# EDGAR Filing Document

**Accession Number:** 0000918706
**File Stem:** 0001410368-25-012461
**Filing Date:** 2025-9
**Character Count:** 758164
**Document Hash:** 13492024f3e0d30fe2cb7bf104e28c8a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012461.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012461

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global Macro Portfolio
- **CENTRAL INDEX KEY:** 0000918706

**ORGANIZATION NAME:**
- **EIN:** 043162525
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08342
- **FILM NUMBER:** 251350588

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategic Income Portfolio
- **DATE OF NAME CHANGE:** 20050401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 19960207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 19940429

## Series and Classes Contracts Data

### Global Macro Portfolio (Series ID: S000005247)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000014299 | Global Macro Portfolio |  |

## Nport-Ex

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited)

------

Collateralized Mortgage Obligations — 1.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 1817, Class Z, 6.50%, 2/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(1)</sup> | &nbsp;&nbsp;$216 |
| &nbsp;&nbsp;&nbsp;Series 1927, Class ZA, 6.50%, 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 3906 |
| &nbsp;&nbsp;&nbsp;Series 2344, Class ZD, 6.50%, 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 101427 |
| &nbsp;&nbsp;&nbsp;Series 2458, Class ZB, 7.00%, 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp; 229410 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 1996-35, Class Z, 7.00%, 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Series 1998-16, Class H, 7.00%, 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp; 24680 |
| &nbsp;&nbsp;&nbsp;Series 1998-44, Class ZA, 6.50%, 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp; 46502 |
| &nbsp;&nbsp;&nbsp;Series 1999-25, Class Z, 6.00%, 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp; 54019 |
| &nbsp;&nbsp;&nbsp;Series 2000-2, Class ZE, 7.50%, 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp; 9468 |
| &nbsp;&nbsp;&nbsp;Series 2000-49, Class A, 8.00%, 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;Series 2001-31, Class ZA, 6.00%, 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp; 416449 |
| &nbsp;&nbsp;&nbsp;Series 2001-74, Class QE, 6.00%, 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp; 161506 |
| &nbsp;&nbsp;&nbsp;Series 2009-48, Class WA, 5.793%, 7/25/39<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp; 642622 |
| &nbsp;&nbsp;&nbsp;Series 2011-38, Class SA, 0.107%, (13.157% - 30-day SOFR Average x 3.00), 5/25/41<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp; 493079 |
| JPM Lending Facility, 11.356%, (SOFR + 7.00%), 7/15/29<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7013 | &nbsp;&nbsp;&nbsp;&nbsp; 7080767 |
| Unison Trust, Series 2021-1, Class A, 6.50%, 4/25/50<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19840 | &nbsp;&nbsp;&nbsp;&nbsp; 19155971 |
| Total Collateralized Mortgage Obligations<br> (identified cost $29,077,050) |  | &nbsp;&nbsp;**$28420509** |

---

Common Stocks — 4.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Argentina — 0.2% | Argentina — 0.2% | Argentina — 0.2% |
| Banco BBVA Argentina SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84500 | &nbsp;&nbsp;$1340170 |
| Banco Macro SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp; 1677600 |
| Grupo Financiero Galicia SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32800 | &nbsp;&nbsp;&nbsp;&nbsp; 1655416 |
| Grupo Supervielle SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78700 | &nbsp;&nbsp;&nbsp;&nbsp; 813758 |
|  |  | &nbsp;&nbsp;**$5486944** |
| Belgium — 0.0%<sup>†</sup> | Belgium — 0.0%<sup>†</sup> | Belgium — 0.0%<sup>†</sup> |
| Cenergy Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30003 | &nbsp;&nbsp;$349960 |
|  |  | &nbsp;&nbsp;**$349960** |
| Brazil — 0.1% | Brazil — 0.1% | Brazil — 0.1% |
| Vale SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371000 | &nbsp;&nbsp;$3535630 |
|  |  | &nbsp;&nbsp;**$3535630** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Bulgaria — 0.2% | Bulgaria — 0.2% | Bulgaria — 0.2% |
| Eurohold Bulgaria AD<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5122901 | &nbsp;&nbsp;$5505501 |
|  |  | &nbsp;&nbsp;**$5505501** |
| Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> |
| Amaroq Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305700 | &nbsp;&nbsp;$312903 |
|  |  | &nbsp;&nbsp;**$312903** |
| Chile — 0.3% | Chile — 0.3% | Chile — 0.3% |
| Banco de Chile | &nbsp;&nbsp;&nbsp;&nbsp;9434000 | &nbsp;&nbsp;$1299562 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18660 | &nbsp;&nbsp;&nbsp;&nbsp; 740560 |
| Banco Santander Chile | 13640000 | &nbsp;&nbsp;&nbsp;&nbsp; 787875 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267000 | &nbsp;&nbsp;&nbsp;&nbsp; 804341 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236000 | &nbsp;&nbsp;&nbsp;&nbsp; 332449 |
| Empresas COPEC SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77700 | &nbsp;&nbsp;&nbsp;&nbsp; 514400 |
| Enel Americas SA | &nbsp;&nbsp;&nbsp;&nbsp;1411000 | &nbsp;&nbsp;&nbsp;&nbsp; 140721 |
| Enel Chile SA | &nbsp;&nbsp;&nbsp;&nbsp;5964000 | &nbsp;&nbsp;&nbsp;&nbsp; 382021 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp; 663215 |
| Latam Airlines Group SA | 44290000 | &nbsp;&nbsp;&nbsp;&nbsp; 968578 |
| Sociedad Quimica y Minera de Chile SA, Series B, PFC Shares<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp; 1066543 |
|  |  | &nbsp;&nbsp;**$7700265** |
| Cyprus — 0.6% | Cyprus — 0.6% | Cyprus — 0.6% |
| Bank of Cyprus Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;1975000 | &nbsp;&nbsp;$14829942 |
|  |  | &nbsp;&nbsp;**$14829942** |
| Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% |
| Georgia Capital PLC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150798 | &nbsp;&nbsp;$4228837 |
|  |  | &nbsp;&nbsp;**$4228837** |
| Greece — 0.5% | Greece — 0.5% | Greece — 0.5% |
| Alpha Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475881 | &nbsp;&nbsp;$1781284 |
| Athens International Airport SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4813 | &nbsp;&nbsp;&nbsp;&nbsp; 54895 |
| Eurobank Ergasias Services and Holdings SA, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532767 | &nbsp;&nbsp;&nbsp;&nbsp; 1955447 |
| Hellenic Telecommunications Organization SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32062 | &nbsp;&nbsp;&nbsp;&nbsp; 581071 |
| Ideal Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22813 | &nbsp;&nbsp;&nbsp;&nbsp; 156024 |
| JUMBO SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24694 | &nbsp;&nbsp;&nbsp;&nbsp; 832921 |
| Metlen Energy & Metals SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19150 | &nbsp;&nbsp;&nbsp;&nbsp; 1053468 |
| Motor Oil (Hellas) Corinth Refineries SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10566 | &nbsp;&nbsp;&nbsp;&nbsp; 302689 |
| National Bank of Greece SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151255 | &nbsp;&nbsp;&nbsp;&nbsp; 2109788 |
| OPAP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30140 | &nbsp;&nbsp;&nbsp;&nbsp; 675038 |
| Optima bank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77763 | &nbsp;&nbsp;&nbsp;&nbsp; 640317 |
| Piraeus Financial Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227337 | &nbsp;&nbsp;&nbsp;&nbsp; 1748092 |
| Public Power Corp. SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40935 | &nbsp;&nbsp;&nbsp;&nbsp; 663945 |
| Qualco Group SA<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52437 | &nbsp;&nbsp;&nbsp;&nbsp; 335409 |
|  |  | &nbsp;&nbsp;**$12890388** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Iceland — 0.5% | Iceland — 0.5% | Iceland — 0.5% |
| Arion Banki Hf.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1881577 | &nbsp;&nbsp;$2684301 |
| Eik fasteignafelag Hf. | &nbsp;&nbsp;&nbsp;&nbsp;3253209 | &nbsp;&nbsp;&nbsp;&nbsp; 367242 |
| Eimskipafelag Islands Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220734 | &nbsp;&nbsp;&nbsp;&nbsp; 654933 |
| Festi Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239676 | &nbsp;&nbsp;&nbsp;&nbsp; 580587 |
| Hagar Hf. | &nbsp;&nbsp;&nbsp;&nbsp;1767490 | &nbsp;&nbsp;&nbsp;&nbsp; 1514767 |
| Hampidjan Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356548 | &nbsp;&nbsp;&nbsp;&nbsp; 322999 |
| Heimar Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2553766 | &nbsp;&nbsp;&nbsp;&nbsp; 786046 |
| Icelandair Group Hf.<sup>(6)</sup> | 37016623 | &nbsp;&nbsp;&nbsp;&nbsp; 313208 |
| Islandsbanki Hf. | &nbsp;&nbsp;&nbsp;&nbsp;1833939 | &nbsp;&nbsp;&nbsp;&nbsp; 1867821 |
| Kvika banki Hf. | &nbsp;&nbsp;&nbsp;&nbsp;6468924 | &nbsp;&nbsp;&nbsp;&nbsp; 937848 |
| Olgerdin Egill Skallagrims Hf.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3273323 | &nbsp;&nbsp;&nbsp;&nbsp; 456068 |
| Reitir fasteignafelag Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875641 | &nbsp;&nbsp;&nbsp;&nbsp; 807687 |
| Siminn Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2504884 | &nbsp;&nbsp;&nbsp;&nbsp; 274738 |
| Skagi Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2290750 | &nbsp;&nbsp;&nbsp;&nbsp; 363543 |
|  |  | &nbsp;&nbsp;**$11931788** |
| Luxembourg — 0.1% | Luxembourg — 0.1% | Luxembourg — 0.1% |
| Alvotech SA<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159503 | &nbsp;&nbsp;$1467012 |
|  |  | &nbsp;&nbsp;**$1467012** |
| Philippines — 0.3% | Philippines — 0.3% | Philippines — 0.3% |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47840 | &nbsp;&nbsp;$483325 |
| Ayala Land, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1510100 | &nbsp;&nbsp;&nbsp;&nbsp; 645198 |
| Bank of the Philippine Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393220 | &nbsp;&nbsp;&nbsp;&nbsp; 796497 |
| BDO Unibank, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422827 | &nbsp;&nbsp;&nbsp;&nbsp; 1032173 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162290 | &nbsp;&nbsp;&nbsp;&nbsp; 1246130 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93640 | &nbsp;&nbsp;&nbsp;&nbsp; 1308799 |
| SM Prime Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2655600 | &nbsp;&nbsp;&nbsp;&nbsp; 1054187 |
|  |  | &nbsp;&nbsp;**$6566309** |
| Puerto Rico — 0.1% | Puerto Rico — 0.1% | Puerto Rico — 0.1% |
| Liberty Latin America Ltd., Class C<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346000 | &nbsp;&nbsp;$2470440 |
|  |  | &nbsp;&nbsp;**$2470440** |
| Slovenia — 0.1% | Slovenia — 0.1% | Slovenia — 0.1% |
| Nova Ljubljanska Banka DD GDR<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;$3661837 |
|  |  | &nbsp;&nbsp;**$3661837** |
| South Korea — 0.5% | South Korea — 0.5% | South Korea — 0.5% |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;$191589 |
| Coway Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp; 403628 |
| GS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp; 235654 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12528 | &nbsp;&nbsp;&nbsp;&nbsp; 765950 |
| Hyundai Mobis Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp; 1569986 |
| Industrial Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30909 | &nbsp;&nbsp;&nbsp;&nbsp; 431225 |
| Kakao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21045 | &nbsp;&nbsp;&nbsp;&nbsp; 872912 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Korea (continued) | South Korea (continued) | South Korea (continued) |
| Kangwon Land, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15842 | &nbsp;&nbsp;$212650 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16402 | &nbsp;&nbsp;&nbsp;&nbsp; 1303109 |
| KT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| KT&G Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9638 | &nbsp;&nbsp;&nbsp;&nbsp; 903310 |
| LG Uplus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32397 | &nbsp;&nbsp;&nbsp;&nbsp; 341030 |
| Meritz Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8257 | &nbsp;&nbsp;&nbsp;&nbsp; 685724 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421 | &nbsp;&nbsp;&nbsp;&nbsp; 744033 |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13419 | &nbsp;&nbsp;&nbsp;&nbsp; 1618933 |
| Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp; 630432 |
| Samsung Life Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8697 | &nbsp;&nbsp;&nbsp;&nbsp; 785030 |
| Shinhan Financial Group Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22148 | &nbsp;&nbsp;&nbsp;&nbsp; 1078472 |
| SK Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16968 | &nbsp;&nbsp;&nbsp;&nbsp; 685363 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28795 | &nbsp;&nbsp;&nbsp;&nbsp; 510915 |
|  |  | &nbsp;&nbsp;**$13970262** |
| Switzerland — 0.0%<sup>†</sup> | Switzerland — 0.0%<sup>†</sup> | Switzerland — 0.0%<sup>†</sup> |
| Oculis Holding AG<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18040 | &nbsp;&nbsp;$313482 |
|  |  | &nbsp;&nbsp;**$313482** |
| United States — 0.0%<sup>†</sup> | United States — 0.0%<sup>†</sup> | United States — 0.0%<sup>†</sup> |
| Titan SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11942 | &nbsp;&nbsp;$492306 |
|  |  | &nbsp;&nbsp;**$492306** |
| Vietnam — 0.9% | Vietnam — 0.9% | Vietnam — 0.9% |
| Asia Commercial Bank JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473400 | &nbsp;&nbsp;$426552 |
| Bank for Foreign Trade of Vietnam JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152658 | &nbsp;&nbsp;&nbsp;&nbsp; 350256 |
| Binh Minh Plastics JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp; 198321 |
| Coteccons Construction JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76800 | &nbsp;&nbsp;&nbsp;&nbsp; 237212 |
| Duc Giang Chemicals JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73500 | &nbsp;&nbsp;&nbsp;&nbsp; 287943 |
| FPT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713377 | &nbsp;&nbsp;&nbsp;&nbsp; 2824338 |
| FPT Digital Retail JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181125 | &nbsp;&nbsp;&nbsp;&nbsp; 1064759 |
| Gemadept Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249100 | &nbsp;&nbsp;&nbsp;&nbsp; 533231 |
| Hoa Phat Group JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843750 | &nbsp;&nbsp;&nbsp;&nbsp; 800990 |
| IDICO Corp. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140400 | &nbsp;&nbsp;&nbsp;&nbsp; 242659 |
| Khang Dien House Trading & Investment JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178556 | &nbsp;&nbsp;&nbsp;&nbsp; 186364 |
| KIDO Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13562 | &nbsp;&nbsp;&nbsp;&nbsp; 27862 |
| Kinh Bac City Development Holding Corp.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748800 | &nbsp;&nbsp;&nbsp;&nbsp; 900167 |
| Masan Group Corp.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287600 | &nbsp;&nbsp;&nbsp;&nbsp; 794254 |
| Military Commercial Joint Stock Bank | &nbsp;&nbsp;&nbsp;&nbsp;1115059 | &nbsp;&nbsp;&nbsp;&nbsp; 1246777 |
| Mobile World Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929098 | &nbsp;&nbsp;&nbsp;&nbsp; 2305540 |
| Nam Long Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634900 | &nbsp;&nbsp;&nbsp;&nbsp; 1002376 |
| Phat Dat Real Estate Development Corp.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424200 | &nbsp;&nbsp;&nbsp;&nbsp; 333351 |
| Phu Nhuan Jewelry JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292140 | &nbsp;&nbsp;&nbsp;&nbsp; 938689 |
| Refrigeration Electrical Engineering Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380599 | &nbsp;&nbsp;&nbsp;&nbsp; 968346 |
| Saigon Beer Alcohol Beverage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300200 | &nbsp;&nbsp;&nbsp;&nbsp; 544809 |
| Saigon Thuong Tin Commercial JSB<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456800 | &nbsp;&nbsp;&nbsp;&nbsp; 868466 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Vietnam (continued) | Vietnam (continued) | Vietnam (continued) |
| SSI Securities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1337000 | &nbsp;&nbsp;$1738609 |
| Vietnam Dairy Products JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107381 | &nbsp;&nbsp;&nbsp;&nbsp; 250667 |
| Vietnam Joint Stock Commercial Bank for Industry & Trade<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293100 | &nbsp;&nbsp;&nbsp;&nbsp; 512674 |
| Vietnam Prosperity JSC Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562500 | &nbsp;&nbsp;&nbsp;&nbsp; 552232 |
| Vietnam Technological & Commercial Joint Stock Bank<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1180800 | &nbsp;&nbsp;&nbsp;&nbsp; 1635320 |
| Vingroup JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221738 | &nbsp;&nbsp;&nbsp;&nbsp; 886750 |
| Vinh Hoan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105100 | &nbsp;&nbsp;&nbsp;&nbsp; 226393 |
|  |  | &nbsp;&nbsp;**$22885907** |
| Total Common Stocks<br> (identified cost $86,572,155) |  | &nbsp;&nbsp;**$118599713** |

