1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-26
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000081142 | EBABX | NOT_LISTED | not exchange-listed | — |
| C000081143 | ECBAX | NOT_LISTED | not exchange-listed | — |
| C000081144 | EIBAX | NOT_LISTED | not exchange-listed | — |
| C000243098 | ERABX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
517 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| United States Treasury U.S. Treasury Notes | — | 91282CPK1 US91282CPK17 | DBT UST | 476,707,000 PA |
| 11.604% |
| US |
| Morgan Stanley & Co. LLC Morgan Stanley Institutional Liquidity Funds … | — | 61747C707 US61747C7074 | STIV RF | 350,679,539.77 NS | $350.68M | 8.605% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050643 US01F0506430 | ABS-MBS USGSE | 280,578,000 PA | $276.60M | 6.787% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CPN5 US91282CPN55 | DBT UST | 251,719,000 PA | $247.11M | 6.063% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810UQ9 US912810UQ93 | DBT UST | 165,443,000 PA | $159.60M | 3.916% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CJZ5 US91282CJZ59 | DBT UST | 140,541,000 PA | $138.65M | 3.402% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CNC1 US91282CNC19 | DBT UST | 111,492,000 PA | $111.22M | 2.729% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810SE9 US912810SE91 | DBT UST | 74,498,000 PA | $58.40M | 1.433% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWNJ8 US3132DWNJ89 | ABS-MBS USGSE | 53,205,884.37 PA | $53.55M | 1.314% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052649 US01F0526495 | ABS-MBS USGSE | 47,050,309 PA | $47.25M | 1.160% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CCS8 US91282CCS89 | DBT UST | 49,893,000 PA | $43.31M | 1.063% | US |
| NYKREDIT REALKREDIT A/S Nykredit Realkredit A/S | — | 000000000 DK0009548372 | DBT CORP | 295,539,887.65 PA | $43.19M DKK | 1.060% | DK |
| REALKREDIT DANMARK Realkredit Danmark A/S | — | 000000000 DK0004630274 | DBT CORP | 281,822,910.28 PA | $40.95M DKK | 1.005% | DK |
| Eaton Vance Global Macro Absolute Return Fund | — | 277923728 US2779237286 | EC RF | 4,231,084.97 NS | $37.66M | 0.924% | US |
| Eaton Vance Emerging Markets Debt Opportuniti… | — | 27827V402 US27827V4023 | EC RF | 4,291,961.62 NS | $35.54M | 0.872% | US |
| NYKREDIT REALKREDIT A/S Nykredit Realkredit A/S | — | 000000000 DK0009537094 | DBT CORP | 222,226,202 PA | $32.87M DKK | 0.807% | DK |
| Eaton Vance Emerging Markets Local Income Fund | — | 277923447 US2779234473 | EC RF | 9,286,428.98 NS | $31.76M | 0.779% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810UT3 US912810UT33 | DBT UST | 32,429,000 PA | $31.27M | 0.767% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWMX8 US3132DWMX82 | ABS-MBS USGSE | 31,341,700.49 PA | $30.96M | 0.760% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWMY6 US3132DWMY65 | ABS-MBS USGSE | 29,938,689.14 PA | $30.10M | 0.739% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FED5 US31418FED50 | ABS-MBS USGSE | 29,568,995.27 PA | $29.76M | 0.730% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FMJ3 US31418FMJ39 | ABS-MBS USGSE | 28,754,107.57 PA | $28.90M | 0.709% | US |
| Freddie Mac Freddie Mac Pool | — | 3142J6BT9 US3142J6BT94 | ABS-MBS USGSE | 28,310,717.61 PA | $28.45M | 0.698% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F040651 US01F0406516 | ABS-MBS USGSE | 27,260,000 PA | $25.68M | 0.630% | US |
| NORDEA KREDIT REALKREDIT Nordea Kredit Realkreditaktieselskab | — | 000000000 DK0002061217 | DBT CORP | 166,211,595.16 PA | $24.17M DKK | 0.593% | DK |
| Freddie Mac Freddie Mac Pool | — | 3132DWN82 US3132DWN822 | ABS-MBS USGSE | 24,003,825.82 PA | $24.14M | 0.592% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042640 US01F0426407 | ABS-MBS USGSE | 24,375,000 PA | $23.51M | 0.577% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FGY7 US31418FGY79 | ABS-MBS USGSE | 23,308,608.53 PA | $23.44M | 0.575% | US |
| Eaton Vance Short Duration Income ETF | EVSD | 61774R825 US61774R8253 | EC RF | 410,000 NS | $20.89M | 0.512% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWNK5 US3132DWNK52 | ABS-MBS USGSE | 18,821,871.06 PA | $18.93M | 0.465% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWKV4 US3132DWKV45 | ABS-MBS USGSE | 17,600,289.69 PA | $17.69M | 0.434% | US |
| HA SUSTAINABLE INF CAP HA Sustainable Infrastructure Capital Inc | — | 41068XAF7 US41068XAF78 | DBT CORP | 17,159,000 PA | $17.28M | 0.424% | US |
| LIBERTY MUTUAL GROUP INC Liberty Mutual Group Inc | — | 53079EBM5 US53079EBM57 | DBT CORP | 17,520,000 PA | $17.12M | 0.420% | US |
| BANK OF NOVA SCOTIA Bank of Nova Scotia/The | — | 0641598V1 US0641598V18 | DBT CORP | 15,060,000 PA | $15.78M | 0.387% | CA |
| CI FINANCIAL CORP CI Financial Corp | — | 125491AT7 US125491AT73 | DBT CORP | 14,118,000 PA | $14.82M | 0.364% | CA |
| United States Treasury U.S. Treasury Notes | — | 91282CBL4 US91282CBL46 | DBT UST | 16,460,000 PA | $14.43M | 0.354% | US |
| ATHENE HOLDING LTD Athene Holding Ltd | — | 04686JAL5 US04686JAL52 | DBT CORP | 13,806,000 PA | $13.31M | 0.327% | US |
| TELUS CORP TELUS Corp | — | 87971MCQ4 US87971MCQ42 | DBT CORP | 13,345,000 PA | $13.22M | 0.324% | CA |
| United States Treasury U.S. Treasury Bonds | — | 912810SR0 US912810SR05 | DBT UST | 20,401,000 PA | $12.86M | 0.316% | US |
| Fannie Mae Fannie Mae Pool | — | 3140Y7DY1 US3140Y7DY14 | ABS-MBS USGSE | 12,664,957.03 PA | $12.77M | 0.313% | US |
| MAREX GROUP PLC Marex Group PLC | — | 566539AA0 US566539AA08 | DBT CORP | 12,284,000 PA | $12.66M | 0.311% | GB |
| CANADIAN IMPERIAL BANK Canadian Imperial Bank of Commerce | — | 13607P7Y4 US13607P7Y41 | DBT CORP | 12,262,000 PA | $12.40M | 0.304% | CA |
| CAJUN GLOBAL LLC Cajun Global LLC | — | 12803VAC9 US12803VAC90 | ABS-O CORP | 12,375,000 PA | $12.32M | 0.302% | US |
| Liberty Street Trust LBTY Commercial Mortgage Trust 2026-225L | — | 50178LAJ3 US50178LAJ35 | ABS-MBS CORP | 12,660,000 PA | $12.27M | 0.301% | US |
| BAIN CAPITAL SPECIALTY F Bain Capital Specialty Finance Inc | — | 05684BAF4 US05684BAF40 | DBT CORP | 12,777,000 PA | $12.20M | 0.299% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWK93 US3132DWK935 | ABS-MBS USGSE | 11,957,066.68 PA | $12.04M | 0.295% | US |
| The BAHA Trust BAHA Trust 2024-MAR | — | 05493XAG5 US05493XAG51 | ABS-MBS CORP | 11,508,000 PA | $11.86M | 0.291% | US |
| BELROSE FUNDING TRUST II Belrose Funding Trust II | — | 08079KAA2 US08079KAA25 | DBT CORP | 11,735,000 PA | $11.79M | 0.289% | US |
| Credit Suisse Mortgage Trust CSMC 2021-BPNY | — | 12659XAA4 US12659XAA46 | ABS-MBS CORP | 11,987,433.95 PA | $11.77M | 0.289% | US |
| BX Trust BX Trust 2025-GW | — | 12433GAJ5 US12433GAJ58 | ABS-MBS CORP | 10,900,000 PA | $10.91M | 0.268% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($4.39B), not of the fund’s net assets ($4.08B). The two differ by cash, derivatives filed with no market value, and rounding.