsp;&nbsp;$(416474) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(416474) |
| **Total** | &nbsp;&nbsp;**$(416474)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(416474)** |

---

For information on the Portfolio's policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio's most recent annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Eaton Vance Special Investment Trust

- **b. Investment Company Act file number:** 811-01545

- **c. CIK number of Registrant:** 0000031266

- **d. LEI of Registrant:** 5493003X08Y3GH1CDY86

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Eaton Vance Core Bond Fund

- **b. EDGAR series identifier (if any):** S000012344

- **c. LEI of Series:** 549300YLYACGLDNIL933

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $352354422.86

**Total Liabilities:** $1229694.90

**Net Assets:** $351124727.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033565 | -0.22%               | 1.52%                | 0.46%                |
| Class ID C000075110 | -0.13%               | 1.38%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $0.00                    | $0.00                                      |

**Designated Index Information**

- **Index Name:** BB Barclays US Aggregate Bond

- **Index Identifier:** BBG_US_Agg_Bond

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Core Bond Portfolio | Core Bond Portfolio | CUSIP: 000000000<br>LEI: 3BIRQP3EJTB29FBSFZ15 | Long             | EC               | RF                | US        |  39766235 | NS      | $352328843.48 | 100.34%           |  |  |  | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

**Name of Applicant:** Eaton Vance Special Investment Trust

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer