Global Opportunities Portfolio NPORTP (Jan 2020 report)

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited)

Collateralized Mortgage Obligations — 23.9%
Security											Principal Amount											Value
________________________________________________________________________________________________________
Federal Home Loan Mortgage Corp.:
			Series 2182, Class ZC, 7.50%, 9/15/29									$	114,599							$		131,280
			Series 4273, Class SP, 7.251%, (12.00% - 1 mo. USD LIBOR x 2.67), 11/15/43(1)										516,145									777,662
			Series 4407, Class LN, 5.171%, (9.32% - 1 mo. USD LIBOR x 2.33), 12/15/43(1)										146,022									149,458
			Series 4637, Class CU, 3.00%, 8/15/44										10,983,120									11,277,174
			Series 4677, Class SB, 8.877%, (16.00% - 1 mo. USD LIBOR x 4.00), 4/15/47(1)										1,976,887									2,103,927
			Series 4774, Class QD, 4.50%, 1/15/43										12,646,441									13,216,868
			Series 4914, Class DZ, 4.00%, 9/25/49										4,820,707									4,827,974
	Interest Only:(2)
			Series 2631, Class DS, 5.424%, (7.10% - 1 mo. USD LIBOR), 6/15/33(1)										1,982,531									294,023
			Series 2953, Class LS, 5.024%, (6.70% - 1 mo. USD LIBOR), 12/15/34(1)										1,307,167									83,057
			Series 2956, Class SL, 5.324%, (7.00% - 1 mo. USD LIBOR), 6/15/32(1)										1,076,920									219,075
			Series 3114, Class TS, 4.974%, (6.65% - 1 mo. USD LIBOR), 9/15/30(1)										3,449,011									476,476
			Series 3153, Class JI, 4.88%, (6.62% - 1 mo. USD LIBOR), 5/15/36(1)										2,535,459									509,665
			Series 3745, Class SA, 5.074%, (6.75% - 1 mo. USD LIBOR), 3/15/25(1)										476,787									9,892
			Series 3969, Class SB, 4.974%, (6.65% - 1 mo. USD LIBOR), 2/15/30(1)										195,935									1,569
			Series 3973, Class SG, 4.974%, (6.65% - 1 mo. USD LIBOR), 4/15/30(1)										1,161,472									42,929
			Series 4007, Class JI, 4.00%, 2/15/42										2,367,986									331,581
			Series 4050, Class IB, 3.50%, 5/15/41										10,680,422									826,281
			Series 4067, Class JI, 3.50%, 6/15/27										7,154,723									604,971
			Series 4070, Class S, 4.424%, (6.10% - 1 mo. USD LIBOR), 6/15/32(1)										14,220,710									2,273,193
			Series 4095, Class HS, 4.424%, (6.10% - 1 mo. USD LIBOR), 7/15/32(1)										3,870,071									497,422
			Series 4109, Class ES, 4.474%, (6.15% - 1 mo. USD LIBOR), 12/15/41(1)										89,290									19,645
			Series 4109, Class KS, 4.424%, (6.10% - 1 mo. USD LIBOR), 5/15/32(1)										304,738									2,863
			Series 4109, Class SA, 4.524%, (6.20% - 1 mo. USD LIBOR), 9/15/32(1)										5,420,162									912,629
			Series 4149, Class S, 4.574%, (6.25% - 1 mo. USD LIBOR), 1/15/33(1)										3,987,784									645,779
			Series 4163, Class GS, 4.524%, (6.20% - 1 mo. USD LIBOR), 11/15/32(1)										3,131,867									600,405
			Series 4169, Class AS, 4.574%, (6.25% - 1 mo. USD LIBOR), 2/15/33(1)										4,625,028									804,190
			Series 4180, Class GI, 3.50%, 8/15/26										2,902,294									158,464
			Series 4188, Class AI, 3.50%, 4/15/28										5,881,775									434,412
			Series 4189, Class SQ, 4.474%, (6.15% - 1 mo. USD LIBOR), 12/15/42(1)										5,603,728									570,996
			Series 4203, Class QS, 4.574%, (6.25% - 1 mo. USD LIBOR), 5/15/43(1)										3,614,961									514,878
			Series 4212, Class SA, 4.524%, (6.20% - 1 mo. USD LIBOR), 7/15/38(1)										5,112,825									120,328
			Series 4323, Class CI, 4.00%, 3/15/40										5,174,320									190,160
			Series 4332, Class IK, 4.00%, 4/15/44										2,387,699									357,562
			Series 4332, Class KI, 4.00%, 9/15/43										2,111,567									175,915
			Series 4343, Class PI, 4.00%, 5/15/44										5,068,606									765,684
			Series 4370, Class IO, 3.50%, 9/15/41										3,195,901									249,453
			Series 4381, Class SK, 4.474%, (6.15% - 1 mo. USD LIBOR), 6/15/44(1)										5,220,126									808,926
			Series 4388, Class MS, 4.424%, (6.10% - 1 mo. USD LIBOR), 9/15/44(1)										6,239,399									1,169,281
			Series 4408, Class IP, 3.50%, 4/15/44										7,828,251									877,388
			Series 4452, Class SP, 4.524%, (6.20% - 1 mo. USD LIBOR), 10/15/43(1)										9,836,670									899,318
			Series 4497, Class CS, 4.524%, (6.20% - 1 mo. USD LIBOR), 9/15/44(1)										16,852,950									2,522,182
			Series 4507, Class MI, 3.50%, 8/15/44										9,147,154									736,269
			Series 4507, Class SJ, 4.504%, (6.18% - 1 mo. USD LIBOR), 9/15/45(1)										9,668,866									1,874,755
			Series 4520, Class PI, 4.00%, 8/15/45										30,262,923									2,640,682
			Series 4526, Class PI, 3.50%, 1/15/42										5,627,435									357,682
			Series 4528, Class BS, 4.474%, (6.15% - 1 mo. USD LIBOR), 7/15/45(1)										9,083,632									1,542,701
			Series 4629, Class QI, 3.50%, 11/15/46										10,096,634									1,193,339
			Series 4637, Class IP, 3.50%, 4/15/44										4,395,895									347,053
			Series 4644, Class TI, 3.50%, 1/15/45										8,902,766									806,112
			Series 4653, Class PI, 3.50%, 7/15/44										4,209,914									203,056
			Series 4667, Class PI, 3.50%, 5/15/42										19,024,449									1,159,477
			Series 4672, Class LI, 3.50%, 1/15/43										9,142,240									545,313
			Series 4744, Class IO, 4.00%, 11/15/47										7,786,671									1,043,905
			Series 4749, Class IL, 4.00%, 12/15/47										6,125,900									824,930
			Series 4767, Class IM, 4.00%, 5/15/45										11,149,751									702,298
			Series 4768, Class IO, 4.00%, 3/15/48										7,705,167									1,057,179
	Principal Only:(3)
			Series 4417, Class KO, 0.00%, 12/15/43										1,562,213									1,269,830
			Series 4478, Class PO, 0.00%, 5/15/45										2,856,418									2,584,822
________________________________________________________________________________________________________
																				$		70,344,338
________________________________________________________________________________________________________
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes:
			Series 2018-DNA1, Class M2, 3.461%, (1 mo. USD LIBOR + 1.80%), 7/25/30(4)									$	7,694,168							$		7,770,110
			Series 2018-DNA2, Class M2, 3.811%, (1 mo. USD LIBOR + 2.15%), 12/25/30(4) (5)										12,000,000									12,209,988
			Series 2018-DNA3, Class M2, 3.761%, (1 mo. USD LIBOR + 2.10%), 9/25/48(4) (5)										5,000,000									5,068,151
			Series 2020-DNA1, Class M2, 3.359%, (1 mo. USD LIBOR + 1.70%), 1/25/50(4) (5)										15,662,637									15,699,598
________________________________________________________________________________________________________
																				$		40,747,847
________________________________________________________________________________________________________
Federal National Mortgage Association:
			Series G94-7, Class PJ, 7.50%, 5/17/24									$	190,498							$		206,071
			Series 1994-42, Class K, 6.50%, 4/25/24										119,626									127,994
			Series 2009-62, Class WA, 5.574%, 8/25/39(6)										1,600,434									1,736,789
			Series 2013-6, Class TA, 1.50%, 1/25/43										1,966,775									1,924,569
			Series 2017-66, Class ZJ, 3.00%, 9/25/57										3,730,405									3,726,588
			Series 2017-76, Class Z, 3.00%, 10/25/57										3,503,271									3,473,383
			Series 2019-50, Class NZ, 3.50%, 9/25/49										3,393,161									3,405,331
			Series 2019-52, Class KZ, 3.50%, 9/25/49										3,441,497									3,439,635
			Series 2019-54, Class Z, 3.50%, 9/25/49										6,724,384									6,736,484
			Series 2019-64, Class ZN, 3.50%, 11/25/49										7,759,065									7,781,614
			Series 2019-72, Class AZ, 3.50%, 12/25/49										2,661,290									2,668,334
	Interest Only:(2)
			Series 2004-46, Class SI, 4.339%, (6.00% - 1 mo. USD LIBOR), 5/25/34(1)										2,987,178									443,224
			Series 2005-17, Class SA, 5.039%, (6.70% - 1 mo. USD LIBOR), 3/25/35(1)										2,039,005									458,189
			Series 2005-71, Class SA, 5.089%, (6.75% - 1 mo. USD LIBOR), 8/25/25(1)										1,250,708									93,472
			Series 2005-105, Class S, 5.039%, (6.70% - 1 mo. USD LIBOR), 12/25/35(1)										1,741,389									367,551
			Series 2006-44, Class IS, 4.939%, (6.60% - 1 mo. USD LIBOR), 6/25/36(1)										1,488,867									312,629
			Series 2006-65, Class PS, 5.559%, (7.22% - 1 mo. USD LIBOR), 7/25/36(1)										1,494,688									346,383
			Series 2006-96, Class SN, 5.408%, (7.20% - 1 mo. USD LIBOR), 10/25/36(1)										1,902,953									360,342
			Series 2006-104, Class SD, 4.979%, (6.64% - 1 mo. USD LIBOR), 11/25/36(1)										1,485,850									291,731
			Series 2006-104, Class SE, 4.969%, (6.63% - 1 mo. USD LIBOR), 11/25/36(1)										990,566									201,692
			Series 2007-50, Class LS, 4.789%, (6.45% - 1 mo. USD LIBOR), 6/25/37(1)										2,293,990									437,914
			Series 2008-26, Class SA, 4.539%, (6.20% - 1 mo. USD LIBOR), 4/25/38(1)										2,763,324									541,718
			Series 2008-61, Class S, 4.439%, (6.10% - 1 mo. USD LIBOR), 7/25/38(1)										4,719,140									883,761
			Series 2010-99, Class NS, 4.939%, (6.60% - 1 mo. USD LIBOR), 3/25/39(1)										46,971									197
			Series 2010-124, Class SJ, 4.389%, (6.05% - 1 mo. USD LIBOR), 11/25/38(1)										1,320,511									49,617
			Series 2010-135, Class SD, 4.339%, (6.00% - 1 mo. USD LIBOR), 6/25/39(1)										3,457,932									149,610
			Series 2011-101, Class IC, 3.50%, 10/25/26										3,480,154									245,941
			Series 2011-101, Class IE, 3.50%, 10/25/26										2,587,382									183,591
			Series 2011-104, Class IM, 3.50%, 10/25/26										4,471,712									321,954
			Series 2012-24, Class S, 3.839%, (5.50% - 1 mo. USD LIBOR), 5/25/30(1)										1,597,336									61,759
			Series 2012-52, Class DI, 3.50%, 5/25/27										6,909,780									578,810
			Series 2012-56, Class SU, 5.089%, (6.75% - 1 mo. USD LIBOR), 8/25/26(1)										405,260									9,217
			Series 2012-63, Class EI, 3.50%, 8/25/40										7,763,020									299,221
			Series 2012-73, Class MS, 4.389%, (6.05% - 1 mo. USD LIBOR), 5/25/39(1)										4,731,065									156,744
			Series 2012-76, Class GS, 4.389%, (6.05% - 1 mo. USD LIBOR), 9/25/39(1)										3,208,139									128,555
			Series 2012-86, Class CS, 4.439%, (6.10% - 1 mo. USD LIBOR), 4/25/39(1)										2,181,098									80,206
			Series 2012-94, Class KS, 4.989%, (6.65% - 1 mo. USD LIBOR), 5/25/38(1)										10,721,384									909,730
			Series 2012-94, Class SL, 5.039%, (6.70% - 1 mo. USD LIBOR), 5/25/38(1)										8,041,038									688,873
			Series 2012-97, Class PS, 4.489%, (6.15% - 1 mo. USD LIBOR), 3/25/41(1)										9,506,158									1,052,016
			Series 2012-103, Class GS, 4.439%, (6.10% - 1 mo. USD LIBOR), 2/25/40(1)										5,165,377									187,382
			Series 2012-112, Class SB, 4.489%, (6.15% - 1 mo. USD LIBOR), 9/25/40(1)										7,303,606									662,962
			Series 2012-124, Class IO, 1.75%, 11/25/42(6)										7,173,901									347,550
			Series 2012-139, Class LS, 4.369%, (6.15% - 1 mo. USD LIBOR), 12/25/42(1)										6,639,691									1,343,476
			Series 2012-147, Class SA, 4.439%, (6.10% - 1 mo. USD LIBOR), 1/25/43(1)										8,462,237									1,665,477
			Series 2012-150, Class PS, 4.489%, (6.15% - 1 mo. USD LIBOR), 1/25/43(1)										7,154,769									1,152,542
			Series 2012-150, Class SK, 4.489%, (6.15% - 1 mo. USD LIBOR), 1/25/43(1)										11,035,674									1,731,612
			Series 2013-11, Class IO, 4.00%, 1/25/43										19,509,132									3,070,775
			Series 2013-12, Class SP, 3.989%, (5.65% - 1 mo. USD LIBOR), 11/25/41(1)										3,422,188									265,068
			Series 2013-15, Class DS, 4.539%, (6.20% - 1 mo. USD LIBOR), 3/25/33(1)										8,061,938									1,400,946
			Series 2013-23, Class CS, 4.589%, (6.25% - 1 mo. USD LIBOR), 3/25/33(1)										4,386,748									762,713
			Series 2013-54, Class HS, 4.639%, (6.30% - 1 mo. USD LIBOR), 10/25/41(1)										5,108,994									349,774
			Series 2013-64, Class PS, 4.589%, (6.25% - 1 mo. USD LIBOR), 4/25/43(1)										4,685,196									663,628
			Series 2013-66, Class JI, 3.00%, 7/25/43										9,176,786									1,211,355
			Series 2013-75, Class SC, 4.589%, (6.25% - 1 mo. USD LIBOR), 7/25/42(1)										10,886,687									974,346
			Series 2014-29, Class IG, 3.50%, 6/25/43										2,923,344									200,334
			Series 2014-32, Class EI, 4.00%, 6/25/44										2,733,962									419,406
			Series 2014-41, Class SA, 4.389%, (6.05% - 1 mo. USD LIBOR), 7/25/44(1)										6,104,166									1,437,258
			Series 2014-43, Class PS, 4.439%, (6.10% - 1 mo. USD LIBOR), 3/25/42(1)										5,972,413									1,006,398
			Series 2014-55, Class IN, 3.50%, 7/25/44										8,199,773									988,324
			Series 2014-64, Class BI, 3.50%, 3/25/44										3,116,242									260,293
			Series 2014-67, Class IH, 4.00%, 10/25/44										5,680,174									799,847
			Series 2014-80, Class CI, 3.50%, 12/25/44										4,768,803									576,347
			Series 2014-89, Class IO, 3.50%, 1/25/45										8,036,635									961,216
			Series 2015-6, Class IM, 1.00%, (5.33% - 1 mo. USD LIBOR x 1.33, Cap 1.00%), 6/25/43(1)										23,129,905									1,111,126
			Series 2015-14, Class KI, 3.00%, 3/25/45										10,123,734									1,130,654
			Series 2015-17, Class SA, 4.539%, (6.20% - 1 mo. USD LIBOR), 11/25/43(1)										8,739,715									946,963
			Series 2015-22, Class GI, 3.50%, 4/25/45										4,579,433									558,818
			Series 2015-31, Class SG, 4.439%, (6.10% - 1 mo. USD LIBOR), 5/25/45(1)										12,351,328									2,114,498
			Series 2015-36, Class IL, 3.00%, 6/25/45										5,777,887									676,809
			Series 2015-52, Class MI, 3.50%, 7/25/45										13,070,262									1,630,226
			Series 2015-93, Class BS, 4.489%, (6.15% - 1 mo. USD LIBOR), 8/25/45(1)										9,108,575									1,549,990
			Series 2017-46, Class NI, 3.00%, 8/25/42										11,128,159									815,869
			Series 2018-21, Class IO, 3.00%, 4/25/48										20,858,398									2,384,077
________________________________________________________________________________________________________
																				$		80,239,498
________________________________________________________________________________________________________
Federal National Mortgage Association Connecticut Avenue Securities:
			Series 2017-C07, Class 1M2, 4.061%, (1 mo. USD LIBOR + 2.40%), 5/25/30(4)										4,178,340									4,271,468
			Series 2017-C07, Class 1M2C, 4.061%, (1 mo. USD LIBOR + 2.40%), 5/25/30(4)										6,355,664									6,491,970
			Series 2018-C01, Class 1M2, 3.911%, (1 mo. USD LIBOR + 2.25%), 7/25/30(4)										13,000,000									13,275,322
			Series 2018-C03, Class 1M2, 3.811%, (1 mo. USD LIBOR + 2.15%), 10/25/30(4)										5,500,000									5,606,611
________________________________________________________________________________________________________
																				$		29,645,371
________________________________________________________________________________________________________
Government National Mortgage Association:
			Series 2017-101, Class NS, 5.00%, (20.00% - 1 mo. USD LIBOR x 5.00, Cap 5.00%), 7/20/47(1)									$	1,082,519							$		1,090,800
			Series 2017-115, Class ZA, 3.00%, 7/20/47										1,623,563									1,613,865
			Series 2019-110, Class ZD, 3.50%, 9/20/49										44,542,834									44,662,885
			Series 2019-117, Class Z, 3.50%, 9/20/49										6,419,512									6,435,715
			Series 2019-123, Class Z, 5.00%, 10/20/49										31,169,236									31,320,994
			Series 2019-158, Class ZJ, 3.50%, 12/20/49										20,018,453									20,073,229
	Interest Only:(2)
			Series 2011-48, Class SD, 5.012%, (6.67% - 1 mo. USD LIBOR), 10/20/36(1)										500,630									3,840
			Series 2014-68, Class KI, 1.638%, 10/20/42(6)										7,932,268									278,178
			Series 2017-104, Class SD, 4.542%, (6.20% - 1 mo. USD LIBOR), 7/20/47(1)										13,333,025									2,436,118
			Series 2017-121, Class DS, 2.842%, (4.50% - 1 mo. USD LIBOR), 8/20/47(1)										10,814,507									1,040,204
			Series 2017-137, Class AS, 2.842%, (4.50% - 1 mo. USD LIBOR), 9/20/47(1)										15,876,829									1,499,806
________________________________________________________________________________________________________
																				$		110,455,634
________________________________________________________________________________________________________
Total Collateralized Mortgage Obligations (identified cost $388,686,691)																				$		331,432,688
________________________________________________________________________________________________________
Mortgage Pass-Throughs — 0.4%
Security											Principal Amount											Value
________________________________________________________________________________________________________
Federal Home Loan Mortgage Corp.:
	2.875%, (COF + 1.25%), with maturity at 2035(7)											$	393,019							$		398,086
	4.41%, (COF + 1.25%), with maturity at 2030(7)												129,260									135,271
7.00%, with various maturities to 2036													1,399,817									1,578,497
	8.00%, with maturity at 2026												95,319									101,442
________________________________________________________________________________________________________
																				$		2,213,296
________________________________________________________________________________________________________
Federal National Mortgage Association:
	3.498%, (COF + 1.25%), with maturity at 2035(7)											$	258,260							$		263,156
	4.084%, (COF + 1.77%), with maturity at 2035(7)												894,274									921,827
	6.00%, with maturity at 2032												320,251									363,362
	6.50%, with maturity at 2036												722,432									814,583
7.00%, with various maturities to 2037													615,018									692,488
	8.50%, with maturity at 2032												188,210									220,069
	9.50%, with maturity at 2028												96,012									105,473
________________________________________________________________________________________________________
																				$		3,380,958
________________________________________________________________________________________________________
Total Mortgage Pass-Throughs (identified cost $5,384,520)																				$		5,594,254
________________________________________________________________________________________________________
Commercial Mortgage-Backed Securities — 1.6%
Security											Principal Amount											Value
________________________________________________________________________________________________________
JPMBB Commercial Mortgage Securities Trust
Series 2014-C22, Class D, 4.706%, 9/15/47(5) (6)												$	3,430,000							$		3,189,544
Series 2014-C25, Class D, 4.099%, 11/15/47(5) (6)													8,045,000									7,368,864
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C11, Class D, 4.499%, 8/15/46(5) (6)													5,000,000									3,030,771
Series 2016-C32, Class D, 3.396%, 12/15/49(5) (6)													1,699,000									1,450,853
WF-RBS Commercial Mortgage Trust
Series 2014-C24, Class D, 3.692%, 11/15/47(5)													8,000,000									6,767,832
________________________________________________________________________________________________________
Total Commercial Mortgage-Backed Securities (identified cost $24,260,988)																				$		21,807,864
________________________________________________________________________________________________________
Asset-Backed Securities — 14.8%
Security											Principal Amount											Value
________________________________________________________________________________________________________
Alinea CLO, Ltd.
Series 2018-1A, Class E, 7.819%, (3 mo. USD LIBOR + 6.00%), 7/20/31(4) (5)												$	2,000,000					$				1,971,415
Allegany Park CLO, Ltd.
Series 2019-1A, Class D, 5.60%, (3 mo. USD LIBOR + 3.70%), 1/20/33(4) (5)													3,700,000									3,731,257
AMMC CLO 15, Ltd.
Series 2014-15A, Class ERR, 8.741%, (3 mo. USD LIBOR + 6.91%), 1/15/32(4) (5)													3,000,000									2,962,501
AMMC CLO XII, Ltd.
Series 2013-12A, Class ER, 8.081%, (3 mo. USD LIBOR + 6.18%), 11/10/30(4) (5)													2,000,000									1,913,651
Ares XL CLO, Ltd.
Series 2016-40A, Class DR, 8.181%, (3 mo. USD LIBOR + 6.35%), 1/15/29(4) (5)													1,000,000									1,001,501
Ares XXXIIR CLO, Ltd.
Series 2014-32RA, Class D, 7.76%, (3 mo. USD LIBOR + 5.85%), 5/15/30(4) (5)													4,000,000									3,907,240
Ares XXXIV CLO, Ltd.
Series 2015-2A, Class F, 8.275%, (3 mo. USD LIBOR + 6.50%), 7/29/26(4) (5)													2,000,000									1,938,021
Ares XXXVR CLO, Ltd.
Series 2015-35RA, Class E, 7.531%, (3 mo. USD LIBOR + 5.70%), 7/15/30(4) (5)													3,000,000									2,948,914
Babson CLO, Ltd.
Series 2016-1A, Class ER, 7.806%, (3 mo. USD LIBOR + 6.00%), 7/23/30(4) (5)													2,000,000									1,793,210
Series 2018-1A, Class D, 7.331%, (3 mo. USD LIBOR + 5.50%), 4/15/31(4) (5)													5,000,000									4,729,560
Bain Capital Credit CLO, Ltd.
Series 2017-2A, Class E, 8.144%, (3 mo. USD LIBOR + 6.35%), 7/25/30(4) (5)													2,250,000									2,230,020
Series 2018-1A, Class E, 7.156%, (3 mo. USD LIBOR + 5.35%), 4/23/31(4) (5)													3,500,000									3,307,201
Barings CLO, Ltd.
Series 2017-1A, Class E, 7.819%, (3 mo. USD LIBOR + 6.00%), 7/18/29(4) (5)													2,900,000									2,893,166
Benefit Street Partners CLO V-B, Ltd.
Series 2018-5BA, Class D, 7.769%, (3 mo. USD LIBOR + 5.95%), 4/20/31(4) (5)													3,000,000									2,905,135
Benefit Street Partners CLO VIII, Ltd.
Series 2015-8A, Class DR, 7.419%, (3 mo. USD LIBOR + 5.60%), 1/20/31(4) (5)													5,000,000									4,783,091
Benefit Street Partners CLO XIV, Ltd.
Series 2018-14A, Class E, 7.169%, (3 mo. USD LIBOR + 5.35%), 4/20/31(4) (5)													3,000,000									2,865,451
Benefit Street Partners CLO XIX, Ltd.
Series 2019-19A, Class D, 5.691%, (3 mo. USD LIBOR + 3.80%), 1/15/33(4) (5)													1,500,000									1,504,083
Benefit Street Partners CLO XVI, Ltd.
Series 2018-16A, Class E, 8.536%, (3 mo. USD LIBOR + 6.70%), 1/17/32(4) (5)													2,000,000									1,993,035
Betony CLO 2, Ltd.
Series 2018-1A, Class D, 7.42%, (3 mo. USD LIBOR + 5.65%), 4/30/31(4) (5)													3,000,000									2,895,908
BlueMountain CLO, Ltd.
Series 2015-3A, Class DR, 7.219%, (3 mo. USD LIBOR + 5.40%), 4/20/31(4) (5)													2,000,000									1,879,617
Series 2016-3A, Class ER, 7.86%, (3 mo. USD LIBOR + 5.95%), 11/15/30(4) (5)													1,000,000									942,081
Series 2018-1A, Class E, 7.72%, (3 mo. USD LIBOR + 5.95%), 7/30/30(4) (5)													750,000									707,240
Canyon Capital CLO, Ltd.
Series 2016-1A, Class ER, 7.581%, (3 mo. USD LIBOR + 5.75%), 7/15/31(4) (5)													4,000,000									3,704,528
Series 2016-2A, Class ER, 7.831%, (3 mo. USD LIBOR + 6.00%), 10/15/31(4) (5)													1,000,000									921,457
Series 2017-1A, Class E, 8.081%, (3 mo. USD LIBOR + 6.25%), 7/15/30(4) (5)													1,000,000									994,578
Series 2018-1A, Class E, 7.581%, (3 mo. USD LIBOR + 5.75%), 7/15/31(4) (5)													2,000,000									1,871,617
Carlyle Global Market Strategies CLO, Ltd.
Series 2012-3A, Class DR2, 8.338%, (3 mo. USD LIBOR + 6.50%), 1/14/32(4) (5)													1,000,000									909,475
Series 2014-3RA, Class D, 7.194%, (3 mo. USD LIBOR + 5.40%), 7/27/31(4) (5)													2,000,000									1,784,909
Series 2014-4RA, Class D, 7.481%, (3 mo. USD LIBOR + 5.65%), 7/15/30(4) (5)													3,000,000									2,632,500
Series 2015-5A, Class DR, 8.519%, (3 mo. USD LIBOR + 6.70%), 1/20/32(4) (5)													3,500,000									3,362,492
Series C17A, Class DR, 7.77%, (3 mo. USD LIBOR + 6.00%), 4/30/31(4) (5)													3,000,000									2,767,693
Cole Park CLO, Ltd.
Series 2015-1A, Class ER, 8.419%, (3 mo. USD LIBOR + 6.60%), 10/20/28(4) (5)													2,000,000									2,001,630
Dryden Senior Loan Fund
Series 2015-40A, Class ER, 7.66%, (3 mo. USD LIBOR + 5.75%), 8/15/31(4) (5)													2,000,000									1,933,541
Series 2016-42A, Class ER, 7.381%, (3 mo. USD LIBOR + 5.55%), 7/15/30(4) (5)													2,000,000									1,916,954
Series 2018-55A, Class E, 7.231%, (3 mo. USD LIBOR + 5.40%), 4/15/31(4) (5)													1,000,000									955,383
Galaxy XXI CLO, Ltd.
Series 2015-21A, Class DR, 4.469%, (3 mo. USD LIBOR + 2.65%), 4/20/31(4) (5)													5,000,000									4,863,725
Series 2015-21A, Class ER, 7.069%, (3 mo. USD LIBOR + 5.25%), 4/20/31(4) (5)													4,000,000									3,828,735
Galaxy XXV CLO, Ltd.
Series 2018-25A, Class E, 7.744%, (3 mo. USD LIBOR + 5.95%), 10/25/31(4) (5)													2,000,000									1,933,636
Golub Capital Partners CLO, Ltd.
Series 2015-22A, Class ER, 7.819%, (3 mo. USD LIBOR + 6.00%), 1/20/31(4) (5)													3,000,000									2,708,970
Series 2018-37A, Class E, 7.569%, (3 mo. USD LIBOR + 5.75%), 7/20/30(4) (5)													3,000,000									3,001,371
Highbridge Loan Management, Ltd.
Series 3A-2014, Class DR, 8.319%, (3 mo. USD LIBOR + 6.50%), 7/18/29(4) (5)													2,900,000									2,889,256
ICG US CLO, Ltd.
Series 2018-2A, Class E, 7.552%, (3 mo. USD LIBOR + 5.75%), 7/22/31(4) (5)													1,000,000									920,307
Invitation Homes Trust
Series 2018-SFR1, Class E, 3.669%, (1 mo. USD LIBOR + 2.00%), 3/17/37(4) (5)													4,692,359									4,703,785
Series 2018-SFR2, Class E, 3.676%, (1 mo. USD LIBOR + 2.00%), 6/17/37(4) (5)													15,061,248									15,159,858
Series 2018-SFR3, Class E, 3.669%, (1 mo. USD LIBOR + 2.00%), 7/17/37(4) (5)													13,000,000									13,069,605
Jamestown CLO XV, Ltd.
Series 2020-15A, Class D, (3 mo. USD LIBOR + 3.65%), 4/15/33(5) (8)													2,000,000									2,000,000
Madison Park Funding XVII, Ltd.
Series 2015-17A, Class DR, 5.419%, (3 mo. USD LIBOR + 3.60%), 7/21/30(4) (5)													3,500,000									3,504,063
Series 2015-17A, Class ER, 8.319%, (3 mo. USD LIBOR + 6.50%), 7/21/30(4) (5)													5,000,000									5,001,074
Madison Park Funding XXXVI, Ltd.
Series 2019-36A, Class D, 5.569%, (3 mo. USD LIBOR + 3.75%), 1/15/33(4) (5)													1,500,000									1,514,224
Neuberger Berman CLO XIV, Ltd.
Series 2013-14A, Class ER, 8.245%, (3 mo. USD LIBOR + 6.45%), 1/28/30(4) (5)													1,750,000									1,705,033
Neuberger Berman CLO XXII, Ltd.
Series 2016-22A, Class ER, 7.896%, (3 mo. USD LIBOR + 6.06%), 10/17/30(4) (5)													2,000,000									1,945,938
Neuberger Berman Loan Advisers CLO 30, Ltd.
Series 2018-30A, Class E, 8.569%, (3 mo. USD LIBOR + 6.75%), 1/20/31(4) (5)													2,000,000									2,006,631
Palmer Square CLO, Ltd.
Series 2013-2A, Class DRR, 7.686%, (3 mo. USD LIBOR + 5.85%), 10/17/31(4) (5)													1,500,000									1,491,722
Series 2015-1A, Class DR2, 8.145%, (3 mo. USD LIBOR + 6.25%), 5/21/29(4) (5)													2,000,000									2,001,826
Series 2015-2A, Class CR, 5.527%, (3 mo. USD LIBOR + 3.70%), 7/20/30(4) (5)													5,000,000									5,027,895
Series 2018-1A, Class D, 6.969%, (3 mo. USD LIBOR + 5.15%), 4/18/31(4) (5)													4,000,000									4,014,997
Series 2018-2A, Class D, 7.443%, (3 mo. USD LIBOR + 5.60%), 7/16/31(4) (5)													2,500,000									2,474,634
Pnmac Gmsr Issuer Trust
Series 2018-GT1, Class A, 4.511%, (1 mo. USD LIBOR + 2.85%), 2/25/23(4) (5)													5,000,000									5,033,307
Series 2018-GT2, Class A, 4.311%, (1 mo. USD LIBOR + 2.65%), 8/25/25(4) (5)													4,272,000									4,304,398
Recette CLO, LLC
Series 2015-1A, Class F, 9.269%, (3 mo. USD LIBOR + 7.45%), 10/20/27(4) (5)													2,000,000									1,955,032
Regatta IX Funding, Ltd.
Series 2017-1A, Class E, 7.836%, (3 mo. USD LIBOR + 6.00%), 4/17/30(4) (5)													3,000,000									3,002,430
Regatta XIII Funding, Ltd.
Series 2018-2A, Class D, 7.781%, (3 mo. USD LIBOR + 5.95%), 7/15/31(4) (5)													3,000,000									2,828,502
Regatta XIV Funding, Ltd.
Series 2018-3A, Class E, 7.744%, (3 mo. USD LIBOR + 5.95%), 10/25/31(4) (5)													2,000,000									1,919,982
Regatta XV Funding, Ltd.
Series 2018-4A, Class D, 8.294%, (3 mo. USD LIBOR + 6.50%), 10/25/31(4) (5)													2,000,000									1,967,643
Upland CLO, Ltd.
Series 2016-1A, Class DR, 7.719%, (3 mo. USD LIBOR + 5.90%), 4/20/31(4) (5)													2,000,000									1,909,792
Vibrant CLO IX, Ltd.
Series 2018-9A, Class D, 8.069%, (3 mo. USD LIBOR + 6.25%), 7/20/31(4) (5)													2,000,000									1,792,909
Voya CLO, Ltd.
Series 2013-1A, Class DR, 8.311%, (3 mo. USD LIBOR + 6.48%), 10/15/30(4) (5)													5,000,000									4,951,352
Series 2014-1A, Class DR2, 7.819%, (3 mo. USD LIBOR + 6.00%), 4/18/31(4) (5)													2,000,000									1,888,920
Series 2015-3A, Class DR, 8.019%, (3 mo. USD LIBOR + 6.20%), 10/20/31(4) (5)													2,000,000									1,932,612
Series 2018-2A, Class E, 7.081%, (3 mo. USD LIBOR + 5.25%), 7/15/31(4) (5)													1,000,000									961,995
Wind River CLO, Ltd.
Series 2013-1A, Class DR, 8.119%, (3 mo. USD LIBOR + 6.30%), 7/20/30(4) (5)													2,000,000									1,728,082
Series 2017-1A, Class E, 8.239%, (3 mo. USD LIBOR + 6.42%), 4/18/29(4) (5)													2,000,000									2,006,913
________________________________________________________________________________________________________
Total Asset-Backed Securities
(identified cost $209,041,703)																				$		205,511,209
________________________________________________________________________________________________________
U.S. Government Guaranteed Small Business Administration Loans (9) (10) — 3.8%
Security											Principal Amount											Value
________________________________________________________________________________________________________
0.66%, 3/15/30												$	2,837,698					$				60,592
0.73%, 7/15/31													3,212,815									75,662
0.93%, 5/15/42													1,653,545									55,218
0.98%, 4/15/32													1,569,294									50,167
		1.31%, 4/15/42 to 7/15/42											5,959,267									296,815
1.34%, 9/15/41													1,934,376									93,967
1.38%, 6/15/41													3,176,439									148,114
1.48%, 4/15/34													1,187,448									66,308
1.49%, 7/15/36													1,166,424									57,805
		1.56%, 7/15/42											2,516,101									143,008
1.59%, 10/21/36													1,304,542									69,767
		1.61%, 12/15/41 to 7/15/42											7,489,938									448,951
1.63%, 9/15/41													2,010,409									124,383
		1.68%, 4/15/41 to 7/15/41											3,720,461									228,191
		1.73%, 10/15/33 to 11/21/41											3,083,391									193,798
		1.74%, 5/15/36											3,668,877									209,533
		1.81%, 12/21/41 to 11/15/42											7,974,877									537,776
		1.84%, 11/9/36 to 2/15/40											3,061,951									188,545
		1.86%, 12/28/41 to 6/15/42											18,753,122									1,260,963
		1.88%, 11/19/36 to 12/15/36											4,894,981									310,000
		1.91%, 2/15/42 to 7/15/42											10,409,585									758,655
1.93%, 7/15/42													1,770,311									126,920
		1.96%, 11/29/30 to 8/15/42											5,196,822									352,302
1.98%, 10/15/37													1,075,772									66,226
		2.03%, 2/15/42 to 5/15/42											4,730,014									394,241
		2.06%, 5/15/42 to 7/15/42											5,167,285									390,010
		2.11%, 4/15/33 to 7/15/42											7,262,756									540,560
		2.16%, 5/15/42 to 6/15/42											4,010,856									302,413
2.21%, 8/15/42													3,303,986									261,215
		2.23%, 1/15/41 to 7/15/41											2,832,749									233,336
2.28%, 11/1/29													1,401,835									97,442
		2.31%, 4/15/42 to 7/15/42											5,263,129									473,881
		2.36%, 1/16/42 to 6/15/42											18,970,297									1,627,596
2.38%, 6/15/42													1,689,278									142,123
2.39%, 7/15/40													1,429,956									106,724
		2.41%, 1/15/38 to 7/15/42											17,668,058									1,576,085
		2.43%, 3/15/41 to 6/15/42											4,899,582									412,485
		2.46%, 12/15/26 to 8/15/42											13,466,491									1,164,652
2.48%, 2/23/41													1,120,889									101,656
2.53%, 11/15/42													1,666,373									153,455
		2.56%, 1/15/41 to 7/15/42											3,315,772									325,617
2.59%, 4/15/36													1,417,215									121,089
		2.61%, 6/15/33 to 7/15/42											8,949,391									856,386
2.63%, 4/15/41													1,261,624									120,306
		2.66%, 6/15/36 to 6/15/42											5,484,738									552,640
		2.68%, 4/15/41 to 4/15/42											3,864,546									397,048
		2.71%, 5/15/27 to 9/15/42											22,504,742									2,269,456
2.73%, 8/15/42													1,243,511									126,957
		2.86%, 5/15/32 to 7/15/42											17,499,585									1,865,542
		2.89%, 8/15/40											1,047,352									96,061
		2.89%, 10/25/41 to 1/7/43⁽¹¹⁾											37,169,031									4,136,677
		2.91%, 12/15/41 to 7/15/42											13,229,409									1,486,078
		2.93%, 4/15/41 to 7/15/42											4,252,439									433,475
		2.95%, 1/15/42 to 3/15/43⁽¹¹⁾											20,934,813									2,471,765
		2.95%, 8/15/42											1,841,557									203,763
		2.96%, 2/15/27 to 1/15/43											13,740,400									1,363,349
		2.98%, 2/15/41 to 7/15/42											10,152,407									1,217,522
		3.03%, 7/15/41 to 6/15/42											2,511,296									277,080
		3.11%, 12/15/41 to 8/15/42											9,571,436									1,093,480
3.13%, 6/15/32													644,490									65,781
		3.16%, 5/15/42 to 1/15/43											17,163,738									2,108,449
3.19%, 8/15/39													1,563,798									165,509
		3.21%, 12/15/26 to 10/15/42											17,726,674									2,063,135
		3.23%, 2/15/41 to 4/15/42											4,482,297									474,677
		3.24%, 7/15/28 to 4/15/42											2,834,227									264,747
		3.28%, 6/21/26 to 7/15/42											6,735,234									699,233
		3.36%, 3/15/42 to 5/15/42											3,172,368									402,159
		3.41%, 4/15/42 to 12/15/42											5,755,443									761,544
		3.43%, 11/7/39 to 2/15/42											3,558,666									467,401
		3.46%, 2/15/27 to 8/15/42											15,667,825									1,686,320
		3.48%, 5/15/36 to 7/15/42											5,792,058									745,568
		3.53%, 6/15/26 to 8/15/42											3,243,571									329,760
		3.61%, 5/15/32 to 6/15/42											11,964,327									1,674,806
		3.64%, 8/15/41 to 12/15/41											3,766,395									545,099
		3.66%, 5/15/42 to 7/15/42											11,203,244									1,628,051
		3.68%, 11/15/31 to 5/15/42											3,976,467									515,113
		3.71%, 1/15/24 to 8/15/42											33,755,241									3,759,373
		3.73%, 12/15/36 to 2/15/41											4,916,394									607,362
		3.78%, 11/15/26 to 6/15/42											9,286,193									1,039,552
________________________________________________________________________________________________________
Total U.S. Government Guaranteed Small Business Administration Loans (identified cost $58,531,397)																				$		53,319,470
________________________________________________________________________________________________________
Sovereign Loans — 0.1%
Borrower														Principal Amount (000's omitted)								Value
________________________________________________________________________________________________________
Nigeria — 0.1%
________________________________________________________________________________________________________
Bank of Industry Limited Term Loan,
		7.85%, (3 mo. USD LIBOR + 6.00%), Maturing April 11, 2021(4) (12)										$	1,131					$				1,161,832
________________________________________________________________________________________________________
Total Sovereign Loans
(identified cost $1,128,880)																				$		1,161,832
________________________________________________________________________________________________________
Foreign Government Bonds — 26.9%
Security											Principal Amount (000's omitted)											Value
________________________________________________________________________________________________________
Egypt — 0.4%
________________________________________________________________________________________________________
Egypt Government Bond, 14.40%, 9/10/29								EGP				7,815							$			515,400
Egypt Government Bond, 15.60%, 8/6/26								EGP				50,746										3,480,131
Egypt Government Bond, 16.10%, 5/7/29								EGP				17,550										1,261,396
________________________________________________________________________________________________________
Total Egypt																				$		5,256,927
________________________________________________________________________________________________________
Iceland — 3.1%
________________________________________________________________________________________________________
Republic of Iceland, 5.00%, 11/15/28								ISK				1,225,940							$			11,375,371
Republic of Iceland, 6.50%, 1/24/31								ISK				1,622,639										17,230,362
Republic of Iceland, 8.00%, 6/12/25								ISK				1,414,608										14,263,892
________________________________________________________________________________________________________
Total Iceland																				$		42,869,625
________________________________________________________________________________________________________
Indonesia — 3.4%
________________________________________________________________________________________________________
Indonesia Government Bond, 7.50%, 8/15/32								IDR				21,846,000							$			1,636,650
Indonesia Government Bond, 7.50%, 5/15/38								IDR				177,400,000										13,001,842
Indonesia Government Bond, 8.25%, 5/15/29								IDR				157,223,000										12,752,622
Indonesia Government Bond, 8.25%, 5/15/36								IDR				255,291,000										20,142,469

________________________________________________________________________________________________________
Total Indonesia																				$		47,533,583
________________________________________________________________________________________________________
Japan — 4.4%
________________________________________________________________________________________________________
Japan Government CPI Linked Bond, 0.10%, 3/10/27(13)								JPY				3,800,908							$			35,962,258
Japan Government CPI Linked Bond, 0.10%, 3/10/28(13)								JPY				2,637,050										24,955,296
________________________________________________________________________________________________________
Total Japan																				$		60,917,554
________________________________________________________________________________________________________
New Zealand — 6.1%
________________________________________________________________________________________________________
New Zealand Government Bond, 2.00%, 9/20/25(13) (14)								NZD				43,839							$			31,608,623
New Zealand Government Bond, 2.50%, 9/20/35(13) (14)								NZD				613										517,859
New Zealand Government Bond, 3.00%, 9/20/30(13) (14)								NZD				63,436										52,827,857
________________________________________________________________________________________________________
Total New Zealand																				$		84,954,339
________________________________________________________________________________________________________
Peru — 0.8%
________________________________________________________________________________________________________
Bonos De Tesoreria, 5.94%, 2/12/29(5) (14)								PEN				33,700							$			11,459,929
________________________________________________________________________________________________________
Total Peru																				$		11,459,929
________________________________________________________________________________________________________
Russia — 0.8%
________________________________________________________________________________________________________
Russia Government Bond, 2.50%, 2/2/28(13)								RUB				746,931							$			11,477,760
________________________________________________________________________________________________________
Total Russia																				$		11,477,760
________________________________________________________________________________________________________
Serbia — 1.5%
________________________________________________________________________________________________________
Serbia Treasury Bond, 5.75%, 7/21/23								RSD				1,877,300							$			19,786,786
Serbia Treasury Bond, 5.875%, 2/8/28								RSD				97,420										1,100,791
________________________________________________________________________________________________________
Total Serbia																				$		20,887,577
________________________________________________________________________________________________________
Sri Lanka — 0.4%
________________________________________________________________________________________________________
Sri Lanka Government Bond, 11.00%, 8/1/24								LKR				351,000							$			2,044,150
Sri Lanka Government Bond, 11.00%, 6/1/26								LKR				388,000										2,293,347
Sri Lanka Government Bond, 11.40%, 1/1/24								LKR				77,000										451,307
Sri Lanka Government Bond, 11.50%, 5/15/23								LKR				11,000										64,463
________________________________________________________________________________________________________
Total Sri Lanka																				$		4,853,267
________________________________________________________________________________________________________
Thailand — 2.3%
________________________________________________________________________________________________________
Thailand Government Bond, 1.25%, 3/12/28(13) (14)								THB				992,512							$			31,603,376
________________________________________________________________________________________________________
Total Thailand																				$		31,603,376
________________________________________________________________________________________________________
Ukraine — 3.7%
________________________________________________________________________________________________________
Ukraine Government Bond, 14.30%, 7/8/20								UAH				172,382							$			7,012,621
Ukraine Government Bond, 16.00%, 8/11/21								UAH				188,050										8,111,906
Ukraine Government Bond, 16.06%, 8/3/22								UAH				25,000										1,128,602
Ukraine Government International Bond, 0.00%, GDP-Linked, 5/31/40(5) (14) (15)								USD				10,842										10,774,238
Ukraine Government International Bond, 11.67%, 11/22/23								UAH				25,000										1,069,077
Ukraine Government International Bond, 15.84%, 2/26/25								UAH				255,480										12,873,674
Ukraine Government International Bond, 17.00%, 5/11/22								UAH				238,050										10,779,135
________________________________________________________________________________________________________
Total Ukraine																				$		51,749,253
________________________________________________________________________________________________________
Total Foreign Government Bonds (identified cost $351,875,012)																				$		373,563,190
________________________________________________________________________________________________________
Foreign Corporate Bonds — 5.1%
Security					Principal Amount (000's omitted)											Value
________________________________________________________________________________________________________
Argentina — 0.2%
________________________________________________________________________________________________________
Generacion Mediterranea SA/Central Termica Roca SA, 15.00%, 5/5/23(5)				USD		1,250									$	1,168,750
Pampa Energia SA, 7.50%, 1/24/27(14)				USD		600										523,201
Telecom Argentina SA, 8.00%, 7/18/26(14)				USD		550										540,174
YPF SA, 44.438%, (BADLAR + 4.00%), 7/7/20(4) (14)				USD		1,250										302,000
________________________________________________________________________________________________________
Total Argentina															$	2,534,125
________________________________________________________________________________________________________
Belarus — 0.1%
________________________________________________________________________________________________________
Eurotorg, LLC Via Bonitron DAC, 8.75%, 10/30/22(14)				USD		1,900									$	2,022,075
________________________________________________________________________________________________________
Total Belarus															$	2,022,075
________________________________________________________________________________________________________
Bermuda — 1.1%
________________________________________________________________________________________________________
Alamo Re, Ltd., 5.348%, (3 mo. U.S. Treasury Bill + 3.81%), 6/8/23(4) (5) (16)				USD		3,500									$	3,528,875
Everglades Re II, Ltd., 6.768%, (3 mo. U.S. Treasury Bill + 5.23%), 5/8/23(4) (5) (16)				USD		8,500										8,591,375
Pelican IV Re, Ltd., 3.56%, (6 mo. USD LIBOR + 2.04%), 5/5/23(4) (5) (16)				USD		2,500										2,503,125
________________________________________________________________________________________________________
Total Bermuda																				$		14,623,375
________________________________________________________________________________________________________
Brazil — 0.1%
________________________________________________________________________________________________________
Odebrecht Offshore Drilling Finance, Ltd., 6.72%, 12/1/22(14)				USD		1,386									$	1,378,973
________________________________________________________________________________________________________
Total Brazil															$	1,378,973
________________________________________________________________________________________________________
Bulgaria — 0.1%
________________________________________________________________________________________________________
Eurohold Bulgaria AD, 6.50%, 12/7/22(14)				EUR		1,200									$	1,327,546
________________________________________________________________________________________________________
Total Bulgaria															$	1,327,546
________________________________________________________________________________________________________
China — 0.3%
________________________________________________________________________________________________________
CAR, Inc., 6.125%, 2/4/20(14)				USD		1,000									$	1,000,000
CIFI Holdings Group Co., Ltd., 5.50%, 1/23/22(14)				USD		500										504,061
CIFI Holdings Group Co., Ltd., 6.55%, 3/28/24(14)				USD		394										402,005
KWG Group Holdings, Ltd., 5.875%, 11/10/24(14)				USD		418										394,662
KWG Group Holdings, Ltd., 6.00%, 9/15/22(14)				USD		550										549,846
Logan Property Holdings Co., Ltd., 5.75%, 1/14/25(14)				USD		400										389,777
Logan Property Holdings Co., Ltd., 6.875%, 4/24/21(14)				USD		500										511,875
Times China Holdings, Ltd., 6.25%, 1/17/21(14)				USD		500										504,235
Times China Holdings, Ltd., 6.75%, 7/16/23(14)				USD		400										405,316
________________________________________________________________________________________________________
Total China															$	4,661,777
________________________________________________________________________________________________________
Colombia — 0.2%
________________________________________________________________________________________________________
Frontera Energy Corp., 9.70%, 6/25/23(14)				USD		2,000									$	2,147,500
Geopark, Ltd., 5.50%, 1/17/27(14)				USD		850										852,125
________________________________________________________________________________________________________
Total Colombia															$	2,999,625
________________________________________________________________________________________________________
El Salvador — 0.1%
________________________________________________________________________________________________________
AES El Salvador Trust II, 6.75%, 3/28/23(14)				USD		2,000									$	2,033,330
________________________________________________________________________________________________________
Total El Salvador															$	2,033,330
________________________________________________________________________________________________________
Georgia — 0.2%
________________________________________________________________________________________________________
Georgia Capital JSC, 6.125%, 3/9/24(14)				USD		1,650									$	1,637,625
Silknet JSC, 11.00%, 4/2/24(14)				USD		1,583										1,787,460
________________________________________________________________________________________________________
Total Georgia															$	3,425,085
________________________________________________________________________________________________________
Iceland — 0.4%
________________________________________________________________________________________________________
Arion Banki HF, 6.00%, 4/12/24(14)				ISK		440,000									$	3,905,749
Islandsbanki HF, 6.40%, 10/26/23				ISK		120,000										1,066,813
Landsbankinn HF, 5.00%, 11/23/23(14)				ISK		120,000										1,018,208
WOW Air HF, 0.00%, (3 mo. EURIBOR + 9.00%), 9/24/24(4) (17)				EUR		900										99,824
WOW Air HF, 0.00% (17) (18)				EUR		20										2,196
________________________________________________________________________________________________________
Total Iceland															$	6,092,790
________________________________________________________________________________________________________
Indonesia — 0.2%
________________________________________________________________________________________________________
Bayan Resources Tbk PT, 6.125%, 1/24/23(14)				USD		1,660									$	1,628,556
Pertamina Persero PT, 5.25%, 5/23/21(14)				USD		1,000										1,039,738
________________________________________________________________________________________________________
Total Indonesia															$	2,668,294
________________________________________________________________________________________________________
Ireland — 0.2%
________________________________________________________________________________________________________
Aragvi Finance International DAC, 12.00%, 4/9/24(14)				USD		2,000									$	2,175,000
________________________________________________________________________________________________________
Total Ireland															$	2,175,000
________________________________________________________________________________________________________
Lebanon — 0.0%(19)
________________________________________________________________________________________________________
BLOM Bank SAL, 7.50%, 5/4/23(14)				USD		800									$	368,000
________________________________________________________________________________________________________
Total Lebanon															$	368,000
________________________________________________________________________________________________________
Mexico — 0.4%
________________________________________________________________________________________________________
Banco Mercantil del Norte SA/Grand Cayman, 7.50% to 6/27/29 (14) (18) (20)				USD		850									$	963,696
Braskem Idesa SAPI, 7.45%, 11/15/29(14)				USD		2,170										2,312,048
Grupo Kaltex SA de CV, 8.875%, 4/11/22(14)				USD		2,537										2,068,472
________________________________________________________________________________________________________ s
Total Mexico															$	5,344,216
________________________________________________________________________________________________________
Netherlands — 0.3%
________________________________________________________________________________________________________
Ardshinbank CJSC Via Dilijan Finance BV, 6.50%, 1/28/25(14)				USD		1,720									$	1,743,650
Braskem Netherlands Finance BV, 5.875%, 1/31/50(14)				USD		810										841,388
Metinvest BV, 7.75%, 4/23/23(14)				USD		461										492,878
MV24 Capital BV, 6.748%, 6/1/34(14)				USD		1,578										1,704,148
________________________________________________________________________________________________________
Total Netherlands															$	4,782,064
________________________________________________________________________________________________________
Nigeria — 0.2%
________________________________________________________________________________________________________
SEPLAT Petroleum Development Co. PLC, 9.25%, 4/1/23(14)				USD		2,000									$	2,095,000
________________________________________________________________________________________________________
Total Nigeria															$	2,095,000
________________________________________________________________________________________________________
Panama — 0.1%
________________________________________________________________________________________________________
Promerica Financial Corp., 9.70%, 5/14/24(14)				USD		650									$	679,526
________________________________________________________________________________________________________
Total Panama															$	679,526
________________________________________________________________________________________________________
Paraguay — 0.1%
________________________________________________________________________________________________________
Frigorifico Concepcion SA, 10.25%, 1/29/25(14)				USD		1,700									$	1,683,765
________________________________________________________________________________________________________
Total Paraguay																				$		1,683,765
________________________________________________________________________________________________________
Russia — 0.1%
________________________________________________________________________________________________________
Petropavlovsk, Ltd., 8.125%, 11/14/22(14)				USD		1,231									$	1,302,072
________________________________________________________________________________________________________
Total Russia																				$		1,302,072
________________________________________________________________________________________________________
Saint Lucia — 0.2%
________________________________________________________________________________________________________
Digicel International Finance, Ltd./Digicel Holdings Bermuda, Ltd., 8.75%, 5/25/24(14)				USD		2,214									$	2,203,849
________________________________________________________________________________________________________
Total Saint Lucia															$	2,203,849
________________________________________________________________________________________________________
Saudi Arabia — 0.2%
________________________________________________________________________________________________________
Dar Al-Arkan Sukuk Co., Ltd., 6.75%, 2/15/25(14)				USD		550									$	558,487
Dar Al-Arkan Sukuk Co., Ltd., 6.875%, 4/10/22(14)				USD		1,500										1,559,890
________________________________________________________________________________________________________
Total Saudi Arabia															$	2,118,377
________________________________________________________________________________________________________
Spain — 0.1%
________________________________________________________________________________________________________
Atento Luxco 1 SA, 6.125%, 8/10/22(14)				USD		1,067									$	1,079,004
________________________________________________________________________________________________________
Total Spain															$	1,079,004
________________________________________________________________________________________________________
Ukraine — 0.1%
________________________________________________________________________________________________________
Kernel Holding SA, 8.75%, 1/31/22(14)				USD		1,500									$	1,628,393
________________________________________________________________________________________________________
Total Ukraine															$	1,628,393
________________________________________________________________________________________________________
United Kingdom — 0.1%
________________________________________________________________________________________________________
Ellaktor Value PLC, 6.375%, 12/15/24(14)				EUR		1,050									$	1,194,965
________________________________________________________________________________________________________
Total United Kingdom																				$		1,194,965
________________________________________________________________________________________________________
Total Foreign Corporate Bonds (identified cost $71,023,477)																				$		70,421,226
________________________________________________________________________________________________________
Corporate Bonds & Notes — 0.0%(19)
Security					Principal Amount (000's omitted)											Value
________________________________________________________________________________________________________
Oil & Gas — 0.0%(19)
________________________________________________________________________________________________________
HKN Energy, Ltd., 11.00%, 3/6/24							$		500									$		517,500
________________________________________________________________________________________________________
Total Corporate Bonds & Notes (identified cost $500,000)																				$		517,500
________________________________________________________________________________________________________
Common Stocks — 0.3%
Security					Shares											Value
________________________________________________________________________________________________________
Iceland — 0.3%
________________________________________________________________________________________________________
Arion Banki HF(5)						2,497,017									$	1,668,404
Eik Fasteignafelag HF						3,180,300										221,772
Eimskipafelag Islands HF						326,400										450,746
Hagar HF						1,349,100										559,239
Reginn HF(21)						1,843,700										323,870
Reitir Fasteignafelag HF						875,500										534,379
Siminn HF						13,623,900										589,750
________________________________________________________________________________________________________
Total Iceland																				$		4,348,160
________________________________________________________________________________________________________
Total Common Stocks (identified cost $5,902,392)															$	4,348,160
________________________________________________________________________________________________________
Closed-End Funds — 1.5%
Security											Shares									Value
________________________________________________________________________________________________________
BlackRock Multi-Sector Income Trust						156,650														$		2,536,163
Nuveen Global High Income Fund						456,000																7,583,280
PGIM Global High Yield Fund, Inc.						293,307																4,399,605
Western Asset High Income Opportunity Fund, Inc.						1,288,797																6,547,089
________________________________________________________________________________________________________
Total Closed-End Funds (identified cost $21,062,842)																				$		21,066,137
________________________________________________________________________________________________________
Exchange-Traded Funds — 2.5%
Security										Shares											Value
________________________________________________________________________________________________________
iShares iBoxx High Yield Corporate Bond ETF													403,000							$		35,274,590
________________________________________________________________________________________________________
Total Exchange-Traded Funds (identified cost $35,387,430)															$	35,274,590
________________________________________________________________________________________________________
Other — 2.8%
Security											Principal Amount/ Shares									Value
________________________________________________________________________________________________________
Altair V Reinsurance(21) (22) (23) (24)						1,932														$		19,318
Altair VI Reinsurance(21) (22) (23) (24)						1,000																212,500
Blue Lotus Re, Ltd.(21) (22) (23) (24)						6,000																6,586,200
Eden Re II, Ltd., Series 2018A, 0.00%, 3/22/22(5) (22) (23)						$ 7,471																163,295
Eden Re II, Ltd., Series 2018B, 0.00%, 3/22/22(5) (22) (23)						$ 8,667																420,211
Eden Re II, Ltd., Series 2019A, 0.00%, 3/22/23(5) (22) (23)						$ 5,000																18,000
Eden Re II, Ltd., Series 2019B, 0.00%, 3/22/23(5) (22) (23)						$ 95,000																310,650
Eden Re II, Ltd., Series 2020A, 0.00%, 3/22/24(5) (22) (23)						$ 9,900,000																9,900,000
Mt. Logan Re, Ltd., Series 13, Participating Units(21) (22) (23) (24)						10,000																7,575,793
Mt. Logan Re, Ltd., Special Investment Series 13, 12/18(21) (22) (23) (24)						2,000																792,873
Mt. Logan Re, Ltd., Special Investment Series 13, 12/19(21) (22) (23) (24)						1,829																1,829,000
Sussex Capital, Ltd., Designated Investment Series 5, 5/19(21) (22) (23) (24)						249																179,516
Sussex Capital, Ltd., Designated Investment Series 5, 12/19(21) (22) (23) (24)						791																744,524
Sussex Capital, Ltd., Series 5 Preference Shares (21) (22) (23) (24)						6,000																5,471,408
Sussex Re, Ltd., Series 2020-A(21) (22) (23) (24)						4,082																4,081,939
Versutus Re, Ltd.(21) (22) (23) (24)						4,000																327,148
________________________________________________________________________________________________________
Total Other (identified cost $40,618,316)																				$		38,632,375
________________________________________________________________________________________________________
U.S. Treasury Obligations — 2.9%
Security											Principal Amount (000's omitted)											Value
________________________________________________________________________________________________________
U.S. Treasury Inflation-Protected Note, 0.50%, 4/15/24(25)												$	38,957,888							$		40,036,602
________________________________________________________________________________________________________
Total U.S. Treasury Obligations (identified cost $39,399,963)																				$		40,036,602
________________________________________________________________________________________________________
Short-Term Investments — 8.1%
Foreign Government Securities — 4.9%
Security											Principal Amount (000's omitted)											Value
________________________________________________________________________________________________________
Egypt — 2.1%
________________________________________________________________________________________________________
Egypt Treasury Bill, 0.00%, 2/18/20								EGP				40,250							$			2,541,196
Egypt Treasury Bill, 0.00%, 3/3/20								EGP				198,625										12,474,786
Egypt Treasury Bill, 0.00%, 8/4/20								EGP				230,475										13,594,816
________________________________________________________________________________________________________
Total Egypt																				$		28,610,798
________________________________________________________________________________________________________
Pakistan — 2.8%
________________________________________________________________________________________________________
Pakistan Treasury Bill, 0.00%, 2/13/20								PKR				132,000							$			849,783
Pakistan Treasury Bill, 0.00%, 5/21/20								PKR				136,600										849,189
Pakistan Treasury Bill, 0.00%, 11/19/20								PKR				144,500										844,747
Pakistan Treasury Bill, 0.00%, 12/3/20								PKR				1,455,500										8,473,079
Pakistan Treasury Bill, 0.00%, 12/17/20								PKR				1,481,200										8,585,327
Pakistan Treasury Bill, 0.00%, 1/14/21								PKR				698,400										4,013,959
Pakistan Treasury Bill, 0.00%, 1/28/21								PKR				2,574,500										14,727,552
________________________________________________________________________________________________________
Total Pakistan																				$		38,343,636
________________________________________________________________________________________________________
Total Foreign Government Securities (identified cost $65,647,043)																				$		66,954,434
________________________________________________________________________________________________________
U.S. Treasury Obligations — 0.6%
________________________________________________________________________________________________________
Security											Principal Amount (000's omitted)											Value
________________________________________________________________________________________________________
U.S. Treasury Bill, 0.00%, 2/6/20												$	1,500							$		1,499,818
U.S. Treasury Bill, 0.00%, 2/20/20													7,000									6,995,146
________________________________________________________________________________________________________
Total U.S. Treasury Obligations (identified cost $8,494,243)																				$		8,494,964
________________________________________________________________________________________________________
Other — 2.6%
Description											Units											Value
________________________________________________________________________________________________________
Eaton Vance Cash Reserves Fund, LLC, 1.74%⁽²⁶⁾													36,257,653							$		36,261,279
________________________________________________________________________________________________________
Total Other (identified cost $36,258,156)																				$		36,261,279
________________________________________________________________________________________________________
Total Short-Term Investments (identified cost $110,399,442)																				$		111,710,677
________________________________________________________________________________________________________
Total Purchased Options and Swaptions — 1.2% (identified cost $16,589,399)																	$					16,396,028
________________________________________________________________________________________________________
Total Investments — 95.9% (identified cost $1,379,792,452)																	$					1,330,793,802
________________________________________________________________________________________________________
Total Written Options — (0.0)%⁽¹⁹⁾ (premiums received $158,824)																	$					(17,500)
________________________________________________________________________________________________________
Securities Sold Short — (0.4)%
Common Stocks — (0.4)%
Security											Shares											Value
________________________________________________________________________________________________________
Ashmore Group PLC													(800,000)							$		(5,721,765)
________________________________________________________________________________________________________
Total Common Stocks															$								(5,721,765)

Total Securities Sold Short (proceeds $5,323,660)																				$		(5,721,765)
________________________________________________________________________________________________________
Other Assets, Less Liabilities — 4.5%																	$					63,348,015
________________________________________________________________________________________________________
Net Assets — 100.0%																	$					1,388,402,552
________________________________________________________________________________________________________

The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets.

(1)		Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at January 31, 2020.
(2)		Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated.
(3)		Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.
(4)		Variable rate security. The stated interest rate represents the rate in effect at January 31, 2020.
(5)		Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2020, the aggregate value of these securities is $310,803,662 or 22.4% of the Portfolio's net assets.
(6)		Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at January 31, 2020.
(7)		Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at January 31, 2020.
(8)		When-issued, variable rate security whose rate will be determined after January 31, 2020.
(9)		Interest only security that entitles the holder to receive only a portion of the interest payments on the underlying loans. Principal amount shown is the notional amount of the underlying loans on which coupon interest is calculated.
(10)		Securities comprise a trust that is wholly-owned by the Portfolio and may only be sold on a pro rata basis with all securities in the trust.
(11)		The stated interest rate represents the weighted average fixed interest rate at January 31, 2020 of all interest only securities comprising the certificate.
(12)		Loan is subject to scheduled mandatory prepayments. Maturity date shown reflects the final maturity date.
(13)		Inflation-linked security whose principal is adjusted for inflation based on changes in a designated inflation index or inflation rate for the applicable country. Interest is calculated based on the inflation-adjusted principal.
(14)		Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2020, the aggregate value of these securities is $192,252,150 or 13.8% of the Portfolio's net assets.
(15)		Amounts payable in respect of the security are contingent upon and determined by reference to Ukraine's GDP and Real GDP Growth Rate. Principal amount represents the notional amount used to calculate payments due to the security holder and does not represent an entitlement for payment.
(16)		Event-linked bond, also known as a catastrophe bond, whose payment of principal is contingent on the non-occurrence of a defined trigger event which may include hurricanes, earthquakes or other weather-related phenomena.
(17)		Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.
(18)		Perpetual security with no stated maturity date but may be subject to calls by the issuer.
(19)		Amount is less than 0.05% or (0.05)%, as applicable.
(20)		Security converts to variable rate after the indicated fixed-rate coupon period.
(21)		Non-income producing security.
(22)		For fair value measurement disclosure purposes, security is categorized as Level 3.
(23)		Security is subject to risk of loss depending on the occurrence, frequency and severity of the loss events that are covered by underlying reinsurance contracts and that may occur during a specified risk period.
(24)		Restricted security.
(25)		Inflation-linked security whose principal is adjusted for inflation based on changes in the U.S. Consumer Price Index. Interest is calculated based on the inflation-adjusted principal.
(26)		Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of January 31, 2020.

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

Purchased Currency Options — 0.0%⁽¹⁹⁾

Description

Counterparty

Notional
Amount

Exercise
Price

Expiration
Date

Value

___________________________________________________________________________________________________________

Call EUR/Put USD

Standard Chartered Bank

EUR

21,000,000

USD

1.13

5/4/20

113,259

___________________________________________________________________________________________________________

Total

113,259

___________________________________________________________________________________________________________

Purchased Interest Rate Swaptions — 1.0%

Description

Counterparty

Notional
Amount

Expiration
Date

Value

___________________________________________________________________________________________________________

Option to enter into interest rate swap expiring 2/6/30 to receive 3-month USD-LIBOR Rate and pay 1.695%

Bank of America, N.A.

29,000,000

2/4/20

157

Option to enter into interest rate swap expiring 2/2/48 to pay 3-month USD-LIBOR Rate and receive 2.908%

Bank of America, N.A.

40,000,000

1/31/28

9,278,814

Option to enter into interest rate swap expiring 2/2/48 to receive 3-month USD-LIBOR Rate and pay 2.908%

Bank of America, N.A.