---

Convertible Bonds — 0.0%<sup>†</sup>

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> |
| Shimao Group Holdings Ltd., 0.00%, 7/21/26<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;$154724 |
| Sunac China Holdings Ltd., 1.00% PIK to 9/30/26, 9/30/32<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp; 68421 |
| Total Convertible Bonds<br> (identified cost $840,466) |  |  | &nbsp;&nbsp;**$223145** |

---

Foreign Corporate Bonds — 4.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| China — 0.1% | China — 0.1% | China — 0.1% | China — 0.1% |
| KWG Group Holdings Ltd., 7.875%, 8/30/24<sup>(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;$96420 |
| Shimao Group Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 7/21/32<sup>(5)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp; 27679 |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 7/21/33<sup>(5)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp; 33215 |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 1/21/34<sup>(5)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp; 24911 |
| &nbsp;&nbsp;&nbsp;5.00%, (5.00% cash or 6.00% PIK), 7/21/31<sup>(5)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 | &nbsp;&nbsp;&nbsp;&nbsp; 211709 |
| Sunac China Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, (5.00% cash or 6.00% PIK), 9/30/26<sup>(7)(8)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp; 69276 |
| &nbsp;&nbsp;&nbsp;6.25%, (5.25% cash or 6.25% PIK), 9/30/27<sup>(7)(8)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp; 69682 |
| &nbsp;&nbsp;&nbsp;6.50%, (5.50% cash or 6.50% PIK), 9/30/27<sup>(7)(8)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp; 139703 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| China (continued) | China (continued) | China (continued) | China (continued) |
| Sunac China Holdings Ltd.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, (5.75% cash or 6.75% PIK), 9/30/28<sup>(7)(8)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;$206243 |
| &nbsp;&nbsp;&nbsp;7.00%, (6.00% cash or 7.00% PIK), 9/30/29<sup>(7)(8)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531 | &nbsp;&nbsp;&nbsp;&nbsp; 206742 |
| &nbsp;&nbsp;&nbsp;7.25%, (6.25% cash or 7.25% PIK), 9/30/30<sup>(7)(8)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp; 100372 |
| Times China Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.55%, 6/4/24<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999 | &nbsp;&nbsp;&nbsp;&nbsp; 149963 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/16/23<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 | &nbsp;&nbsp;&nbsp;&nbsp; 106776 |
|  |  |  | &nbsp;&nbsp;**$1442691** |
| Georgia — 0.3% | Georgia — 0.3% | Georgia — 0.3% | Georgia — 0.3% |
| Bank of Georgia JSC, 9.50% to 7/16/29<sup>(7)(10)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 | &nbsp;&nbsp;$3784714 |
| TBC Bank Group PLC, 22.00%, 6/5/28<sup>(5)</sup> | UZS | 41540000 | &nbsp;&nbsp;&nbsp;&nbsp; 3281002 |
|  |  |  | &nbsp;&nbsp;**$7065716** |
| Hungary — 0.2% | Hungary — 0.2% | Hungary — 0.2% | Hungary — 0.2% |
| MBH Bank Nyrt: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25% to 1/29/29, 1/29/30<sup>(7)(11)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;$3902436 |
| &nbsp;&nbsp;&nbsp;6.875% to 5/8/30, 11/8/35<sup>(7)(11)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1649187 |
|  |  |  | &nbsp;&nbsp;**$5551623** |
| Iceland — 0.0% | Iceland — 0.0% | Iceland — 0.0% | Iceland — 0.0% |
| Wow Air Hf.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%<sup>(8)(10)(12)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;$0 |
| &nbsp;&nbsp;&nbsp;0.00%, (3 mo. EURIBOR + 9.00%)<sup>(8)(10)(12)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  |  | &nbsp;&nbsp;**$0** |
| India — 0.2% | India — 0.2% | India — 0.2% | India — 0.2% |
| Porteast Investment Pvt Ltd., 0.00%, 5/29/28 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;$5649088 |
| Reliance Communications Ltd., 6.50%, 11/6/20<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 27000 |
|  |  |  | &nbsp;&nbsp;**$5676088** |
| Kazakhstan — 0.8% | Kazakhstan — 0.8% | Kazakhstan — 0.8% | Kazakhstan — 0.8% |
| Development Bank of Kazakhstan JSC, 13.00%, 4/15/27<sup>(5)</sup> | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3466500 | &nbsp;&nbsp;$6107381 |
| ForteBank JSC, 7.75%, 2/4/30<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp; 4776633 |
| Kaspi.KZ JSC, 6.25%, 3/26/30<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8832 | &nbsp;&nbsp;&nbsp;&nbsp; 9020224 |
|  |  |  | &nbsp;&nbsp;**$19904238** |
| Mexico — 0.0%<sup>†</sup> | Mexico — 0.0%<sup>†</sup> | Mexico — 0.0%<sup>†</sup> | Mexico — 0.0%<sup>†</sup> |
| Alpha Holding SA de CV: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 2/10/25<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 | &nbsp;&nbsp;$27504 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Mexico (continued) | Mexico (continued) | Mexico (continued) | Mexico (continued) |
| Alpha Holding SA de CV: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;10.00%, 12/19/22<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741 | &nbsp;&nbsp;$13059 |
|  |  |  | &nbsp;&nbsp;**$40563** |
| Paraguay — 0.1% | Paraguay — 0.1% | Paraguay — 0.1% | Paraguay — 0.1% |
| Itau BBA International PLC, 9.03%, 2/19/30 | PYG | 27417630 | &nbsp;&nbsp;$3920173 |
|  |  |  | &nbsp;&nbsp;**$3920173** |
| Saint Lucia — 0.0%<sup>†</sup> | Saint Lucia — 0.0%<sup>†</sup> | Saint Lucia — 0.0%<sup>†</sup> | Saint Lucia — 0.0%<sup>†</sup> |
| Digicel Intermediate Holdings Ltd./Digicel International Finance Ltd./DIFL U.S., 12.00%, (9.00% cash and 3.00% PIK), 5/25/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;$49206 |
|  |  |  | &nbsp;&nbsp;**$49206** |
| Supranational — 0.2% | Supranational — 0.2% | Supranational — 0.2% | Supranational — 0.2% |
| Asian Development Bank, 14.50%, 6/26/28 | UZS | 17111900 | &nbsp;&nbsp;$1354939 |
| European Bank for Reconstruction & Development: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.20%, 4/9/26<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2627084 |
| &nbsp;&nbsp;&nbsp;17.35%, 3/1/27<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp; 803039 |
|  |  |  | &nbsp;&nbsp;**$4785062** |
| Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> |
| Tunisian Republic, 3.28%, 8/9/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;$625322 |
|  |  |  | &nbsp;&nbsp;**$625322** |
| Uzbekistan — 1.3% | Uzbekistan — 1.3% | Uzbekistan — 1.3% | Uzbekistan — 1.3% |
| Ipoteka-Bank ATIB, 20.50%, 4/25/27<sup>(7)</sup> | UZS | 42080000 | &nbsp;&nbsp;$3405791 |
| Jscb Agrobank, 9.25%, 10/2/29<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7973 | &nbsp;&nbsp;&nbsp;&nbsp; 8516683 |
| Uzbek Industrial & Construction Bank ATB: |  |  |  |
| &nbsp;&nbsp;&nbsp;19.95%, 4/25/28<sup>(7)</sup> | UZS | 43950000 | &nbsp;&nbsp;&nbsp;&nbsp; 3542104 |
| &nbsp;&nbsp;&nbsp;21.00%, 7/24/27<sup>(7)</sup> | UZS | 232110000 | &nbsp;&nbsp;&nbsp;&nbsp; 18967406 |
|  |  |  | &nbsp;&nbsp;**$34431984** |
| Venezuela — 0.9% | Venezuela — 0.9% | Venezuela — 0.9% | Venezuela — 0.9% |
| Petroleos de Venezuela SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 4/12/27<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19645 | &nbsp;&nbsp;$2752882 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/12/37<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5921 | &nbsp;&nbsp;&nbsp;&nbsp; 831830 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/28/22<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11382 | &nbsp;&nbsp;&nbsp;&nbsp; 1308903 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/16/24<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24868 | &nbsp;&nbsp;&nbsp;&nbsp; 3494011 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/26<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12767 | &nbsp;&nbsp;&nbsp;&nbsp; 1806531 |
| &nbsp;&nbsp;&nbsp;8.50%, 10/20/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 99250 |
| &nbsp;&nbsp;&nbsp;8.50%, 10/20/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8674 | &nbsp;&nbsp;&nbsp;&nbsp; 8608449 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/17/21<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7976 | &nbsp;&nbsp;&nbsp;&nbsp; 1152460 |
| &nbsp;&nbsp;&nbsp;9.75%, 5/17/35<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;&nbsp;&nbsp; 1218644 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Venezuela (continued) | Venezuela (continued) | Venezuela (continued) | Venezuela (continued) |
| Petroleos de Venezuela SA: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;12.75%, 2/17/22<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8762 | &nbsp;&nbsp;$1362444 |
|  |  |  | &nbsp;&nbsp;**$22635404** |
| Total Foreign Corporate Bonds<br> (identified cost $125,293,017) |  |  | &nbsp;&nbsp;**$106128070** |

---

Insurance Linked Securities — 0.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Reinsurance Side Cars — 0.3% |  |  |
| Eden Re II Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022A, 0.00%, 3/20/26<sup>(5)(12)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10974 | &nbsp;&nbsp;$13290 |
| &nbsp;&nbsp;&nbsp;Series 2022B, 0.00%, 3/20/26<sup>(5)(12)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9412 | &nbsp;&nbsp;&nbsp;&nbsp; 22582 |
| &nbsp;&nbsp;&nbsp;Series 2023B, 0.00%, 3/19/27<sup>(5)(12)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394 | &nbsp;&nbsp;&nbsp;&nbsp; 104118 |
| &nbsp;&nbsp;&nbsp;Series 2024A, 0.00%, 3/17/28<sup>(5)(12)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31579 | &nbsp;&nbsp;&nbsp;&nbsp; 179659 |
| &nbsp;&nbsp;&nbsp;Series 2024B, 0.00%, 3/17/28<sup>(5)(12)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 | &nbsp;&nbsp;&nbsp;&nbsp; 196099 |
| &nbsp;&nbsp;&nbsp;Series 2025A, 0.00%, 3/19/30<sup>(5)(12)(13)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3879600 |
| Mt. Logan Re Ltd., Series A-1<sup>(12)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 4529619 |
|  |  | &nbsp;&nbsp;**$8924967** |
| Segregated Account/Funds — 0.3% |  |  |
| PartnerRe ILS Fund SAC Ltd.<sup>(6)(12)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5700000 | &nbsp;&nbsp;$6744810 |
|  |  | &nbsp;&nbsp;**$6744810** |
| Total Insurance Linked Securities<br> (identified cost $14,120,386) |  | &nbsp;&nbsp;**$15669777** |

---

Loan Participation Notes — 0.2%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uzbekistan — 0.2% | Uzbekistan — 0.2% | Uzbekistan — 0.2% | Uzbekistan — 0.2% |
| Europe Asia Investment Finance BV (borrower - Joint Stock Commercial Bank "Asaka"), 18.70%, 7/21/26<sup>(7)(12)(16)</sup> | UZS | 62624565 | &nbsp;&nbsp;$4941123 |
| Total Loan Participation Notes<br> (identified cost $5,298,073) |  |  | &nbsp;&nbsp;**$4941123** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

Senior Floating-Rate Loans — 1.6%<sup>(17)</sup>

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Argentina — 0.6% | Argentina — 0.6% | Argentina — 0.6% |
| Provincia De Neuquen: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.767%, (1 mo. USD Term SOFR + 7.30%), 5/28/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;$890008 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.767%, (1 mo. USD Term SOFR + 7.30%), 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp; 817005 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.767%, (1 mo. USD Term SOFR + 7.30%), 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp; 970195 |
| VMOS SA: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.696% - 9.705%, (3 mo. USD Term SOFR + 5.50%), 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp; 2472300 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7/8/30<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9588 | &nbsp;&nbsp;&nbsp;&nbsp; 9587700 |
|  |  | &nbsp;&nbsp;**$14737208** |
| Suriname — 1.0% | Suriname — 1.0% | Suriname — 1.0% |
| Staatsolie Maatschappij Suriname NV, Revolving Loan, 4/25/32<sup>(18)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;$25000000 |
|  |  | &nbsp;&nbsp;**$25000000** |
| Uzbekistan — 0.0%<sup>†</sup> | Uzbekistan — 0.0%<sup>†</sup> | Uzbekistan — 0.0%<sup>†</sup> |
| Navoi Mining & Metallurgical Co., Term Loan, 9.086%, (3 mo. USD Term SOFR + 4.76%), 4/23/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;$620636 |
|  |  | &nbsp;&nbsp;**$620636** |
| Total Senior Floating-Rate Loans<br> (identified cost $40,378,267) |  | &nbsp;&nbsp;**$40357844** |

---

Sovereign Government Bonds — 51.5%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 1.9% | Albania — 1.9% | Albania — 1.9% | Albania — 1.9% |
| Albania Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/23/31<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;$3407812 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/14/35<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476 | &nbsp;&nbsp;&nbsp;&nbsp; 7452031 |
| &nbsp;&nbsp;&nbsp;5.90%, 6/9/28<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6602 | &nbsp;&nbsp;&nbsp;&nbsp; 8009431 |
| Albanian Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 1/10/28 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp; 377735 |
| &nbsp;&nbsp;&nbsp;3.90%, 1/22/30 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90600 | &nbsp;&nbsp;&nbsp;&nbsp; 1091380 |
| &nbsp;&nbsp;&nbsp;4.05%, 2/7/32 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247000 | &nbsp;&nbsp;&nbsp;&nbsp; 2976948 |
| &nbsp;&nbsp;&nbsp;4.30%, 7/10/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293600 | &nbsp;&nbsp;&nbsp;&nbsp; 3509162 |
| &nbsp;&nbsp;&nbsp;4.70%, 2/23/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78200 | &nbsp;&nbsp;&nbsp;&nbsp; 934472 |
| &nbsp;&nbsp;&nbsp;4.95%, 7/22/29 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876300 | &nbsp;&nbsp;&nbsp;&nbsp; 10934509 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania (continued) | Albania (continued) | Albania (continued) | Albania (continued) |
| Albanian Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 1/26/29 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;$6126612 |
| &nbsp;&nbsp;&nbsp;5.25%, 1/23/35 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107600 | &nbsp;&nbsp;&nbsp;&nbsp; 1367750 |
| &nbsp;&nbsp;&nbsp;5.59%, 2/19/40 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp; 990786 |
| &nbsp;&nbsp;&nbsp;6.13%, 7/25/34 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp; 462520 |
|  |  |  | &nbsp;&nbsp;**$47641148** |
| Angola — 0.1% | Angola — 0.1% | Angola — 0.1% | Angola — 0.1% |
| Angola Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.125%, 11/26/49<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428 | &nbsp;&nbsp;$1932599 |
| &nbsp;&nbsp;&nbsp;9.375%, 5/8/48<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp; 888324 |
|  |  |  | &nbsp;&nbsp;**$2820923** |
| Argentina — 0.6% | Argentina — 0.6% | Argentina — 0.6% | Argentina — 0.6% |
| Argentina Treasury Bonds BONTE, 29.50%, 5/30/30 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;2798000 | &nbsp;&nbsp;$2205350 |
| Bono Del Tesoro Nacional Capitalizable en Pesos: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 1/15/27 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;2607950 | &nbsp;&nbsp;&nbsp;&nbsp; 2042615 |
| &nbsp;&nbsp;&nbsp;2.15%, 6/30/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;4519857 | &nbsp;&nbsp;&nbsp;&nbsp; 3532594 |
| &nbsp;&nbsp;&nbsp;2.60%, 2/13/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86932 | &nbsp;&nbsp;&nbsp;&nbsp; 75150 |
| &nbsp;&nbsp;&nbsp;2.65%, 1/30/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;1855975 | &nbsp;&nbsp;&nbsp;&nbsp; 1612929 |
| Letra Del Tesoro Nacional Capitalizable En Pesos, 2.35%, 5/29/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869317 | &nbsp;&nbsp;&nbsp;&nbsp; 630645 |
| Provincia de Cordoba: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.75%, 7/2/32<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4271 | &nbsp;&nbsp;&nbsp;&nbsp; 4321184 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/2/32<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp; 1662305 |
|  |  |  | &nbsp;&nbsp;**$16082772** |
| Armenia — 0.9% | Armenia — 0.9% | Armenia — 0.9% | Armenia — 0.9% |
| Republic of Armenia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 4/29/26 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254810 | &nbsp;&nbsp;$667244 |
| &nbsp;&nbsp;&nbsp;9.00%, 10/29/35 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;1866560 | &nbsp;&nbsp;&nbsp;&nbsp; 4653947 |
| &nbsp;&nbsp;&nbsp;9.25%, 4/29/28 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;1439030 | &nbsp;&nbsp;&nbsp;&nbsp; 3747991 |
| &nbsp;&nbsp;&nbsp;9.60%, 10/29/33 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;3896075 | &nbsp;&nbsp;&nbsp;&nbsp; 10041333 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/50 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618877 | &nbsp;&nbsp;&nbsp;&nbsp; 1585844 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/52 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673150 | &nbsp;&nbsp;&nbsp;&nbsp; 1722788 |
|  |  |  | &nbsp;&nbsp;**$22419147** |
| Bahamas — 0.5% | Bahamas — 0.5% | Bahamas — 0.5% | Bahamas — 0.5% |
| Bahamas Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 5/15/33<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;$1325505 |
| &nbsp;&nbsp;&nbsp;8.25%, 6/24/36<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp; 5421240 |
| &nbsp;&nbsp;&nbsp;8.95%, 10/15/32<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp; 5947214 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bahamas (continued) | Bahamas (continued) | Bahamas (continued) | Bahamas (continued) |
| Bahamas Government International Bonds: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 6/16/29<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;$267927 |
|  |  |  | &nbsp;&nbsp;**$12961886** |
| Benin — 0.6% | Benin — 0.6% | Benin — 0.6% | Benin — 0.6% |
| Benin Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 1/19/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988 | &nbsp;&nbsp;$3187307 |
| &nbsp;&nbsp;&nbsp;4.95%, 1/22/35<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549 | &nbsp;&nbsp;&nbsp;&nbsp; 4646089 |
| &nbsp;&nbsp;&nbsp;6.875%, 1/19/52<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 | &nbsp;&nbsp;&nbsp;&nbsp; 6224961 |
| &nbsp;&nbsp;&nbsp;7.96%, 2/13/38<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp; 652499 |
| &nbsp;&nbsp;&nbsp;8.375%, 1/23/41<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp; 1085824 |
|  |  |  | &nbsp;&nbsp;**$15796680** |
| Bolivia — 0.0%<sup>†</sup> | Bolivia — 0.0%<sup>†</sup> | Bolivia — 0.0%<sup>†</sup> | Bolivia — 0.0%<sup>†</sup> |
| Bolivia Government International Bonds, 4.50%, 3/20/28<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;$361591 |
|  |  |  | &nbsp;&nbsp;**$361591** |
| Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% |
| Federation of Bosnia & Herzegovina Eurobond, 5.50%, 7/17/30<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;$2831496 |
|  |  |  | &nbsp;&nbsp;**$2831496** |
| Brazil — 4.6% | Brazil — 4.6% | Brazil — 4.6% | Brazil — 4.6% |
| Brazil Letras do Tesouro Nacional: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 10/1/25 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383200 | &nbsp;&nbsp;$66832554 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp; 29474341 |
| Brazil Notas do Tesouro Nacional, 6.00%, 8/15/30<sup>(19)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp; 21616071 |
|  |  |  | &nbsp;&nbsp;**$117922966** |
| Cameroon — 0.4% | Cameroon — 0.4% | Cameroon — 0.4% | Cameroon — 0.4% |
| Republic of Cameroon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 7/7/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5496 | &nbsp;&nbsp;$5014488 |
| &nbsp;&nbsp;&nbsp;9.50%, 7/31/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp;&nbsp;&nbsp; 4228883 |
|  |  |  | &nbsp;&nbsp;**$9243371** |
| Colombia — 5.9% | Colombia — 5.9% | Colombia — 5.9% | Colombia — 5.9% |
| Colombia TES: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 4/28/28 | COP | 411999000 | &nbsp;&nbsp;$89785526 |
| &nbsp;&nbsp;&nbsp;7.75%, 9/18/30 | COP | 134426000 | &nbsp;&nbsp;&nbsp;&nbsp; 28224131 |
| &nbsp;&nbsp;&nbsp;11.00%, 8/22/29 | COP | 145302300 | &nbsp;&nbsp;&nbsp;&nbsp; 35059267 |
|  |  |  | &nbsp;&nbsp;**$153068924** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Dominican Republic — 0.5% | Dominican Republic — 0.5% | Dominican Republic — 0.5% | Dominican Republic — 0.5% |
| Dominican Republic Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/15/27<sup>(7)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;$1513637 |
| &nbsp;&nbsp;&nbsp;8.00%, 2/12/27<sup>(7)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290560 | &nbsp;&nbsp;&nbsp;&nbsp; 4572474 |
| &nbsp;&nbsp;&nbsp;12.00%, 8/8/25<sup>(5)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77130 | &nbsp;&nbsp;&nbsp;&nbsp; 1266901 |
| &nbsp;&nbsp;&nbsp;12.75%, 9/23/29<sup>(5)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42300 | &nbsp;&nbsp;&nbsp;&nbsp; 765288 |
| &nbsp;&nbsp;&nbsp;13.00%, 6/10/34<sup>(7)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232600 | &nbsp;&nbsp;&nbsp;&nbsp; 4492082 |
| Dominican Republic Central Bank Notes, 8.00%, 3/12/27<sup>(7)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31580 | &nbsp;&nbsp;&nbsp;&nbsp; 501367 |
|  |  |  | &nbsp;&nbsp;**$13111749** |
| Egypt — 3.1% | Egypt — 3.1% | Egypt — 3.1% | Egypt — 3.1% |
| Egypt Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;19.98%, 5/20/30 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;1722389 | &nbsp;&nbsp;$32762231 |
| &nbsp;&nbsp;&nbsp;24.458%, 10/1/27 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;2246693 | &nbsp;&nbsp;&nbsp;&nbsp; 46195339 |
|  |  |  | &nbsp;&nbsp;**$78957570** |
| Ethiopia — 0.9% | Ethiopia — 0.9% | Ethiopia — 0.9% | Ethiopia — 0.9% |
| Ethiopia Government International Bonds, 6.625%, 12/11/24<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24357 | &nbsp;&nbsp;$22469332 |
|  |  |  | &nbsp;&nbsp;**$22469332** |
| Georgia — 0.1% | Georgia — 0.1% | Georgia — 0.1% | Georgia — 0.1% |
| Georgia Government International Bonds, 2.75%, 4/22/26<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214 | &nbsp;&nbsp;$1183343 |
|  |  |  | &nbsp;&nbsp;**$1183343** |
| Ghana — 0.4% | Ghana — 0.4% | Ghana — 0.4% | Ghana — 0.4% |
| Ghana Cocoa Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;13.00%, 8/30/27 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;$177634 |
| &nbsp;&nbsp;&nbsp;13.00%, 8/28/28 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp; 330530 |
| Ghana Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 1/3/30<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp; 194420 |
| &nbsp;&nbsp;&nbsp;1.50%, 1/3/37<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp; 393691 |
| &nbsp;&nbsp;&nbsp;5.00% to 7/3/28, 7/3/29<sup>(7)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp; 100176 |
| &nbsp;&nbsp;&nbsp;5.00% to 7/3/28, 7/3/35<sup>(7)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp; 1425470 |
| Republic of Ghana Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.35% (5.00% cash and 3.35% PIK), 2/16/27 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22189 | &nbsp;&nbsp;&nbsp;&nbsp; 1903696 |
| &nbsp;&nbsp;&nbsp;8.50% (5.00% cash and 3.50% PIK), 2/15/28 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18194 | &nbsp;&nbsp;&nbsp;&nbsp; 1473811 |
| &nbsp;&nbsp;&nbsp;8.65% (5.00% cash and 3.65% PIK), 2/13/29 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6156 | &nbsp;&nbsp;&nbsp;&nbsp; 474618 |
| &nbsp;&nbsp;&nbsp;8.80% (5.00% cash and 3.80% PIK), 2/12/30 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15356 | &nbsp;&nbsp;&nbsp;&nbsp; 1137208 |
| &nbsp;&nbsp;&nbsp;8.95% (5.00% cash and 3.95% PIK), 2/11/31 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp; 698964 |
| &nbsp;&nbsp;&nbsp;9.25% (5.00% cash and 4.25% PIK), 2/8/33 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12199 | &nbsp;&nbsp;&nbsp;&nbsp; 829794 |
| &nbsp;&nbsp;&nbsp;9.55% (5.00% cash and 4.55% PIK), 2/6/35 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8059 | &nbsp;&nbsp;&nbsp;&nbsp; 532199 |
| &nbsp;&nbsp;&nbsp;9.70% (5.00% cash and 4.70% PIK), 2/5/36 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10061 | &nbsp;&nbsp;&nbsp;&nbsp; 658855 |
| &nbsp;&nbsp;&nbsp;9.85% (5.00% cash and 4.85% PIK), 2/3/37 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463 | &nbsp;&nbsp;&nbsp;&nbsp; 160503 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ghana (continued) | Ghana (continued) | Ghana (continued) | Ghana (continued) |
| Republic of Ghana Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;10.00%, 8/17/27 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp;$259816 |
| &nbsp;&nbsp;&nbsp;10.00% (5.00% cash and 5.00% PIK), 2/2/38 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7443 | &nbsp;&nbsp;&nbsp;&nbsp; 484032 |
|  |  |  | &nbsp;&nbsp;**$11235417** |
| Honduras — 0.4% | Honduras — 0.4% | Honduras — 0.4% | Honduras — 0.4% |
| Honduras Government International Bonds, 8.625%, 11/27/34<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10693 | &nbsp;&nbsp;$11176858 |
|  |  |  | &nbsp;&nbsp;**$11176858** |
| Iceland — 0.3% | Iceland — 0.3% | Iceland — 0.3% | Iceland — 0.3% |
| Republic of Iceland: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 1/24/31 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509223 | &nbsp;&nbsp;$3938631 |
| &nbsp;&nbsp;&nbsp;7.00%, 9/17/35 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508913 | &nbsp;&nbsp;&nbsp;&nbsp; 4078712 |
|  |  |  | &nbsp;&nbsp;**$8017343** |
| Japan — 0.8% | Japan — 0.8% | Japan — 0.8% | Japan — 0.8% |
| Japan Government Thirty Year Bonds, 2.40%, 3/20/55 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3617900 | &nbsp;&nbsp;$21023254 |
|  |  |  | &nbsp;&nbsp;**$21023254** |
| Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> |
| Jordan Government International Bonds, 7.375%, 10/10/47<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 | &nbsp;&nbsp;$935804 |
|  |  |  | &nbsp;&nbsp;**$935804** |
| Kazakhstan — 1.1% | Kazakhstan — 1.1% | Kazakhstan — 1.1% | Kazakhstan — 1.1% |
| Kazakhstan Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 4/18/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3721366 | &nbsp;&nbsp;$5232837 |
| &nbsp;&nbsp;&nbsp;5.50%, 9/20/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22984 | &nbsp;&nbsp;&nbsp;&nbsp; 31595 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/24/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4933059 | &nbsp;&nbsp;&nbsp;&nbsp; 5270191 |
| &nbsp;&nbsp;&nbsp;7.22%, 12/10/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3288706 | &nbsp;&nbsp;&nbsp;&nbsp; 4690440 |
| &nbsp;&nbsp;&nbsp;7.68%, 8/13/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4275318 | &nbsp;&nbsp;&nbsp;&nbsp; 5946157 |
| &nbsp;&nbsp;&nbsp;8.44%, 5/10/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1808788 | &nbsp;&nbsp;&nbsp;&nbsp; 2400883 |
| &nbsp;&nbsp;&nbsp;10.55%, 7/28/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1226683 | &nbsp;&nbsp;&nbsp;&nbsp; 1888535 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/12/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50566 | &nbsp;&nbsp;&nbsp;&nbsp; 85408 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/19/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34476 | &nbsp;&nbsp;&nbsp;&nbsp; 57810 |
| &nbsp;&nbsp;&nbsp;14.45%, 6/5/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1429724 | &nbsp;&nbsp;&nbsp;&nbsp; 2439832 |
| &nbsp;&nbsp;&nbsp;14.50%, 3/6/34 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657741 | &nbsp;&nbsp;&nbsp;&nbsp; 1118740 |
|  |  |  | &nbsp;&nbsp;**$29162428** |
| Lebanon — 0.3% | Lebanon — 0.3% | Lebanon — 0.3% | Lebanon — 0.3% |
| Lebanon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 4/14/20<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6523 | &nbsp;&nbsp;$1217355 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/27/23<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156 | &nbsp;&nbsp;&nbsp;&nbsp; 402363 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Lebanon (continued) | Lebanon (continued) | Lebanon (continued) | Lebanon (continued) |
| Lebanon Government International Bonds: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.10%, 10/4/22<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7226 | &nbsp;&nbsp;$1345463 |
| &nbsp;&nbsp;&nbsp;6.15%, 6/19/20<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp; 79288 |
| &nbsp;&nbsp;&nbsp;6.20%, 2/26/25<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp; 116095 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/27/22<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp; 200116 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/4/24<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp; 95466 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/12/25<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp; 97196 |
| &nbsp;&nbsp;&nbsp;6.375%, 3/9/20<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp; 61592 |
| &nbsp;&nbsp;&nbsp;6.40%, 5/26/23<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14228 | &nbsp;&nbsp;&nbsp;&nbsp; 2654500 |
| &nbsp;&nbsp;&nbsp;6.60%, 11/27/26<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp; 39681 |
| &nbsp;&nbsp;&nbsp;6.65%, 4/22/24<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp; 345906 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/3/28<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp; 119155 |
| &nbsp;&nbsp;&nbsp;6.85%, 3/23/27<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp; 99176 |
| &nbsp;&nbsp;&nbsp;6.85%, 5/25/29<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503 | &nbsp;&nbsp;&nbsp;&nbsp; 1034564 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/20/28<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp; 311892 |
| &nbsp;&nbsp;&nbsp;7.00%, 4/22/31<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp; 348913 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/23/32<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp; 44674 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/23/37<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp; 184491 |
|  |  |  | &nbsp;&nbsp;**$8797886** |
| Mexico — 2.6% | Mexico — 2.6% | Mexico — 2.6% | Mexico — 2.6% |
| Mexican Bonos, 7.75%, 11/23/34 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839582 | &nbsp;&nbsp;$40350397 |
| Mexico Udibonos, 2.75%, 11/27/31 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582514 | &nbsp;&nbsp;&nbsp;&nbsp; 27268860 |
|  |  |  | &nbsp;&nbsp;**$67619257** |
| Mongolia — 0.2% | Mongolia — 0.2% | Mongolia — 0.2% | Mongolia — 0.2% |
| Mongolia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;$600175 |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4201226 |
| &nbsp;&nbsp;&nbsp;7.875%, 6/5/29<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 422041 |
|  |  |  | &nbsp;&nbsp;**$5223442** |
| Montenegro — 0.7% | Montenegro — 0.7% | Montenegro — 0.7% | Montenegro — 0.7% |
| Montenegro Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 12/16/27<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;$1412759 |
| &nbsp;&nbsp;&nbsp;4.875%, 4/1/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11663 | &nbsp;&nbsp;&nbsp;&nbsp; 13194392 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/12/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp; 2153405 |
|  |  |  | &nbsp;&nbsp;**$16760556** |
| Mozambique — 0.2% | Mozambique — 0.2% | Mozambique — 0.2% | Mozambique — 0.2% |
| Mozambique International Bonds, 9.00% to 9/15/23, 9/15/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;$4041514 |
|  |  |  | &nbsp;&nbsp;**$4041514** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| New Zealand — 2.6% | New Zealand — 2.6% | New Zealand — 2.6% | New Zealand — 2.6% |
| New Zealand Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 9/20/40<sup>(7)(19)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23042 | &nbsp;&nbsp;$12617642 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/15/37<sup>(7)(21)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5721 | &nbsp;&nbsp;&nbsp;&nbsp; 2773753 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/34 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26957 | &nbsp;&nbsp;&nbsp;&nbsp; 15684970 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/36 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 11413521 |
| &nbsp;&nbsp;&nbsp;4.50%, 5/15/35 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41020 | &nbsp;&nbsp;&nbsp;&nbsp; 24125790 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/15/54<sup>(21)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp; 775029 |
|  |  |  | &nbsp;&nbsp;**$67390705** |
| Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% |
| Nigeria Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.875%, 2/16/32<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp;$582053 |
| &nbsp;&nbsp;&nbsp;9.248%, 1/21/49<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp; 222732 |
| &nbsp;&nbsp;&nbsp;10.375%, 12/9/34<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp; 564119 |
|  |  |  | &nbsp;&nbsp;**$1368904** |
| Paraguay — 0.6% | Paraguay — 0.6% | Paraguay — 0.6% | Paraguay — 0.6% |
| Paraguay Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(5)</sup> | PYG | 58682000 | &nbsp;&nbsp;$7541076 |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(7)</sup> | PYG | 20530000 | &nbsp;&nbsp;&nbsp;&nbsp; 2638258 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/4/35<sup>(5)</sup> | PYG | 49102000 | &nbsp;&nbsp;&nbsp;&nbsp; 6342684 |
|  |  |  | &nbsp;&nbsp;**$16522018** |
| Peru — 2.5% | Peru — 2.5% | Peru — 2.5% | Peru — 2.5% |
| Peru Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 8/12/34 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35831 | &nbsp;&nbsp;$9435148 |
| &nbsp;&nbsp;&nbsp;6.90%, 8/12/37 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94346 | &nbsp;&nbsp;&nbsp;&nbsp; 26625337 |
| &nbsp;&nbsp;&nbsp;7.60%, 8/12/39<sup>(5)(7)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93478 | &nbsp;&nbsp;&nbsp;&nbsp; 27591527 |
|  |  |  | &nbsp;&nbsp;**$63652012** |
| Philippines — 2.2% | Philippines — 2.2% | Philippines — 2.2% | Philippines — 2.2% |
| Philippines Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 4/22/28 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811800 | &nbsp;&nbsp;$13176356 |
| &nbsp;&nbsp;&nbsp;6.25%, 2/28/29 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp; 834861 |
| &nbsp;&nbsp;&nbsp;6.25%, 1/14/36 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1024000 | &nbsp;&nbsp;&nbsp;&nbsp; 17218591 |
| &nbsp;&nbsp;&nbsp;6.375%, 7/27/30 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131000 | &nbsp;&nbsp;&nbsp;&nbsp; 2290280 |
| &nbsp;&nbsp;&nbsp;6.375%, 4/28/35 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1235560 | &nbsp;&nbsp;&nbsp;&nbsp; 21539696 |
| &nbsp;&nbsp;&nbsp;6.75%, 9/15/32 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp; 339202 |
| &nbsp;&nbsp;&nbsp;8.00%, 7/19/31 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;&nbsp; 2108126 |
|  |  |  | &nbsp;&nbsp;**$57507112** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Poland — 2.1% | Poland — 2.1% | Poland — 2.1% | Poland — 2.1% |
| Republic of Poland Government Bonds, 2.00%, 8/25/36<sup>(19)</sup> | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219956 | &nbsp;&nbsp;$52651472 |
|  |  |  | &nbsp;&nbsp;**$52651472** |
| Romania — 1.4% | Romania — 1.4% | Romania — 1.4% | Romania — 1.4% |
| Romania Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 7/13/30<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;$1060257 |
| &nbsp;&nbsp;&nbsp;2.00%, 4/14/33<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp; 764152 |
| &nbsp;&nbsp;&nbsp;2.625%, 12/2/40<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247 | &nbsp;&nbsp;&nbsp;&nbsp; 3142866 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/14/41<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp; 633347 |
| &nbsp;&nbsp;&nbsp;2.875%, 4/13/42<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 671114 |
| &nbsp;&nbsp;&nbsp;3.375%, 1/28/50<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp; 384671 |
| &nbsp;&nbsp;&nbsp;3.875%, 10/29/35<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp; 1913110 |
| &nbsp;&nbsp;&nbsp;4.625%, 4/3/49<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4763 | &nbsp;&nbsp;&nbsp;&nbsp; 4226648 |
| &nbsp;&nbsp;&nbsp;5.125%, 6/15/48<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp; 406610 |
| &nbsp;&nbsp;&nbsp;5.625%, 2/22/36<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 | &nbsp;&nbsp;&nbsp;&nbsp; 1773859 |
| &nbsp;&nbsp;&nbsp;5.75%, 3/24/35<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp; 1487609 |
| &nbsp;&nbsp;&nbsp;5.875%, 7/11/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp; 2434722 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/25/34<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp; 503533 |
| &nbsp;&nbsp;&nbsp;6.00%, 9/24/44<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp; 4844445 |
| &nbsp;&nbsp;&nbsp;6.25%, 9/10/34<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp; 1255059 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/11/39<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238 | &nbsp;&nbsp;&nbsp;&nbsp; 6148403 |
| &nbsp;&nbsp;&nbsp;7.50%, 2/10/37<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp; 3991060 |
| &nbsp;&nbsp;&nbsp;7.625%, 1/17/53<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp; 1081265 |
|  |  |  | &nbsp;&nbsp;**$36722730** |
| Serbia — 1.3% | Serbia — 1.3% | Serbia — 1.3% | Serbia — 1.3% |
| Serbia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 8/20/32 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;1245950 | &nbsp;&nbsp;$11818077 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/26/31 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;2003090 | &nbsp;&nbsp;&nbsp;&nbsp; 21755751 |
|  |  |  | &nbsp;&nbsp;**$33573828** |
| South Africa — 3.8% | South Africa — 3.8% | South Africa — 3.8% | South Africa — 3.8% |
| Republic of South Africa Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 1/31/44 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75899 | &nbsp;&nbsp;$3498851 |
| &nbsp;&nbsp;&nbsp;8.75%, 2/28/48 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114101 | &nbsp;&nbsp;&nbsp;&nbsp; 5203880 |
| &nbsp;&nbsp;&nbsp;8.875%, 2/28/35 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1679000 | &nbsp;&nbsp;&nbsp;&nbsp; 88024856 |
|  |  |  | &nbsp;&nbsp;**$96727587** |
| Sri Lanka — 1.8% | Sri Lanka — 1.8% | Sri Lanka — 1.8% | Sri Lanka — 1.8% |
| Sri Lanka Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 10/1/32 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;$762326 |
| &nbsp;&nbsp;&nbsp;9.00%, 6/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp; 120526 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;2231000 | &nbsp;&nbsp;&nbsp;&nbsp; 6686110 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Sri Lanka (continued) | Sri Lanka (continued) | Sri Lanka (continued) | Sri Lanka (continued) |
| Sri Lanka Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;9.75%, 7/1/30<sup>(22)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196000 | &nbsp;&nbsp;$648169 |
| &nbsp;&nbsp;&nbsp;10.25%, 9/15/34 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836000 | &nbsp;&nbsp;&nbsp;&nbsp; 2635970 |
| &nbsp;&nbsp;&nbsp;10.35%, 10/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp; 627676 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/28 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp; 3072196 |
| &nbsp;&nbsp;&nbsp;11.00%, 9/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242000 | &nbsp;&nbsp;&nbsp;&nbsp; 842639 |
| &nbsp;&nbsp;&nbsp;11.00%, 12/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791000 | &nbsp;&nbsp;&nbsp;&nbsp; 2756980 |
| &nbsp;&nbsp;&nbsp;11.00%, 5/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp; 327073 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp; 1143356 |
| &nbsp;&nbsp;&nbsp;11.25%, 3/15/31 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp; 266875 |
| &nbsp;&nbsp;&nbsp;11.50%, 12/15/28 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp; 853806 |
| &nbsp;&nbsp;&nbsp;11.50%, 12/15/32 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374000 | &nbsp;&nbsp;&nbsp;&nbsp; 1298747 |
| &nbsp;&nbsp;&nbsp;11.75%, 6/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp; 302641 |
| Sri Lanka Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00% to 12/15/25, 6/15/38<sup>(5)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 | &nbsp;&nbsp;&nbsp;&nbsp; 2825960 |
| &nbsp;&nbsp;&nbsp;3.10% to 7/15/27, 1/15/30<sup>(5)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp; 3888504 |
| &nbsp;&nbsp;&nbsp;3.35% to 9/15/27, 3/15/33<sup>(5)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6501 | &nbsp;&nbsp;&nbsp;&nbsp; 5343114 |
| &nbsp;&nbsp;&nbsp;3.60% to 11/15/27, 5/15/36<sup>(5)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 | &nbsp;&nbsp;&nbsp;&nbsp; 2569784 |
| &nbsp;&nbsp;&nbsp;3.60% to 8/15/27, 2/15/38<sup>(5)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6096 | &nbsp;&nbsp;&nbsp;&nbsp; 5132690 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/15/28<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798 | &nbsp;&nbsp;&nbsp;&nbsp; 3613072 |
|  |  |  | &nbsp;&nbsp;**$45718214** |
| Suriname — 1.4% | Suriname — 1.4% | Suriname — 1.4% | Suriname — 1.4% |
| Suriname Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.95%, (4.95% cash and 3.00% PIK), 7/15/33<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13691 | &nbsp;&nbsp;$13656604 |
| &nbsp;&nbsp;&nbsp;7.95%, (4.95% cash and 3.00% PIK), 7/15/33<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6577 | &nbsp;&nbsp;&nbsp;&nbsp; 6560979 |
| &nbsp;&nbsp;&nbsp;9.00%, Oil-Linked, 12/31/50<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9497 | &nbsp;&nbsp;&nbsp;&nbsp; 11064005 |
| &nbsp;&nbsp;&nbsp;9.00%, Oil-Linked, 12/31/50<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp; 3491505 |
|  |  |  | &nbsp;&nbsp;**$34773093** |
| Tajikistan — 0.0%<sup>†</sup> | Tajikistan — 0.0%<sup>†</sup> | Tajikistan — 0.0%<sup>†</sup> | Tajikistan — 0.0%<sup>†</sup> |
| Republic of Tajikistan International Bonds, 7.125%, 9/14/27<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;$351926 |
|  |  |  | &nbsp;&nbsp;**$351926** |
| Tunisia — 0.1% | Tunisia — 0.1% | Tunisia — 0.1% | Tunisia — 0.1% |
| Tunisian Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 2/3/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;$1596591 |
| &nbsp;&nbsp;&nbsp;4.20%, 3/17/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp; 175688 |
| &nbsp;&nbsp;&nbsp;4.30%, 8/2/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 117067 |
|  |  |  | &nbsp;&nbsp;**$1889346** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Turkey — 1.1% | Turkey — 1.1% | Turkey — 1.1% | Turkey — 1.1% |
| Turkiye Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;26.20%, 10/5/33 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628702 | &nbsp;&nbsp;$14202824 |
| &nbsp;&nbsp;&nbsp;27.70%, 9/27/34 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552531 | &nbsp;&nbsp;&nbsp;&nbsp; 12855758 |
| &nbsp;&nbsp;&nbsp;30.00%, 9/12/29 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96899 | &nbsp;&nbsp;&nbsp;&nbsp; 2190944 |
|  |  |  | &nbsp;&nbsp;**$29249526** |
| Uganda — 0.3% | Uganda — 0.3% | Uganda — 0.3% | Uganda — 0.3% |
| Republic of Uganda Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;15.00%, 6/18/43 | UGX | &nbsp;&nbsp;&nbsp;&nbsp;9391100 | &nbsp;&nbsp;$2257522 |
| &nbsp;&nbsp;&nbsp;15.80%, 6/23/39 | UGX | 23433900 | &nbsp;&nbsp;&nbsp;&nbsp; 6131608 |
|  |  |  | &nbsp;&nbsp;**$8389130** |
| Ukraine — 1.5% | Ukraine — 1.5% | Ukraine — 1.5% | Ukraine — 1.5% |
| Ukraine Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/35<sup>(7)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 | &nbsp;&nbsp;$2209990 |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/36<sup>(7)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp; 2123108 |
| &nbsp;&nbsp;&nbsp;0.00%, GDP-Linked, 8/1/41<sup>(7)(23)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40537 | &nbsp;&nbsp;&nbsp;&nbsp; 30182837 |
| &nbsp;&nbsp;&nbsp;1.75% to 8/1/25, 2/1/29<sup>(7)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp; 471583 |
| &nbsp;&nbsp;&nbsp;1.75% to 8/1/25, 2/1/34<sup>(7)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779 | &nbsp;&nbsp;&nbsp;&nbsp; 1915184 |
| &nbsp;&nbsp;&nbsp;1.75% to 8/1/25, 2/1/35<sup>(7)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 | &nbsp;&nbsp;&nbsp;&nbsp; 561881 |
| &nbsp;&nbsp;&nbsp;1.75% to 8/1/25, 2/1/36<sup>(7)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp; 864002 |
|  |  |  | &nbsp;&nbsp;**$38328585** |
| Uzbekistan — 0.9% | Uzbekistan — 0.9% | Uzbekistan — 0.9% | Uzbekistan — 0.9% |
| National Bank of Uzbekistan, 19.875%, 7/5/27<sup>(7)</sup> | UZS | 90660000 | &nbsp;&nbsp;$7354141 |
| Republic of Uzbekistan Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;15.50%, 2/25/28<sup>(7)</sup> | UZS | 78000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6197654 |
| &nbsp;&nbsp;&nbsp;16.25%, 10/12/26<sup>(7)</sup> | UZS | 112430000 | &nbsp;&nbsp;&nbsp;&nbsp; 9060236 |
| &nbsp;&nbsp;&nbsp;16.625%, 5/29/27<sup>(7)</sup> | UZS | 12500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1008597 |
|  |  |  | &nbsp;&nbsp;**$23620628** |
| Venezuela — 0.5% | Venezuela — 0.5% | Venezuela — 0.5% | Venezuela — 0.5% |
| Venezuela Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/9/20<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5101 | &nbsp;&nbsp;$791165 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/1/18<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264 | &nbsp;&nbsp;&nbsp;&nbsp; 336996 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/31/38<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 | &nbsp;&nbsp;&nbsp;&nbsp; 433317 |
| &nbsp;&nbsp;&nbsp;7.65%, 4/21/25<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp; 702269 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/13/19<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9089 | &nbsp;&nbsp;&nbsp;&nbsp; 1426714 |
| &nbsp;&nbsp;&nbsp;8.25%, 10/13/24<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10897 | &nbsp;&nbsp;&nbsp;&nbsp; 2044240 |
| &nbsp;&nbsp;&nbsp;9.00%, 5/7/23<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632 | &nbsp;&nbsp;&nbsp;&nbsp; 851593 |
| &nbsp;&nbsp;&nbsp;9.25%, 9/15/27<sup>(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14142 | &nbsp;&nbsp;&nbsp;&nbsp; 3130332 |
| &nbsp;&nbsp;&nbsp;9.25%, 5/7/28<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp; 473257 |
| &nbsp;&nbsp;&nbsp;9.375%, 1/13/34<sup>(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp; 263272 |
| &nbsp;&nbsp;&nbsp;11.75%, 10/21/26<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp; 449585 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Venezuela (continued) | Venezuela (continued) | Venezuela (continued) | Venezuela (continued) |
| Venezuela Government International Bonds: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;11.95%, 8/5/31<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5558 | &nbsp;&nbsp;$1153799 |
| &nbsp;&nbsp;&nbsp;12.75%, 8/23/22<sup>(7)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7569 | &nbsp;&nbsp;&nbsp;&nbsp; 1490983 |
| &nbsp;&nbsp;&nbsp;13.625%, 8/15/18<sup>(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp; 197914 |
|  |  |  | &nbsp;&nbsp;**$13745436** |
| Zambia — 0.1% | Zambia — 0.1% | Zambia — 0.1% | Zambia — 0.1% |
| Zambia Government International Bonds, 0.50%, 12/31/53<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4612 | &nbsp;&nbsp;$3382573 |
|  |  |  | &nbsp;&nbsp;**$3382573** |
| Total Sovereign Government Bonds<br> (identified cost $1,293,925,502) |  |  | &nbsp;&nbsp;**$1326431482** |

---

Sovereign Loans — 2.0%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bahamas — 0.3% | Bahamas — 0.3% | Bahamas — 0.3% | Bahamas — 0.3% |
| Commonwealth of the Bahamas, 8.887%, (6 mo. EURIBOR + 6.85%), 11/24/28<sup>(4)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7009 | &nbsp;&nbsp;$8290323 |
|  |  |  | &nbsp;&nbsp;**$8290323** |
| Ivory Coast — 0.1% | Ivory Coast — 0.1% | Ivory Coast — 0.1% | Ivory Coast — 0.1% |
| Republic of Ivory Coast, Term Loan, 7.781%, (6 mo. EURIBOR + 5.75%), 1/6/28<sup>(4)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp;$1543841 |
|  |  |  | &nbsp;&nbsp;**$1543841** |
| Tanzania — 1.6% | Tanzania — 1.6% | Tanzania — 1.6% | Tanzania — 1.6% |
| Government of the United Republic of Tanzania, Term Loan, 10.862%, (6 mo. USD Term SOFR + 6.30%), 4/28/31<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41474 | &nbsp;&nbsp;$41759750 |
|  |  |  | &nbsp;&nbsp;**$41759750** |
| Total Sovereign Loans<br> (identified cost $50,682,002) |  |  | &nbsp;&nbsp;**$51593914** |

---

U.S. Government Agency Mortgage-Backed Securities — 0.2%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.253%, (COF + 1.254%), with maturity at 2029<sup>(24)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;$3218 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;4.388%, (COF + 1.254%), with maturity at 2035<sup>(24)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;$47370 |
| &nbsp;&nbsp;&nbsp;4.50%, with maturity at 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp; 62726 |
| &nbsp;&nbsp;&nbsp;4.642%, (COF + 1.251%), with maturity at 2030<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp; 52486 |
| &nbsp;&nbsp;&nbsp;6.60%, with maturity at 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp; 192582 |
| &nbsp;&nbsp;&nbsp;6.955%, (1 yr. CMT + 2.348%), with maturity at 2036<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp; 252201 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp; 295999 |
| &nbsp;&nbsp;&nbsp;7.50%, with various maturities to 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp; 606120 |
| &nbsp;&nbsp;&nbsp;8.00%, with various maturities to 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp; 53334 |
| &nbsp;&nbsp;&nbsp;8.50%, with maturity at 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 20 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.187%, (COF + 1.254%), with various maturities to 2035<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp; 92484 |
| &nbsp;&nbsp;&nbsp;4.231%, (COF + 1.299%), with maturity at 2033<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp; 267279 |
| &nbsp;&nbsp;&nbsp;4.283%, (COF + 1.35%), with maturity at 2027<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp; 9433 |
| &nbsp;&nbsp;&nbsp;5.103%, (COF + 1.79%), with maturity at 2035<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp; 473562 |
| &nbsp;&nbsp;&nbsp;6.00%, with maturity at 2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp; 29919 |
| &nbsp;&nbsp;&nbsp;6.353%, (COF + 2.004%), with maturity at 2032<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 101332 |
| &nbsp;&nbsp;&nbsp;6.40%, (1 yr. CMT + 2.15%), with maturity at 2028<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 4408 |
| &nbsp;&nbsp;&nbsp;6.50%, with maturity at 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp; 227601 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp; 262137 |
| &nbsp;&nbsp;&nbsp;7.50%, with maturity at 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 30 |
| &nbsp;&nbsp;&nbsp;8.00%, with maturity at 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;8.50%, with various maturities to 2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp; 400652 |
| &nbsp;&nbsp;&nbsp;9.00%, with various maturities to 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp; 11321 |
| &nbsp;&nbsp;&nbsp;11.50%, with maturity at 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp; 44348 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, with maturity at 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp; 92293 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 101095 |
| &nbsp;&nbsp;&nbsp;7.50%, with maturity at 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 4048 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $3,944,379) |  | &nbsp;&nbsp;**$3688008** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

U.S. Government Guaranteed Small Business Administration Loans — 0.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| SBA IO Trust:<br> Interest Only:<sup>(25)(26)</sup><br> Series 2018-2, Class A, 3.534%, 7/25/44<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55143 | &nbsp;&nbsp;$2790836 |
| Total U.S. Government Guaranteed Small Business Administration Loans<br> (identified cost $14,614,707) |  | &nbsp;&nbsp;**$2790836** |

---

Short-Term Investments — 33.1%

Affiliated Fund — 10.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.22%<sup>(27)</sup> | 264775116 | &nbsp;&nbsp;$264775116 |
| Total Affiliated Fund<br> (identified cost $264,775,116) |  | &nbsp;&nbsp;**$264775116** |

---

Repurchase Agreements — 4.0%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bank of America: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 1/9/25 with an interest rate of 4.15%, collateralized by USD 1,037,000 Kazakhstan Government International Bonds, 6.50%, due 7/21/45 and a market value, including accrued interest, of $1,123,104<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132 | &nbsp;&nbsp;$1131626 |
| &nbsp;&nbsp;&nbsp;Dated 2/4/25 with an interest rate of 4.00%, collateralized by USD 516,000 Kazakhstan Government International Bonds, 6.50%, due 7/21/45 and a market value, including accrued interest, of $558,844<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp; 554055 |
| &nbsp;&nbsp;&nbsp;Dated 2/24/25 with an interest rate of 4.00%, collateralized by USD 5,518,000 Panama Government International Bonds, 4.50%, due 4/1/56 and a market value, including accrued interest, of $3,756,710<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp; 3545315 |
| Barclays Bank PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 12/19/24 with an interest rate of 3.00%, collateralized by USD 1,137,000 Bahrain Government International Bonds, 7.50%, due 2/12/36 and a market value, including accrued interest, of $1,240,159<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 | &nbsp;&nbsp;&nbsp;&nbsp; 1259228 |
| &nbsp;&nbsp;&nbsp;Dated 12/19/24 with an interest rate of 3.95%, collateralized by USD 2,972,000 Republic of Armenia International Bonds, 3.60%, due 2/2/31 and a market value, including accrued interest, of $2,588,031<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604 | &nbsp;&nbsp;&nbsp;&nbsp; 2604215 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Barclays Bank PLC: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 12/19/24 with an interest rate of 4.00%, collateralized by USD 1,137,000 Bahrain Government International Bonds, 5.625%, due 5/18/34 and a market value, including accrued interest, of $1,077,903<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;$1091520 |
| &nbsp;&nbsp;&nbsp;Dated 12/19/24 with an interest rate of 4.00%, collateralized by USD 2,273,000 Bahrain Government International Bonds, 5.625%, due 5/18/34 and a market value, including accrued interest, of $2,154,858<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182 | &nbsp;&nbsp;&nbsp;&nbsp; 2182080 |
| &nbsp;&nbsp;&nbsp;Dated 12/19/24 with an interest rate of 4.00%, collateralized by USD 2,273,000 Bahrain Government International Bonds, 6.00%, due 9/19/44 and a market value, including accrued interest, of $2,012,595<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2031494 |
| &nbsp;&nbsp;&nbsp;Dated 2/6/25 with an interest rate of 4.00%, collateralized by USD 1,274,000 Kazakhstan Government International Bonds, 6.50%, due 7/21/45 and a market value, including accrued interest, of $1,379,782<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp; 1450948 |
| &nbsp;&nbsp;&nbsp;Dated 3/3/25 with an interest rate of 4.05%, collateralized by USD 2,342,000 Panama Government International Bonds, 4.50%, due 4/16/50 and a market value, including accrued interest, of $1,639,810<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp; 1656965 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/25 with an interest rate of 4.10%, collateralized by USD 1,036,000 Blue Owl Credit Income Corp., 6.65%, due 3/15/31 and a market value, including accrued interest, of $1,092,482<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp; 1080030 |
| &nbsp;&nbsp;&nbsp;Dated 5/9/25 with an interest rate of 3.50%, collateralized by USD 3,409,000 Bahrain Government International Bonds, 7.75%, due 4/18/35 and a market value, including accrued interest, of $3,739,633<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp; 3749900 |
| &nbsp;&nbsp;&nbsp;Dated 5/13/25 with an interest rate of 4.10%, collateralized by USD 1,000,000 Blue Owl Credit Income Corp., 6.65%, due 3/15/31 and a market value, including accrued interest, of $1,054,520<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp; 1060000 |
| &nbsp;&nbsp;&nbsp;Dated 6/13/25 with an interest rate of 0.85%, collateralized by EUR 2,000,000 Republic of Poland Government International Bonds, 2.75%, due 5/25/32 and a market value, including accrued interest, of $2,256,108<sup>(28)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp; 2348018 |
| &nbsp;&nbsp;&nbsp;Dated 6/13/25 with an interest rate of 1.00%, collateralized by EUR 1,200,000 Republic of Poland Government International Bonds, 1.00%, due 3/7/29 and a market value, including accrued interest, of $1,308,251<sup>(28)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp; 1364304 |
| &nbsp;&nbsp;&nbsp;Dated 6/13/25 with an interest rate of 1.35%, collateralized by EUR 4,000,000 Republic of Poland Government International Bonds, 1.00%, due 3/7/29 and a market value, including accrued interest, of $4,360,836<sup>(28)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp; 4547680 |
| &nbsp;&nbsp;&nbsp;Dated 6/13/25 with an interest rate of 3.95%, collateralized by USD 4,548,000 Kazakhstan Government International Bonds, 4.875%, due 10/14/44 and a market value, including accrued interest, of $4,172,810<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 | &nbsp;&nbsp;&nbsp;&nbsp; 4331970 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Barclays Bank PLC: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 7/7/25 with an interest rate of 3.90%, collateralized by USD 4,856,000 Panama Government International Bonds, 6.853%, due 3/28/54 and a market value, including accrued interest, of $4,647,990<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4801 | &nbsp;&nbsp;$4801370 |
| &nbsp;&nbsp;&nbsp;Dated 7/7/25 with an interest rate of 4.13%, collateralized by USD 4,143,000 Ares Capital Corp., 5.80%, due 3/8/32 and a market value, including accrued interest, of $4,273,555<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp; 4484797 |
| &nbsp;&nbsp;&nbsp;Dated 7/31/25 with an interest rate of 3.50%, collateralized by USD 3,409,000 Bahrain Government International Bonds, 7.75%, due 4/18/35 and a market value, including accrued interest, of $3,739,633<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp; 3920350 |
| &nbsp;&nbsp;&nbsp;Dated 7/31/25 with an interest rate of 3.90%, collateralized by USD 4,856,000 Panama Government International Bonds, 6.853%, due 3/28/54 and a market value, including accrued interest, of $4,647,990<sup>(28)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4886 | &nbsp;&nbsp;&nbsp;&nbsp; 5576300 |
| &nbsp;&nbsp;&nbsp;Dated 7/31/25 with an interest rate of 4.05%, collateralized by USD 2,342,000 Panama Government International Bonds, 4.50%, due 4/16/50 and a market value, including accrued interest, of $1,639,810<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp;&nbsp;&nbsp; 1724297 |
| Citibank, N.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 4/2/25 with an interest rate of 3.95%, collateralized by USD 1,000,000 Panama Government International Bonds, 6.853%, due 3/28/54 and a market value, including accrued interest, of $957,164<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp; 840125 |
| &nbsp;&nbsp;&nbsp;Dated 4/3/25 with an interest rate of 3.95%, collateralized by USD 1,428,000 Panama Government International Bonds, 6.853%, due 3/28/54 and a market value, including accrued interest, of $1,366,831<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp; 1320180 |
| &nbsp;&nbsp;&nbsp;Dated 4/17/25 with an interest rate of 3.90%, collateralized by USD 2,273,000 Bahrain Government International Bonds, 7.50%, due 2/12/36 and a market value, including accrued interest, of $2,479,227<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp; 2467569 |
| Nomura International PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 12/19/24 with an interest rate of 3.90%, collateralized by USD 1,485,000 Bahrain Government International Bonds, 5.625%, due 5/18/34 and a market value, including accrued interest, of $1,407,815<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp; 1493836 |
| &nbsp;&nbsp;&nbsp;Dated 12/19/24 with an interest rate of 3.95%, collateralized by USD 555,000 Kazakhstan Government International Bonds, 6.50%, due 7/21/45 and a market value, including accrued interest, of $601,082<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp; 649475 |
| &nbsp;&nbsp;&nbsp;Dated 12/19/24 with an interest rate of 4.05%, collateralized by USD 626,000 Republic of Azerbaijan International Bonds, 3.50%, due 9/1/32 and a market value, including accrued interest, of $579,529<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp; 566593 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Nomura International PLC: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 3/19/25 with an interest rate of 3.85%, collateralized by USD 5,257,000 Republic of Azerbaijan International Bonds, 3.50%, due 9/1/32 and a market value, including accrued interest, of $4,866,750<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp;$4835389 |
| &nbsp;&nbsp;&nbsp;Dated 3/19/25 with an interest rate of 4.00%, collateralized by USD 2,908,000 Panama Government International Bonds, 4.50%, due 4/16/50 and a market value, including accrued interest, of $2,036,109<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076 | &nbsp;&nbsp;&nbsp;&nbsp; 2076312 |
| &nbsp;&nbsp;&nbsp;Dated 3/19/25 with an interest rate of 4.05%, collateralized by USD 1,104,000 Panama Government International Bonds, 4.50%, due 4/1/56 and a market value, including accrued interest, of $751,614<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp; 762174 |
| &nbsp;&nbsp;&nbsp;Dated 3/19/25 with an interest rate of 4.06%, collateralized by USD 1,065,000 Panama Government International Bonds, 4.50%, due 4/16/50 and a market value, including accrued interest, of $745,686<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp; 760410 |
| &nbsp;&nbsp;&nbsp;Dated 5/23/25 with an interest rate of 3.90%, collateralized by USD 4,728,000 African Export-Import Bank, 3.798%, due 5/17/31 and a market value, including accrued interest, of $4,158,160<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp; 4350055 |
| &nbsp;&nbsp;&nbsp;Dated 6/9/25 with an interest rate of 3.90%, collateralized by USD 4,729,000 African Export-Import Bank, 3.798%, due 5/17/31 and a market value, including accrued interest, of $4,159,040<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp; 4265322 |
| &nbsp;&nbsp;&nbsp;Dated 7/7/25 with an interest rate of 1.50%, collateralized by USD 4,133,000 Bahrain Government International Bonds, 7.50%, due 9/20/47 and a market value, including accrued interest, of $4,338,206<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp; 4410169 |
| &nbsp;&nbsp;&nbsp;Dated 7/7/25 with an interest rate of 2.40%, collateralized by EUR 1,956,000 Republic of Poland Government International Bonds, 1.00%, due 3/7/29 and a market value, including accrued interest, of $2,132,449<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp; 2183467 |
| &nbsp;&nbsp;&nbsp;Dated 7/7/25 with an interest rate of 4.05%, collateralized by USD 12,084,000 Panama Government International Bonds, 6.853%, due 3/28/54 and a market value, including accrued interest, of $11,566,375<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11895 | &nbsp;&nbsp;&nbsp;&nbsp; 11895187 |
| &nbsp;&nbsp;&nbsp;Dated 7/18/25 with an interest rate of 3.90%, collateralized by USD 4,896,000 Senegal Government International Bonds, 7.75%, due 6/10/31 and a market value, including accrued interest, of $4,057,342<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp; 3894156 |
| Total Repurchase Agreements<br> (identified cost $103,367,135) |  |  | &nbsp;&nbsp;**$103266881** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