40,000,000

1/31/28

1,714,726

Option to enter into interest rate swap expiring 12/15/47 to pay 3-month USD-LIBOR Rate and receive 2.68%

Morgan Stanley & Co. International PLC

10,000,000

12/13/27

2,027,907

Option to enter into interest rate swap expiring 12/15/47 to receive 3-month USD-LIBOR Rate and pay 2.68%

Morgan Stanley & Co. International PLC

10,000,000

12/13/27

523,873

___________________________________________________________________________________________________________

Total

13,545,477

___________________________________________________________________________________________________________

Purchased Call Options — 0.2%

Description

Counterparty

Number of
Contracts

Notional
Amount

Exercise
Price/Spread

Expiration
Date

Value

___________________________________________________________________________________________________________

2-year 10 Constant Maturity Swap Curve Cap

Morgan Stanley & Co. International PLC

Not Applicable

USD

450,000,000

0.45%

6/21/21

477,779

Euro Stoxx 50 Index

Goldman Sachs International

4,258

EUR

15,502,995

EUR

3,100

5/3/22

2,242,013

___________________________________________________________________________________________________________

Total

2,719,792

___________________________________________________________________________________________________________

Purchased Put Options — 0.0%(19)

Description

Number of
Contracts

Notional
Amount

Exercise
Price

Expiration
Date

Value

___________________________________________________________________________________________________________

IMM Euro Futures 3/2020

2,800

USD

688,520,000

USD

97.25

3/16/20

17,500

___________________________________________________________________________________________________________

Total

17,500

___________________________________________________________________________________________________________

Written Put Options — (0.0)%(19)

___________________________________________________________________________________________________________

Description

Number of
Contracts

Notional
Amount

Exercise
Price

Expiration
Date

Value

IMM Euro Futures 3/2020

2,800

USD

688,520,000

USD

96.88

3/16/20

(17,500)

___________________________________________________________________________________________________________

Total

(17,500)

___________________________________________________________________________________________________________

Centrally Cleared Forward Foreign Currency Exchange Contracts

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

Currency Purchased		Currency Sold										Settlement Date						Value/Unrealized Appreciation (Depreciation)
___________________________________________________________________________________________________________
IDR	103,349,760,000	USD	7,570,302									2/3/20				$		(1,663)
IDR	103,349,760,000	USD	7,588,088									2/3/20						(19,449)
NZD	4,415,503	USD	2,864,778									2/3/20						(10,598)
NZD	20,986,000	USD	13,615,717									2/3/20						(50,369)
NZD	23,950,000	USD	15,538,760									2/3/20						(57,483)
NZD	25,888,000	USD	16,796,134									2/3/20						(62,134)
NZD	49,838,000	USD	32,579,101									2/3/20						(363,824)
NZD	25,401,503	USD	16,816,049									2/3/20						(396,521)
USD	7,570,302	IDR	103,349,760,000									2/3/20						1,663
USD	7,552,047	IDR	103,349,760,000									2/3/20						(16,592)
USD	17,138,115	NZD	25,888,000									2/3/20						404,115
USD	32,334,894	NZD	49,838,000									2/3/20						119,617
USD	16,480,495	NZD	25,401,503									2/3/20						60,967
USD	2,886,414	NZD	4,415,503									2/3/20						32,234
USD	13,355,490	NZD	20,986,000									2/3/20						(209,857)
USD	15,241,780	NZD	23,950,000									2/3/20						(239,497)
BRL	68,116,000	USD	15,954,093									2/4/20						(48,802)
BRL	68,116,000	USD	16,882,544									2/4/20						(977,253)
USD	16,249,046	BRL	68,116,000									2/4/20						343,755
USD	15,954,093	BRL	68,116,000									2/4/20						48,802
AUD	38,141,000	USD	26,497,125									2/10/20						(963,249)
EUR	965,810	USD	1,082,789									2/10/20						(11,269)
EUR	9,297,976	USD	10,424,147									2/10/20						(108,486)
PHP	78,137,000	USD	1,536,618									2/10/20						(1,052)
USD	2,804,991	CLP	2,174,780,000									2/10/20						87,696
USD	1,402,481	CLP	1,084,818,924									2/10/20						47,045
USD	4,061,494	IDR	56,613,169,200									2/10/20						(72,496)
USD	18,160,634	NZD	27,276,000									2/10/20						528,262
USD	4,753,883	NZD	7,140,000									2/10/20						138,282
USD	5,381,337	PEN	17,929,000									2/10/20						87,438
USD	6,406,804	PEN	21,376,300									2/10/20						95,019
USD	8,255,004	RUB	512,346,000									2/10/20						246,657
USD	11,846,242	SEK	113,333,000									2/10/20						70,354
USD	7,436,590	KRW	8,606,366,061									2/13/20						222,902
USD	11,072,224	AUD	16,126,000									2/14/20						275,735
USD	11,227,734	AUD	16,374,000									2/14/20						265,206
USD	4,758,769	NZD	7,171,000									2/21/20						122,490
NZD	4,963,582	USD	3,189,662									2/24/20						19,573
USD	10,252,067	NZD	15,953,718									2/24/20						(62,909)
JPY	2,904,516,945	USD	26,644,500									2/26/20						192,214
JPY	3,208,026,617	USD	29,689,106									2/26/20						(48,069)
USD	90,405,346	JPY	9,768,659,256									2/26/20						146,375
USD	15,174,017	JPY	1,639,613,225									2/26/20						24,568
USD	7,571,966	IDR	103,349,760,000									2/28/20						90,028
BRL	68,116,000	USD	16,229,301									3/3/20						(348,047)
AUD	11,590,024	USD	7,923,636									3/5/20						(161,073)
NZD	706,000	USD	459,510									3/5/20						(2,983)
PHP	113,376,000	USD	2,214,548									3/5/20						4,285
PHP	107,555,000	USD	2,099,863									3/5/20						5,050
USD	10,887,004	NZD	16,727,000									3/5/20						70,679
PHP	140,887,000	USD	2,764,170									3/9/20						(7,389)
PHP	140,887,000	USD	2,764,659									3/9/20						(7,877)
USD	2,599,795	IDR	36,412,734,119									3/9/20						(28,400)
USD	21,326,716	IDR	298,701,985,425									3/9/20						(232,969)
AUD	15,874,000	USD	10,918,058									3/10/20						(285,263)
USD	262,251	KRW	303,967,000									3/10/20						8,014
USD	120,734	KRW	140,357,341									3/10/20						3,340
USD	280,433	KRW	333,533,000									3/10/20						1,467
JPY	3,155,961,043	USD	29,240,001									3/11/20						(57,865)
AUD	42,462,272	USD	28,980,772									3/13/20						(536,918)
JPY	3,157,734,978	USD	29,214,618									3/13/20						(12,824)
NZD	10,443,000	USD	6,826,042									3/13/20						(72,460)
USD	9,750,461	NZD	14,917,000									3/13/20						103,504
INR	145,926,000	USD	2,045,787									3/16/20						(17,488)
INR	273,025,000	USD	3,826,559									3/16/20						(31,646)
NOK	308,333,840	USD	34,182,216									3/19/20						(654,373)
GBP	1,158,569	USD	1,505,445									3/20/20						26,284
GBP	1,317,542	USD	1,722,712									3/20/20						19,192
GBP	1,332,528	USD	1,742,680									3/20/20						19,038
GBP	289,025	USD	375,501									3/20/20						6,615
JPY	1,493,000,000	USD	13,730,630									3/26/20						86,199
NZD	4,415,503	USD	2,888,669									3/31/20						(32,426)
USD	32,604,553	NZD	49,838,000									3/31/20						365,989
INR	432,410,000	USD	6,004,860									4/3/20						(9,574)
USD	36,072,193	EUR	32,069,930									4/9/20						362,947
USD	26,490,249	EUR	23,551,117									4/9/20						266,537
USD	3,925,249	RUB	245,438,000									4/9/20						112,958
AUD	11,308,000	USD	7,768,449									4/14/20						(188,987)
INR	720,000	USD	10,051									4/15/20						(83)
INR	39,890,000	USD	556,346									4/15/20						(4,057)
USD	12,697,070	IDR	174,546,616,255									4/21/20						164,264
USD	495,645	KRW	573,179,000									4/22/20						15,899
USD	2,682,428	KRW	3,116,981,000									4/22/20						73,537
USD	18,641,606	KRW	21,661,546,346									4/29/20						509,779
USD	11,343,198	ZAR	166,804,000									5/26/20						391,442
USD	15,873,826	EUR	14,023,000									7/10/20						175,879
USD	5,631,429	EUR	4,974,827									7/10/20						62,395
USD	1,018,787	EUR	900,000									7/10/20						11,288
USD	16,080,157	EUR	14,257,607									7/17/20						113,174
USD	7,339,918	EUR	6,508,000									7/17/20						51,659
___________________________________________________________________________________________________________
																						$			288,137
___________________________________________________________________________________________________________
Forward Foreign Currency Exchange Contracts
Currency Purchased		Currency Sold			Counterparty							Settlement Date						Unrealized Appreciation					Unrealized (Depreciation)
___________________________________________________________________________________________________________
TRY	51,584,000	USD	8,679,130		Standard Chartered Bank							2/6/20				$		—			$					(66,100)
USD	3,609,349	TRY	21,540,000		Standard Chartered Bank							2/6/20						12,794								—
TRY	12,090,000	USD	2,054,916		Standard Chartered Bank							2/10/20						—								(38,175)
USD	3,506,174	CLP	2,705,000,000		Standard Chartered Bank							2/10/20						126,391								—
USD	3,646,392	CLP	2,823,700,000		Standard Chartered Bank							2/10/20						118,298								—
USD	280,493	CLP	217,440,000		Standard Chartered Bank							2/10/20						8,811								—
USD	2,054,710	TRY	12,090,000		Standard Chartered Bank							2/10/20						37,968								—
USD	11,904,029	KRW	13,779,600,000		Australia and New Zealand Banking Group Limited							2/13/20						354,236								—
USD	6,869,327	KRW	7,972,299,000		Australia and New Zealand Banking Group Limited							2/13/20						187,101								—
USD	3,218,028	KRW	3,760,263,000		Australia and New Zealand Banking Group Limited							2/13/20						66,249								—
USD	1,931,968	KRW	2,238,020,000		Australia and New Zealand Banking Group Limited							2/13/20						56,103								—
USD	1,931,936	KRW	2,255,309,263		Australia and New Zealand Banking Group Limited							2/13/20						41,579								—
INR	202,780,000	USD	2,835,870		Australia and New Zealand Banking Group Limited							2/24/20						—								(6,904)
INR	75,740,000	USD	1,065,741		Australia and New Zealand Banking Group Limited							2/24/20						—								(9,099)
INR	283,500,000	USD	3,986,742		Australia and New Zealand Banking Group Limited							2/24/20						—								(31,659)
INR	523,830,000	USD	7,353,249		Australia and New Zealand Banking Group Limited							2/24/20						—								(45,344)
INR	1,550,000	USD	21,327		Goldman Sachs International							2/24/20						297								—
RSD	113,704,811	EUR	963,192		JPMorgan Chase Bank, N.A.							2/24/20						2,199								—
USD	1,348,139	EUR	1,209,781		Goldman Sachs International							2/24/20						4,791								—
USD	1,170,084	EUR	1,050,000		Goldman Sachs International							2/24/20						4,159								—
USD	628,654	ZAR	9,388,000		Standard Chartered Bank							2/24/20						4,797								—
USD	5,183,365	THB	156,859,000		Standard Chartered Bank							3/6/20						147,863								—
USD	568,251	KRW	663,576,000		Australia and New Zealand Banking Group Limited							3/10/20						13,237								—
NOK	229,300,000	EUR	23,092,339		Standard Chartered Bank							3/16/20						—								(741,528)
USD	11,549,400	THB	348,812,000		Standard Chartered Bank							3/16/20						349,320								—
USD	5,084,541	THB	153,562,000		Standard Chartered Bank							3/16/20						153,786								—
SEK	324,025,000	EUR	30,667,139		State Street Bank and Trust Company							3/24/20						—								(377,560)
USD	2,477,176	ZAR	37,173,000		Standard Chartered Bank							3/27/20						17,279								—
THB	303,727,515	USD	10,025,996		Standard Chartered Bank							4/10/20						—								(268,179)
USD	17,544,931	THB	531,506,152		Standard Chartered Bank							4/10/20						469,299								—
USD	2,582,450	THB	78,429,000		Standard Chartered Bank							4/24/20						62,048								—
USD	21,315,595	KRW	24,778,100,000		Barclays Bank PLC							4/29/20						575,052								—
EUR	10,400,000	USD	11,736,286		Standard Chartered Bank							5/6/20						—								(137,302)
USD	11,736,826	EUR	10,400,000		Standard Chartered Bank							5/6/20						137,843								—
USD	23,557,985	OMR	9,293,625		BNP Paribas							8/27/20						—								(507,853)
USD	11,881,604	OMR	4,666,500		BNP Paribas							4/8/21						—								(127,184)
USD	11,896,188	OMR	4,664,971		Standard Chartered Bank							4/26/21						—								(102,575)
USD	8,234,546	OMR	3,237,000		BNP Paribas							7/6/21						—								(74,706)
USD	5,188,295	OMR	2,039,000		BNP Paribas							7/12/21						—								(44,855)
USD	961,832	OMR	378,000		BNP Paribas							7/19/21						—								(8,124)
___________________________________________________________________________________________________________
																$		2,951,500			$					(2,587,147)
___________________________________________________________________________________________________________
Forward Volatility Agreements
Reference Entity				Counterparty					Settlement Date (1)					Notional Amount (000's omitted)					Value/Unrealized Appreciation (Depreciation)
___________________________________________________________________________________________________________
Straddle swaption on floating rate (3-month USD-LIBOR) versus fixed rate interest rate swap, maturing June 11, 2055, 5-year term				Bank of America, N.A.					6/10/20				$	35,000					$	450,992
___________________________________________________________________________________________________________
																								$	450,992
___________________________________________________________________________________________________________
⁽¹⁾ At the settlement date, the Portfolio will purchase from the counterparty a straddle swaption (i.e. a receiver swaption and a payer swaption) with a determined premium amount of $7,787,500 and an interest rate component to be determined at a future date.
Futures Contracts
Description							Number of Contracts	Position		Expiration Date							Notional Amount								Value/Unrealized Appreciation (Depreciation)
___________________________________________________________________________________________________________
Interest Rate Futures
Japan 10-Year Bond						45			Short		3/13/20				$	(63,482,995)				$					(257,797)
U.S. 5-Year Treasury Note						52			Long		3/31/20					6,256,656									60,938
U.S. Long Treasury Bond						285			Long		3/20/20					46,606,406									355,874
___________________________________________________________________________________________________________
																								$	159,015
___________________________________________________________________________________________________________
Centrally Cleared Inflation Swaps

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

Notional
Amount
(000's omitted)

Portfolio
Pays/Receives
Return on
Reference Index

Reference Index

Portfolio
Pays/Receives
Rate

Annual Rate

Termination
Date

Value/Unrealized
Appreciation (Depreciation)

___________________________________________________________________________________________________________

EUR

5,111

Receives

Eurostat Eurozone HICP ex Tobacco NSA
(pays upon termination)

Pays

1.57%
(pays upon termination)

8/15/32

(372,452)

EUR

5,125

Receives

Eurostat Eurozone HICP ex Tobacco NSA
(pays upon termination)

Pays

1.59%
(pays upon termination)

8/15/32

(390,456)

EUR

5,003

Receives

Eurostat Eurozone HICP ex Tobacco NSA
(pays upon termination)

Pays

1.60%
(pays upon termination)

8/15/32

(397,788)

EUR

19,000

Receives

Eurostat Eurozone HICP ex Tobacco NSA
(pays upon termination)

Pays

1.69%
(pays upon termination)

11/15/32

(1,802,866)

EUR

5,111

Pays

Eurostat Eurozone HICP ex Tobacco NSA
(pays upon termination)

Receives

1.77%
(pays upon termination)

8/15/42

754,449

EUR

5,125

Pays

Eurostat Eurozone HICP ex Tobacco NSA
(pays upon termination)

Receives

1.78%
(pays upon termination)

8/15/42

762,721

EUR

5,003

Pays

Eurostat Eurozone HICP ex Tobacco NSA
(pays upon termination)

Receives

1.79%
(pays upon termination)

8/15/42

779,991

EUR

19,000

Pays

Eurostat Eurozone HICP ex Tobacco NSA
(pays upon termination)

Receives

1.89%
(pays upon termination)

11/15/42

3,684,835

USD

36,500

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

1.89%
(pays upon termination)

7/16/24

(395,682)

USD

58,000

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

1.58%
(pays upon termination)

9/6/24

348,115

USD

25,300

Pays

Return on CPI-U (NSA)
(pays upon termination)

Receives

2.22%
(pays upon termination)

11/14/32

1,180,537

USD

25,300

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

2.20%
(pays upon termination)

11/14/42

(1,895,080)

USD

2,309

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

2.13%
(pays upon termination)

8/22/47

(142,511)

USD

2,295

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

2.15%
(pays upon termination)

8/25/47

(152,817)

USD

8,800

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

2.42%
(pays upon termination)

6/8/48

(1,547,571)

USD

13,200

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

2.09%
(pays upon termination)

1/9/49

(716,970)

___________________________________________________________________________________________________________

(303,545)

___________________________________________________________________________________________________________

CPI-U (NSA) - Consumer Price Index All Urban Non-Seasonally Adjusted

HICP - Harmonised Indices of Consumer Prices

Inflation Swaps

Counterparty

Notional
Amount
(000's omitted)

Portfolio
Pays/Receives
Return on
Reference Index

Reference Index

Portfolio
Pays/Receives
Rate

Annual Rate

Termination
Date

Value/Unrealized
Appreciation (Depreciation)

___________________________________________________________________________________________________________

Bank of America, N.A.

USD

19,500

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

2.09%
(pays upon termination)

4/2/29

(463,948)

BNP Paribas

USD

10,000

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

1.75%
(pays upon termination)

6/22/26

145,236

Goldman Sachs International

USD

5,000

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

1.91%
(pays upon termination)

3/23/26

(27,025)

Goldman Sachs International

USD

29,000

Receives

Return on CPI-U (NSA)
(pays upon termination)

Pays

1.91%
(pays upon termination)

4/1/26

(135,220)

___________________________________________________________________________________________________________

(480,957)

___________________________________________________________________________________________________________

CPI-U (NSA) - Consumer Price Index All Urban Non-Seasonally Adjusted

Centrally Cleared Interest Rate Swaps

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

Notional Amount (000's omitted)			Portfolio Pays/ Receives Floating Rate			Floating Rate											Annual Fixed Rate				Termination Date						Value					Unamortized Upfront Receipts (Payments)				Unrealized Appreciation (Depreciation)
___________________________________________________________________________________________________________
BRL		36,099		Pays			Brazil CETIP Interbank Deposit Rate (pays upon termination)											6.14% (pays upon termination)				1/2/25		$		20,537				$		—			$	20,537
CAD		90,000		Receives			3-month Canadian Bankers Acceptances (pays quarterly)											1.96% (pays semi-annually)				1/9/25				(1,031,546)						—				(1,031,546)
CNY		50,800		Pays			7-day China Fixing Repo Rates (pays quarterly)											3.18% (pays quarterly)				4/30/24				174,107						—				174,107
CNY		152,400		Pays			7-day China Fixing Repo Rates (pays quarterly)											3.18% (pays quarterly)				4/30/24				522,322						—				522,322
CNY		50,800		Pays			7-day China Fixing Repo Rates (pays quarterly)											3.18% (pays quarterly)				4/30/24				174,844						—				174,844
CNY		81,300		Pays			7-day China Fixing Repo Rates (pays quarterly)											3.18% (pays quarterly)				4/30/24				280,998						—				280,998
CNY		276,500		Pays			7-day China Fixing Repo Rates (pays quarterly)											3.02% (pays quarterly)				5/15/24				738,552						—				738,552
CNY		21,530		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.90% (pays quarterly)				6/6/24				40,266						—				40,266
CNY		16,148		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.90% (pays quarterly)				6/6/24				30,498						—				30,498
CNY		16,147		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.90% (pays quarterly)				6/6/24				30,695						—				30,695
CNY		32,296		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.90% (pays quarterly)				6/6/24				61,393						—				61,393
CNY		8,074		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.90% (pays quarterly)				6/6/24				15,472						—				15,472
CNY		24,760		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.90% (pays quarterly)				6/6/24				47,448						—				47,448
CNY		10,765		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.87% (pays quarterly)				6/10/24				18,581						—				18,581
CNY		199,000		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.94% (pays quarterly)				6/12/24				420,116						—				420,116
CNY		155,000		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.94% (pays quarterly)				6/12/24				328,846						—				328,846
CNY		126,300		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.95% (pays quarterly)				6/12/24				271,839						—				271,839
CNY		66,000		Pays			7-day China Fixing Repo Rates (pays quarterly)											2.96% (pays quarterly)				6/12/24				146,111						—				146,111
CNY		21,040		Pays			7-day China Fixing Repo Rates (pays quarterly)											3.22% (pays quarterly)				6/19/24				79,994						—				79,994
COP		55,656,000		Pays			Colombia Overnight Interbank Reference Rate (pays quarterly)											4.69% (pays quarterly)				2/3/25				13,897						—				13,897
CZK		306,020		Pays			6-month CZK PRIBOR (pays semi-annually)											1.87% (pays annually)				1/28/25				57,125						—				57,125
GBP		26,000		Receives			6-month GBP LIBOR (pays semi-annually)											1.00% (pays semi-annually)				1/9/30				(883,114)						—				(883,114)
MXN		1,081,600		Pays			Mexico Interbank TIIE 28 Day (pays monthly)											8.54% (pays monthly)				12/15/23				4,163,206						—				4,163,206
MXN		217,700		Pays			Mexico Interbank TIIE 28 Day (pays monthly)											6.55% (pays monthly)				1/21/25				51,100						—				51,100
NZD		65,710		Receives			3-month NZD Bank Bill (pays quarterly)											3.32% (pays semi-annually)				2/19/28				(7,071,292)						—				(7,071,292)
NZD		5,220		Receives			3-month NZD Bank Bill (pays quarterly)											2.49% (pays semi-annually)				2/22/29				(352,506)						—				(352,506)
NZD		6,500		Receives			3-month NZD Bank Bill (pays quarterly)											2.50% (pays semi-annually)				2/22/29				(441,780)						—				(441,780)
PLN		54,570		Pays			6-month PLN WIBOR (pays semi-annually)											1.85% (pays annually)				1/30/25				35,241						—				35,241
SGD		18,500		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											2.42% (pays semi-annually)				10/19/23				565,052						—				565,052
SGD		9,630		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											2.44% (pays semi-annually)				10/23/23				300,020						—				300,020
SGD		10,000		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											2.44% (pays semi-annually)				10/23/23				311,547						—				311,547
SGD		15,000		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											2.44% (pays semi-annually)				10/23/23				467,321						—				467,321
SGD		25,150		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											2.08% (pays semi-annually)				12/13/23				531,353						—				531,353
SGD		26,350		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											2.09% (pays semi-annually)				12/13/23				564,225						—				564,225
SGD		3,317		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											1.55% (pays semi-annually)				8/14/24				20,557						—				20,557
SGD		2,885		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											1.55% (pays semi-annually)				8/14/24				18,136						—				18,136
SGD		3,245		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											1.56% (pays semi-annually)				8/14/24				22,131						—				22,131
SGD		3,245		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											1.57% (pays semi-annually)				8/14/24				22,419						—				22,419
SGD		4,688		Pays			6-month Singapore Swap Offered Rate (pays semi-annually)											1.57% (pays semi-annually)				8/14/24				32,388						—				32,388
USD		342,000		Pays			3-month USD-LIBOR (pays quarterly)											2.57% (pays semi-annually)				3/14/21				6,343,574						—				6,343,574
USD		185,000		Pays			3-month USD-LIBOR (pays quarterly)											1.51% (pays semi-annually)				10/25/23				998,225						—				998,225
USD		132,000		Pays			3-month USD-LIBOR (pays quarterly)											2.51% (pays semi-annually)				3/12/24				7,188,258						—				7,188,258
USD		68,000		Pays			3-month USD-LIBOR (pays quarterly)											2.42% (pays semi-annually)				4/24/24				3,475,823						—				3,475,823
USD		80,000		Pays			3-month USD-LIBOR (pays quarterly)											1.70% (pays semi-annually)				6/27/24				1,259,863						—				1,259,863
USD		40,459		Pays			3-month USD-LIBOR (pays quarterly)											1.86% (pays semi-annually)				7/16/24				930,202						—				930,202
USD		64,000		Pays			3-month USD-LIBOR (pays quarterly)											1.26% (pays semi-annually)				9/6/24				(30,602)						—				(30,602)
USD		53,000		Pays			3-month USD-LIBOR (pays quarterly)											2.34% (pays semi-annually)				5/17/29				4,221,012						—				4,221,012
USD		14,500		Receives			3-month USD-LIBOR (pays quarterly)											1.69% (pays semi-annually)				2/6/30				(321,362)						—				(321,362)
USD		14,500		Pays			3-month USD-LIBOR (pays quarterly)											1.70% (pays semi-annually)				2/6/30				327,435						—				327,435
USD		40,000		Receives			3-month USD-LIBOR (pays quarterly)											1.78% (pays semi-annually)				10/27/31				(927,193)						—				(927,193)
USD		11,693		Receives			3-month USD-LIBOR (pays quarterly)											2.50% (pays semi-annually)				9/20/47				(2,254,236)						(103,636)				(2,357,872)
USD		15,500		Pays			3-month USD-LIBOR (pays quarterly)											2.01% (pays semi-annually)				12/15/47				477,062						—				477,062
USD		1,000		Pays			3-month USD-LIBOR (pays quarterly)											2.50% (pays semi-annually)				3/21/48				195,143						117,067				312,210
USD		3,250		Receives			3-month USD-LIBOR (pays quarterly)											2.92% (pays semi-annually)				12/21/48				(942,116)						—				(942,116)
USD		4,570		Receives			3-month USD-LIBOR (pays quarterly)											2.60% (pays semi-annually)				3/27/49				(1,022,158)						35,448				(986,710)
USD		4,500		Receives			3-month USD-LIBOR (pays quarterly)											2.67% (pays semi-annually)				4/8/49				(1,077,924)						—				(1,077,924)
USD		21,875		Receives			3-month USD-LIBOR (pays quarterly)											2.54% (pays semi-annually)				5/17/49				(4,486,232)						—				(4,486,232)
USD		7,500		Receives			3-month USD-LIBOR (pays quarterly)											2.34% (pays semi-annually)				6/4/49				(1,177,692)						—				(1,177,692)
USD		6,400		Receives			3-month USD-LIBOR (pays quarterly)											2.03% (pays semi-annually)				8/6/49				(585,944)						—				(585,944)
USD		7,500		Receives			3-month USD-LIBOR (pays quarterly)											1.65% (pays semi-annually)				8/16/49				5,286						—				5,286
USD		4,500		Pays			3-month USD-LIBOR (pays quarterly)											1.96% (pays semi-annually)				10/30/49				335,981						—				335,981
USD		3,500		Receives			3-month USD-LIBOR (pays quarterly)											2.55% (pays semi-annually)				6/11/55				(622,327)						—				(622,327)
USD		3,500		Receives			3-month USD-LIBOR (pays quarterly)											2.75% (pays semi-annually)				7/27/55				(773,369)						—				(773,369)
ZAR		187,230		Pays			3-month ZAR JIBAR (pays quarterly)											6.76% (pays quarterly)				1/24/25				55,001						—				55,001
___________________________________________________________________________________________________________
Total																							$		12,389,809						$		48,879		$	12,438,688
___________________________________________________________________________________________________________
Interest Rate Swaps
Counterparty				Notional Amount (000's omitted)							Portfolio Pays/ Receives Floating Rate			Floating Rate					Annual Fixed Rate								Termination Date											Value/Unrealized Appreciation (Depreciation)
___________________________________________________________________________________________________________
BNP Paribas				MYR	89,300						Pays				3-month MYR KLIBOR (pays quarterly)							3.13% (pays quarterly)						10/4/24									$	166,531
Citibank, N.A.				MYR	56,300						Pays				3-month MYR KLIBOR (pays quarterly)							3.13% (pays quarterly)						10/4/24										104,991
Goldman Sachs International				RUB	820,130						Pays				3-month Moscow Prime Offered Rate (pays quarterly)							6.67% (pays annually)						11/20/24										139,543
Goldman Sachs International				RUB	851,170						Pays				3-month Moscow Prime Offered Rate (pays quarterly)							6.67% (pays annually)						11/20/24										144,825
Goldman Sachs International				RUB	950,960						Pays				3-month Moscow Prime Offered Rate (pays quarterly)							6.64% (pays annually)						11/22/24										143,935
Goldman Sachs International				RUB	1,019,840						Pays				3-month Moscow Prime Offered Rate (pays quarterly)							6.64% (pays annually)						11/25/24										156,428
JPMorgan Chase Bank, N.A.				MYR	106,700						Pays				3-month MYR KLIBOR (pays quarterly)							3.13% (pays quarterly)						10/4/24										198,980
JPMorgan Chase Bank, N.A.				MYR	71,254						Pays				3-month MYR KLIBOR (pays quarterly)							2.95% (pays quarterly)						1/28/25										4,230
Standard Chartered Bank				MYR	72,700						Pays				3-month MYR KLIBOR (pays quarterly)							3.12% (pays quarterly)						10/4/24										129,523
___________________________________________________________________________________________________________
Total																																			$	1,188,986
___________________________________________________________________________________________________________