Sovereign Government Securities — 1.5%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 0.1% | Albania — 0.1% | Albania — 0.1% | Albania — 0.1% |
| Albanian Treasury Bills, 0.00%, 3/12/26 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95800 | &nbsp;&nbsp;$1101882 |
|  |  |  | &nbsp;&nbsp;**$1101882** |
| Egypt — 0.4% | Egypt — 0.4% | Egypt — 0.4% | Egypt — 0.4% |
| Egypt Treasury Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 8/5/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171550 | &nbsp;&nbsp;$3537888 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/19/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48450 | &nbsp;&nbsp;&nbsp;&nbsp; 985308 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/9/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp; 191995 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/16/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24225 | &nbsp;&nbsp;&nbsp;&nbsp; 481858 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/28/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp; 364358 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/23/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269900 | &nbsp;&nbsp;&nbsp;&nbsp; 5007158 |
|  |  |  | &nbsp;&nbsp;**$10568565** |
| Nigeria — 0.4% | Nigeria — 0.4% | Nigeria — 0.4% | Nigeria — 0.4% |
| Nigeria OMO Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 9/30/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1792318 | &nbsp;&nbsp;$1122168 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/7/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4328765 | &nbsp;&nbsp;&nbsp;&nbsp; 2697144 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/14/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;7885570 | &nbsp;&nbsp;&nbsp;&nbsp; 4888557 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/18/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1589122 | &nbsp;&nbsp;&nbsp;&nbsp; 963252 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/16/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1502738 | &nbsp;&nbsp;&nbsp;&nbsp; 895517 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/24/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238404 | &nbsp;&nbsp;&nbsp;&nbsp; 136585 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/25/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1006474 | &nbsp;&nbsp;&nbsp;&nbsp; 575495 |
|  |  |  | &nbsp;&nbsp;**$11278718** |
| Uruguay — 0.6% | Uruguay — 0.6% | Uruguay — 0.6% | Uruguay — 0.6% |
| Uruguay Monetary Regulation Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 9/10/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263000 | &nbsp;&nbsp;$6502172 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/1/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77750 | &nbsp;&nbsp;&nbsp;&nbsp; 1908577 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/31/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28005 | &nbsp;&nbsp;&nbsp;&nbsp; 682493 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/7/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25818 | &nbsp;&nbsp;&nbsp;&nbsp; 629876 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/5/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp; 2594740 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/19/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87558 | &nbsp;&nbsp;&nbsp;&nbsp; 2110995 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/30/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11815 | &nbsp;&nbsp;&nbsp;&nbsp; 284980 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/6/26 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25818 | &nbsp;&nbsp;&nbsp;&nbsp; 613887 |
|  |  |  | &nbsp;&nbsp;**$15327720** |
| Total Sovereign Government Securities<br> (identified cost $36,965,929) |  |  | &nbsp;&nbsp;**$38276885** |

---

U.S. Treasury Obligations — 17.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 8/7/25<sup>(29)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;$29978684 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/14/25<sup>(29)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp; 79876464 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/21/25<sup>(29)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85675 | &nbsp;&nbsp;&nbsp;&nbsp; 85470760 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/4/25<sup>(29)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201700 | &nbsp;&nbsp;&nbsp;&nbsp; 200886637 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51639 | &nbsp;&nbsp;&nbsp;&nbsp; 51218667 |
| Total U.S. Treasury Obligations<br> (identified cost $445,066,008) |  | &nbsp;&nbsp;**$447431212** |
| Total Short-Term Investments<br> (identified cost $850,174,188) |  | &nbsp;&nbsp;**$853750094** |

---

---

| | |
|:---|:---|
| Total Purchased Options — 0.1%<br> (identified cost $4,826,274) | &nbsp;&nbsp;**$2881822** |
| Total Investments — 99.2%<br> (identified cost $2,519,746,466) | &nbsp;&nbsp;**$2555476337** |
| Less Unfunded Loan Commitments — (1.3)% | &nbsp;&nbsp;**$(34587705)** |
| Net Investments — 97.9%<br> (identified cost $2,485,158,761) | &nbsp;&nbsp;**$2520888632** |
| Total Written Options — (0.1)%<br> (premiums received $1,417,449) | &nbsp;&nbsp;**$(1366791)** |

---

---

| |
|:---|
| Securities Sold Short — (5.3)% |
| Common Stocks — (0.5)% |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Australia — (0.0)%<sup>†</sup> | Australia — (0.0)%<sup>†</sup> | Australia — (0.0)%<sup>†</sup> |
| EBOS Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20378) | &nbsp;&nbsp;$(491053) |
|  |  | &nbsp;&nbsp;**$(491053)** |
| New Zealand — (0.5)% | New Zealand — (0.5)% | New Zealand — (0.5)% |
| a2 Milk Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(205179) | &nbsp;&nbsp;$(1062164) |
| Air New Zealand Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(687340) | &nbsp;&nbsp;&nbsp;&nbsp; (234680) |
| Auckland International Airport Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(330895) | &nbsp;&nbsp;&nbsp;&nbsp; (1467998) |
| Chorus Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92693) | &nbsp;&nbsp;&nbsp;&nbsp; (475631) |
| Contact Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(111287) | &nbsp;&nbsp;&nbsp;&nbsp; (596427) |
| Fisher & Paykel Healthcare Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44393) | &nbsp;&nbsp;&nbsp;&nbsp; (961877) |
| Fletcher Building Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(410832) | &nbsp;&nbsp;&nbsp;&nbsp; (732889) |
| Freightways Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36208) | &nbsp;&nbsp;&nbsp;&nbsp; (237548) |
| Goodman Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;(397579) | &nbsp;&nbsp;&nbsp;&nbsp; (470472) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| New Zealand (continued) | New Zealand (continued) | New Zealand (continued) |
| Infratil Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(140444) | &nbsp;&nbsp;$(958966) |
| Kiwi Property Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(415929) | &nbsp;&nbsp;&nbsp;&nbsp; (238472) |
| Mainfreight Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18501) | &nbsp;&nbsp;&nbsp;&nbsp; (644911) |
| Mercury NZ Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(148970) | &nbsp;&nbsp;&nbsp;&nbsp; (542816) |
| Meridian Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(213437) | &nbsp;&nbsp;&nbsp;&nbsp; (717549) |
| Precinct Properties Group | &nbsp;&nbsp;&nbsp;&nbsp;(494550) | &nbsp;&nbsp;&nbsp;&nbsp; (367015) |
| Ryman Healthcare Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(467966) | &nbsp;&nbsp;&nbsp;&nbsp; (687872) |
| Spark New Zealand Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(681255) | &nbsp;&nbsp;&nbsp;&nbsp; (974108) |
|  |  | &nbsp;&nbsp;**$(11371395)** |
| Total Common Stocks<br> (proceeds $12,097,289) |  | &nbsp;&nbsp;**$(11862448)** |

---

Corporate Bonds — (0.4)%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Supranational — (0.1)% |  |  |  |
| African Export-Import Bank, 3.798%, 5/17/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3721) | &nbsp;&nbsp;$(3243479) |
|  |  |  | &nbsp;&nbsp;**$(3243479)** |
| United States — (0.3)% |  |  |  |
| ARES Capital Corp., 5.80%, 3/8/32 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4143) | &nbsp;&nbsp;$(4138056) |
| Blue Owl Credit Income Corp., 6.65%, 3/15/31 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2036) | &nbsp;&nbsp;&nbsp;&nbsp; (2095853) |
|  |  |  | &nbsp;&nbsp;**$(6233909)** |
| Total Corporate Bonds<br> (proceeds $9,097,287) |  |  | &nbsp;&nbsp;**$(9477388)** |

---

Exchange-Traded Funds — (1.9)%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| United States — (1.9)% | United States — (1.9)% | United States — (1.9)% |
| iShares Broad USD High Yield Corporate Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;(802332) | &nbsp;&nbsp;$(29999193) |
| iShares JPMorgan USD Emerging Markets Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;(220663) | &nbsp;&nbsp;&nbsp;&nbsp; (20492973) |
| Total Exchange-Traded Funds<br> (proceeds $47,879,178) |  | &nbsp;&nbsp;**$(50492166)** |