Centrally Cleared Credit Default Swaps - Buy Protection
Reference Entity										Notional Amount (000's omitted)						Contract Annual Fixed Rate*				Termination Date								Value				Unamortized Upfront Receipts (Payments)				Unrealized Appreciation (Depreciation)
___________________________________________________________________________________________________________
Lebanon						$			500			1.00% (pays quarterly)(1)							12/20/20				$			253,424					$		(137,197)		$	116,227
Malaysia									107,070			1.00% (pays quarterly)(1)							12/20/24							(3,054,623)							2,566,670			(487,953)
___________________________________________________________________________________________________________
																										$		(2,801,199)				$		2,429,473	$	(371,726)
___________________________________________________________________________________________________________
	* The contract annual fixed rate represents the fixed rate of interest paid by the Portfolio (as a buyer of protection) on the notional amount of the credit default swap contract.
	(1) Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.
Total Return Swaps
Counterparty								Notional Amount (000's omitted)					Portfolio Receives						Portfolio Pays										Termination Date							Value/ Unrealized Appreciation (Depreciation)
___________________________________________________________________________________________________________

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

Goldman Sachs International

20,200

Return on iBoxx USD Liquid High Yield Index
(pays upon termination)

3-month USD-LIBOR
(pays quarterly)

3/20/20

(115,131)

Goldman Sachs International

15,200

Return on iBoxx USD Liquid High Yield Index
(pays upon termination)

3-month USD-LIBOR
(pays quarterly)

3/20/20

(64,223)

Goldman Sachs International

8,070

1-month USD-LIBOR + 0.15% (pays monthly)

Return on S&P 500 Total Return Index
(pays monthly)

6/8/20

55,356

Goldman Sachs International

8,101

Return on S&P 500 Regional Bank Index
(pays monthly)

1-month USD-LIBOR + 0.29% (pays monthly)

6/8/20

(354,066)

___________________________________________________________________________________________________________

(478,064)

___________________________________________________________________________________________________________

Cross-Currency Swaps

Counterparty

Portfolio
Receives*

Portfolio
Pays*

Termination Date

Value/ Unrealized
Appreciation (Depreciation)

___________________________________________________________________________________________________________

HSBC Bank USA, N.A.

10.30% on TRY 21,540,000 (pays annually) plus USD 3,614,093

3-month USD-LIBOR on USD 3,614,093 (pays quarterly) plus TRY 21,540,000

1/31/25

12,073

___________________________________________________________________________________________________________

12,073

___________________________________________________________________________________________________________

* The Portfolio pays interest on the currency received and receives interest on the currency delivered. At the termination date, the notional amount of the currency received will be exchanged for the notional amount of the currency delivered.

Abbreviations:

BADLAR

Buenos Aires Deposits of Large Amount Rate

COF

Cost of Funds 11th District

EURIBOR

Euro Interbank Offered Rate

GDP

Gross Domestic Product

LIBOR

London Interbank Offered Rate

Currency Abbreviations:

AUD

Australian Dollar

BRL

Brazilian Real

CAD

Canadian Dollar

CLP

Chilean Peso

CNY

Yuan Renminbi

COP

Colombian Peso

CZK

Czech Koruna

EGP

Egyptian Pound

EUR

Euro

GBP

British Pound Sterling

IDR

Indonesian Rupiah

INR

Indian Rupee

ISK

Icelandic Krona

JPY

Japanese Yen

KRW

South Korean Won

LKR

Sri Lankan Rupee

MXN

Mexican Peso

MYR

Malaysian Ringgit

NOK

Norwegian Krone

NZD

New Zealand Dollar

OMR

Omani Rial

PEN

Peruvian Sol

PHP

Philippine Peso

PKR

Pakistani Rupee

PLN

Polish Zloty

RSD

Serbian Dinar

RUB

Russian Ruble

SEK

Swedish Krona

SGD

Singapore Dollar

THB

Thai Baht

TRY

New Turkish Lira

UAH

Ukrainian Hryvnia

USD

United States Dollar

ZAR

South African Rand

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

Basis for Consolidation

The Portfolio seeks to gain exposure to the commodity markets, in whole or in part, through investments in Eaton Vance GOP Commodity Subsidiary, Ltd. (the Subsidiary), a wholly-owned subsidiary of the Portfolio organized under the laws of the Cayman Islands with the same objective and investment policies and restrictions as the Portfolio. The net assets of the Subsidiary at January 31, 2020 were $1,950,092 or 0.1% of the Portfolio’s consolidated net assets. The Consolidated Portfolio of Investments includes positions of the Portfolio and the Subsidiary.

At January 31, 2020, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

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

Commodity Risk: During the fiscal year ended January 31, 2020, the Portfolio invested in commodities-linked derivative instruments, including commodity futures contracts, that provide exposure to the investment returns of certain commodities. Commodities-linked derivative instruments are used to enhance total return and/or as a substitute for the purchase or sale of commodities and to manage certain investment risks.

Credit Risk: The Portfolio enters into credit default swap contracts to manage certain investment risks and/or to enhance total return or as a substitute for the purchase or sale of securities.

Equity Price Risk: The Portfolio enters into equity index options and total return swaps to enhance total return and/or to manage certain investment risks.

Foreign Exchange Risk: The Portfolio engages in forward foreign currency exchange contracts, currency options and cross-currency swaps to enhance total return, to seek to hedge against fluctuations in currency exchange rates and/or as a substitute for the purchase or sale of securities or currencies.

Interest Rate Risk: The Portfolio utilizes various interest rate derivatives including interest rate futures contracts, interest rate swaps and swaptions, inflation swaps, cross-currency swaps, total return swaps, options contracts and forward volatility agreements to enhance total return, to seek to hedge against fluctuations in interest rates and/or to change the effective duration of its portfolio.

Restricted Securities

At January 31, 2020, the Portfolio owned the following securities (representing 2.0% of net assets) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Portfolio has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.

	Date of
Description	Acquisition	Shares	Cost	Value
Other
Altair V Reinsurance	12/22/16	1,932	$1,931,845	$19,318
Altair VI Reinsurance	12/29/17	1,000	2,670,333	212,500
Blue Lotus Re, Ltd.	12/20/17	6,000	6,000,000	6,586,200
Mt. Logan Re, Ltd., Series 13, Participating Units	1/2/18	10,000	7,231,214	7,575,793
Mt. Logan Re, Ltd., Special Investment Series 13, 12/18	1/22/19	2,000	1,446,242	792,873
Mt. Logan Re, Ltd., Special Investment Series 13, 12/19	1/17/20	1,829	1,322,544	1,829,000
Sussex Capital, Ltd., Designated Investment Series 5, 5/19	5/31/19	249	212,150	179,516
Sussex Capital, Ltd., Designated Investment Series 5, 12/19	1/17/20	791	673,953	744,524
Sussex Capital, Ltd., Series 5 Preference Shares	12/17/18	6,000	5,113,897	5,471,408
Sussex Re, Ltd., Series 2020-A	1/21/20	4,082	3,728,940	4,081,939
Versutus Re, Ltd.	12/17/18	4,000	271,060	327,148
Total Restricted Securities			$30,602,178	$27,820,219

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

At January 31, 2020, the value of the Portfolio’s investment in affiliated funds was $36,261,279, which represents 2.6% of the Portfolio’s net assets. Transactions in affiliated funds by the Portfolio for the fiscal year to date ended January 31, 2020 were as follows:

Name of affiliated fund	Value, beginning of period			Purchases			Sales proceeds			Net realized gain (loss)			Change in unrealized appreciation (depreciation)				Value, end of period			Dividend income		Units, end of period
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC		$	132,568,586		$	134,164,773		$	(230,473,868)		$	8,970		$	(7,182)	$		36,261,279	$		375,984		36,257,653

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

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

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

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

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

At January 31, 2020, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at value, were as follows:

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

Asset Description				Level 1			Level 2			Level 3			Total
________________________________________________________________________________________________________
Collateralized Mortgage Obligations			$	—	$	331,432,688		$	—		$	331,432,688
Mortgage Pass-Throughs				—		5,594,254			—			5,594,254
Commercial Mortgage-Backed Securities				—		21,807,864			—			21,807,864
Asset-Backed Securities				—		205,511,209			—			205,511,209
U.S. Government Guaranteed Small Business Administration Loans				—		53,319,470			—			53,319,470
Sovereign Loans				—		1,161,832			—			1,161,832
Foreign Government Bonds				—		373,563,190			—			373,563,190
Foreign Corporate Bonds				—		70,421,226			—			70,421,226
Corporate Bonds & Notes				—		517,500			—			517,500
Common Stocks				—		4,348,160*			—			4,348,160
Closed-End Funds				21,066,137		—			—			21,066,137
Exchange-Traded Funds				35,274,590		—			—			35,274,590
Other				—		—			38,632,375			38,632,375
U.S. Treasury Obligations				—		40,036,602			—			40,036,602
Short-Term Investments		—
	Foreign Government Securities			—		66,954,434			—			66,954,434
	U.S. Treasury Obligations			—		8,494,964			—			8,494,964
	Other			—		36,261,279			—			36,261,279
Purchased Currency Options				—		113,259			—			113,259
Purchased Interest Rate Swaptions				—		13,545,477			—			13,545,477
Purchased Call Options				—		2,719,792			—			2,719,792
Purchased Put Options				17,500		—			—			17,500
________________________________________________________________________________________________________
Total Investments			$	56,358,227	$	1,235,803,200		$	38,632,375		$	1,330,793,802
________________________________________________________________________________________________________
Forward Foreign Currency Exchange Contracts			$	—	$	9,653,911		$	—		$	9,653,911
Forward Volatility Agreements				—		450,992			—			450,992
Futures Contracts				416,812		—			—			416,812
Swap Contracts				—		45,556,925			—			45,556,925
________________________________________________________________________________________________________
Total			$	56,775,039	$	1,291,465,028		$	38,632,375		$	1,386,872,442
________________________________________________________________________________________________________

Liability Description
________________________________________________________________________________________________________
Securities Sold Short			$	—	$	(5,721,765)		$	—		$	(5,721,765)
Written Put Options				(17,500)		—			—			(17,500)
Forward Foreign Currency Exchange Contracts				—		(9,001,421)			—			(9,001,421)
Futures Contracts				(257,797)		—			—			(257,797)
Swap Contracts				—		(36,029,822)			—			(36,029,822)
________________________________________________________________________________________________________
Total			$	(275,297)	$	(50,753,008)		$	—		$	(51,028,305)
________________________________________________________________________________________________________
*	Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

Global Opportunities Portfolio

January 31, 2020

Consolidated Portfolio of Investments (Unaudited) — continued

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

	Investments in Senior Floating – Rate Loans	Investments in Other	Total
Balance as of October 31, 2019	$1,561,925	$40,437,548	$41,999,473
Realized gains (losses)	(28,391)	-	(28,391)
Change in net unrealized appreciation (depreciation)	24,124	(1,623,751)	(1,599,627)
Cost of purchases	-	15,837,587	15,837,587
Proceeds from sales, including return of capital	(1,557,658)	(16,019,009)	(17,576,667)
Accrued discount (premium)	-	-	-
Transfers to Level 3	-	-	-
Transfers from Level 3	-	-	-
Balance as of January 31, 2020	$-	$38,632,375	$38,632,375

Change in net unrealized appreciation (depreciation) on investments still held as of January 31, 2020	$-	$408,933	$408,933

The Portfolio's investments in Level 3 securities were primarily valued on the basis of broker quotations.

Securities Sold Short — A short sale is a transaction in which the Portfolio sells a security it does not own in anticipation of a decline in the market value of that security. To complete such a transaction, the Portfolio must borrow the security to make delivery to the buyer with an obligation to replace such borrowed security at a later date. Until the security is replaced, the Portfolio is required to repay the lender any dividends or interest, which accrue during the period of the loan. The proceeds received from a short sale are recorded as a liability and the Portfolio records an unrealized gain or loss to the extent of the difference between the proceeds received and the value of the open short position on the day of determination. A gain, limited to the price at which the Portfolio sold the security short, or a loss, potentially unlimited as there is no upward limit on the price of a security, is recorded when the short position is terminated. Interest and dividends payable on securities sold short are recorded as an expense.

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

Global Opportunities Portfolio NPORT-PGlobal Opportunities Portfolio (Jan 2020 report)