---

Sovereign Government Bonds — (2.5)%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp; **Value** |
| Armenia — (0.1)% | Armenia — (0.1)% | Armenia — (0.1)% | Armenia — (0.1)% |
| Republic of Armenia International Bonds, 3.60%, 2/2/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2972) | &nbsp;&nbsp;$(2588328) |
|  |  |  | &nbsp;&nbsp;**$(2588328)** |
| Azerbaijan — (0.2)% | Azerbaijan — (0.2)% | Azerbaijan — (0.2)% | Azerbaijan — (0.2)% |
| Republic of Azerbaijan International Bonds, 3.50%, 9/1/32<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5883) | &nbsp;&nbsp;$(5360486) |
|  |  |  | &nbsp;&nbsp;**$(5360486)** |
| Bahrain — (0.4)% | Bahrain — (0.4)% | Bahrain — (0.4)% | Bahrain — (0.4)% |
| Bahrain Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 5/18/34<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2648) | &nbsp;&nbsp;$(2480163) |
| &nbsp;&nbsp;&nbsp;6.00%, 9/19/44<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2035) | &nbsp;&nbsp;&nbsp;&nbsp; (1757091) |
| &nbsp;&nbsp;&nbsp;7.50%, 2/12/36<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1538) | &nbsp;&nbsp;&nbsp;&nbsp; (1623391) |
| &nbsp;&nbsp;&nbsp;7.50%, 9/20/47<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2135) | &nbsp;&nbsp;&nbsp;&nbsp; (2182736) |
| &nbsp;&nbsp;&nbsp;7.75%, 4/18/35<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1759) | &nbsp;&nbsp;&nbsp;&nbsp; (1890599) |
|  |  |  | &nbsp;&nbsp;**$(9933980)** |
| Kazakhstan — (0.3)% | Kazakhstan — (0.3)% | Kazakhstan — (0.3)% | Kazakhstan — (0.3)% |
| Kazakhstan Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 10/14/44<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4548) | &nbsp;&nbsp;$(4106911) |
| &nbsp;&nbsp;&nbsp;6.50%, 7/21/45<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3382) | &nbsp;&nbsp;&nbsp;&nbsp; (3656706) |
|  |  |  | &nbsp;&nbsp;**$(7763617)** |
| Panama — (0.9)% | Panama — (0.9)% | Panama — (0.9)% | Panama — (0.9)% |
| Panama Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 4/16/50 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4538) | &nbsp;&nbsp;$(3117833) |
| &nbsp;&nbsp;&nbsp;4.50%, 4/1/56 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4922) | &nbsp;&nbsp;&nbsp;&nbsp; (3277117) |
| &nbsp;&nbsp;&nbsp;6.853%, 3/28/54 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19368) | &nbsp;&nbsp;&nbsp;&nbsp; (18084870) |
|  |  |  | &nbsp;&nbsp;**$(24479820)** |
| Poland — (0.4)% | Poland — (0.4)% | Poland — (0.4)% | Poland — (0.4)% |
| Republic of Poland Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 3/7/29<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7156) | &nbsp;&nbsp;$(7768645) |
| &nbsp;&nbsp;&nbsp;2.75%, 5/25/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2000) | &nbsp;&nbsp;&nbsp;&nbsp; (2244415) |
|  |  |  | &nbsp;&nbsp;**$(10013060)** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp; **Value** |
| Senegal — (0.2)% | Senegal — (0.2)% | Senegal — (0.2)% | Senegal — (0.2)% |
| Senegal Government International Bonds, 7.75%, 6/10/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4896) | &nbsp;&nbsp;$(4003588) |
|  |  |  | &nbsp;&nbsp;**$(4003588)** |
| Total Sovereign Government Bonds<br> (proceeds $61,387,410) |  |  | &nbsp;&nbsp;**$(64142879)** |
| Total Securities Sold Short<br> (proceeds $130,461,164) |  |  | &nbsp;&nbsp;**$(135974881)** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — 7.5% | &nbsp;&nbsp;**$192259264** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$2575806224** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Principal amount is less than $500. |
| <sup>(2)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at July 31, 2025. |
| <sup>(3)</sup> | Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at July 31, 2025. |
| <sup>(4)</sup> | Variable rate security. The stated interest rate represents the rate in effect at July 31, 2025. |
| <sup>(5)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At July 31, 2025, the aggregate value of these securities is $145,587,518 or 5.7% of the Portfolio's net assets. |
| <sup>(6)</sup> | Non-income producing security. |
| <sup>(7)</sup> | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At July 31, 2025, the aggregate value of these securities is $348,938,627 or 13.5% of the Portfolio's net assets. |
| <sup>(8)</sup> | Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy and is non-income producing. For a variable rate security, interest rate has been adjusted to reflect non-accrual status. |
| <sup>(9)</sup> | Represents a payment-in-kind security which may pay interest in additional principal at the issuer's discretion. |
| <sup>(10)</sup> | Perpetual security with no stated maturity date but may be subject to calls by the issuer. |
| <sup>(11)</sup> | Security converts to variable rate after the indicated fixed-rate coupon period. |

---

<sup>(12)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(13)</sup> Quantity held represents principal in USD.

<sup>(14)</sup> 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.

<sup>(15)</sup> Restricted security.

<sup>(16)</sup> Limited recourse note whose payments by the issuer are limited to amounts received by the issuer from the borrower pursuant to a loan agreement with the borrower.

<sup>(17)</sup> Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

<sup>(18)</sup> Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any. At July 31, 2025, the total value of unfunded loan commitments is $34,587,700.

<sup>(19)</sup> 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.

<sup>(20)</sup> Step coupon security. Interest rate represents the rate in effect at July 31, 2025.

<sup>(21)</sup> Security (or a portion thereof) has been pledged for the benefit of the counterparty for reverse repurchase agreements.

<sup>(22)</sup> When-issued security.

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

<sup>(24)</sup> 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 July 31, 2025.

<sup>(25)</sup> 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.

<sup>(26)</sup> The stated interest rate represents the weighted average fixed interest rate at July 31, 2025 of all interest only securities comprising the trust.

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

<sup>(27)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of July 31, 2025. <br> <sup>(28)</sup> Open repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

<sup>(29)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Put USD vs. Call CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;21400000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;$107086 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;USD | &nbsp;&nbsp;24900000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;129281 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;18000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 87030 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1020000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5296 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8810000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 44085 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;15600000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 96408 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8400000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 51912 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 49592 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$570690** |

---

---

| | |
|:---|:---|
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| E-Mini S&P 500 Index Futures 12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | $&nbsp;&nbsp;21035025 | $&nbsp;&nbsp;&nbsp;5350.00 | &nbsp;&nbsp;12/19/25 | &nbsp;&nbsp;$165000 |
| E-Mini S&P 500 Index Futures 12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;20397600 | &nbsp;&nbsp;&nbsp;5400.00 | &nbsp;&nbsp;12/19/25 | &nbsp;&nbsp; 170400 |
| E-Mini S&P 500 Index Futures 12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp;68204475 | &nbsp;&nbsp;&nbsp;5450.00 | &nbsp;&nbsp;12/19/25 | &nbsp;&nbsp; 609900 |
| ICE Brent Crude Oil Futures 06/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp;27053690 | &nbsp;&nbsp; 60.00 | &nbsp;&nbsp; 4/27/26 | &nbsp;&nbsp;1212250 |
| iShares 20+ Year Treasury Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;13008008 | &nbsp;&nbsp; 80.00 | &nbsp;&nbsp; 1/16/26 | &nbsp;&nbsp; 153582 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$2311132** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1897000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;$(681882) |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1518000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; (546863) |
| Put USD vs. Call KRW | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; (49351) |
| Put USD vs. Call KRW | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;11600000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; (65181) |
| Put USD vs. Call KRW | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4050000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; (23514) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(1366791)** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 93000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 100106 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4482) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 141000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 151002 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6024) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 671000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 722058 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32127) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2320000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2492667 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107210) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2691000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2879492 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112567) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2784000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2979038 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116489) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2969000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3190758 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137990) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 4868000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5189544 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184197) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 5365000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5765222 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (248853) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 1625000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 402516 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16000) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 2438000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 602679 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22786) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 2438000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 604208 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24315) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 42847900000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 10616427 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (424800) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 609125 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 717091 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19931) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1140819 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1329511 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23812) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1499439 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1765211 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49062) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2985273 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3514406 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97679) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4118343 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4848311 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134753) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7420000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8647270 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154874) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 71000000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4291327 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5998 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 82000000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4958278 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4830 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 58029754000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3530435 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18143) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 78649000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4778770 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18484) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 86586618000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5261066 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20350) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 73510395000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4479610 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30341) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 80671000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4917464 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34795) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;116351000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7081619 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39393) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;104670000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6377651 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42425) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 82071470000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5052107 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84673) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;113325000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6976422 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117347) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 79000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 910784 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10180) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 79000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 911101 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10497) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 111700000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1291337 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17951) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 493812000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5694983 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65501) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 589818000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6801407 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77452) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 972000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11349439 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (268589) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 1039030000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 12138201 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (293206) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1464000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1062101 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10381) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1757000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1273160 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10952) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1756000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1272446 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10957) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1702740000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1235391 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12163) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 2049000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1485719 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13742) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 2981000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2173436 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31921) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 6059000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4392490 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39776) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 6059000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4393130 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(40416) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 2900000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2158260 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74935) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 27164900000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 19886457 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (371516) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 32000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1098222 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24694) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 42000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1439287 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30282) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 42000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1439559 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30554) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 65000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2232184 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51581) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 71000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2433882 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51992) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 78000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2673128 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56403) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 94000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3221605 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68117) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 141000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4837880 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107647) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 142000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4873361 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109581) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 361430000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 12297720 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172557) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8824705 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 8387000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201073 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7237916 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 6918000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124730 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3781605 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 3594000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86204 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2699916 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2566000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61518 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2214899 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2117000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38169 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1808975 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1729000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31192 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1157420 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1100000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26384 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 553469 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 529000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9544 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 355327 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 339000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6763 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 254635 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 242000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5807 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 252552 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 242000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3724 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 159936 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 152000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3647 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 211030 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 202000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3331 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1037049 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1006000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2666 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 109009 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 104000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2075 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 77863 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 74000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1776 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 101229 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 97000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1493 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 77227 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 74000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1139 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 64772 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 62000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1022 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 31308 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 30000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 30944200 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;125602507284 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068900 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 24108251 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 97614309721 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890110 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11624836 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 47494430973 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328005 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6910224 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 27977768588 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255546 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8856940 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 36241712000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236634 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 21367860 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 89055898270 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185387 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 27071014 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;113123000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164039 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10764935 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 44593743116 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158049 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5189251 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 21330417165 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115685 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2207298 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 8874000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96564 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 191475 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 815000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2378) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 191404 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 815000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2448) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 229645 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 980900000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3668) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1426443 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 6033000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8541) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12451648 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 52712558322 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86346) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10952259 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 46738000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164651) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 56362321 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 48363056 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009461 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 44000620 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 37755799 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788060 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 36544451 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 31357853 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654519 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 30593344 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 26251361 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547933 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 18903796 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 16220861 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338571 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11716236 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 9952224 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325639 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 14912595 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 12796114 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267088 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13825117 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11862977 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247611 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12968939 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11128313 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232276 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12827170 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11006664 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229737 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12709184 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 10905423 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227624 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9334856 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 8010000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167189 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8264755 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7091774 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148023 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7222565 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6197497 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129358 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6983325 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5992212 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125073 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4310605 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3661594 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119808 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6057287 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5197602 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108487 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4722745 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4052466 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84585 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4720877 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4050863 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84552 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3179132 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2727931 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56939 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2879748 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2471038 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51577 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 953984 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 810351 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26515 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 643440 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 552119 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11524 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 611186 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 524443 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10946 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 71649 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 61480 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1283 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13603725 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;222040000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164598 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12532631 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;204760000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139388 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8097936 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;131802000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120527 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8534042 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;139326767000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101191 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4533749 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 73799000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67012 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4047975 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 66067000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49223 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3339779 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 54405000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46878 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3352003 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 54664470000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43398 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6001658 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 514000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142032 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 238731 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 20532875 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4655 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11348877 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 15300397022 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357254 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3019443 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 4162000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29512 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3482690 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 12343000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51428 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5792624 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 21000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45219) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9606675 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 35000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(123064) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10432395 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 38000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131321) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10426670 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 38000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137046) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 23175576 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 83979018 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169965) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 17337528 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 970000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697602 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11835779 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 672000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307913 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6560411 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 367041892 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263968 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 603826 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 33398239 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30894 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 73168 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 4061101 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3501 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12520525 | &nbsp;&nbsp;&nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp; 361430000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395362 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1339525 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 75000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59201 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 535762 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 30000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23632 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 339571 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15222 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4632929 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 260000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194966 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3551515 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 200000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137697 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3379580 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 190000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136453 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3546414 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 200000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132596 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3544717 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 200000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130899 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3028683 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 170000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126938 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3027605 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 170000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125859 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3003019 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 169100000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116636 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2350033 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 131200000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110569 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1996791 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 112000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85053 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1790671 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83762 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1781578 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74670 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1773710 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66801 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1773458 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66550 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1496577 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 84000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62773 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1073146 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 59800000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52415 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1203556 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 67700000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47978 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9721758** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp; 3052674 | &nbsp;&nbsp;RSD | &nbsp;&nbsp; 357926041 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(2809) |
| KZT | &nbsp;&nbsp; 562081183 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1040486 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2084) |
| EUR | &nbsp;&nbsp; 1593430 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1864887 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45987) |
| EUR | &nbsp;&nbsp; 3052674 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3503260 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18632) |
| EUR | &nbsp;&nbsp; 178505 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 207025 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3262) |
| EUR | &nbsp;&nbsp; 477883 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 554462 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8959) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp; 723015 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 846536 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(21214) |
| EUR | &nbsp;&nbsp; 1074599 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1260608 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33953) |
| EUR | &nbsp;&nbsp; 1388729 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1630186 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44952) |
| EUR | &nbsp;&nbsp; 3441739 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3994784 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (66039) |
| KZT | &nbsp;&nbsp; 903834511 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1722738 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (53460) |
| KZT | &nbsp;&nbsp; 940543560 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1793561 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (56486) |
| USD | &nbsp;&nbsp; 2917624 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2490227 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 75030 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2823894 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2412577 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 69937 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2063813 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1762286 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 52163 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 44494091 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 815059 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 96895 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 126014546 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2309228 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 271914 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 952577000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1814432 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57184) |
| KZT | &nbsp;&nbsp; 204782217 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 385081 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7313) |
| USD | &nbsp;&nbsp; 449745 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 6192986 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (137922) |
| USD | &nbsp;&nbsp; 4758924 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;2525084911 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 102180 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 715402262 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1366575 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;8/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47620) |
| USD | &nbsp;&nbsp; 6083123 | &nbsp;&nbsp;RUB | &nbsp;&nbsp; 483000000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 114979 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 496960 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 6212000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;8/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (90745) |
| ARS | &nbsp;&nbsp; 4724763000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3963727 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (585633) |
| USD | &nbsp;&nbsp; 1689843 | &nbsp;&nbsp;ARS | &nbsp;&nbsp;2362400000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 782 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1677815 | &nbsp;&nbsp;ARS | &nbsp;&nbsp;2362363000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11219) |
| UZS | &nbsp;&nbsp; 8779301000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 618261 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 68516 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 8779301000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 618261 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 68516 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 4505975 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5303809 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (151356) |
| ISK | &nbsp;&nbsp; 460227000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3149220 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 83826 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 615587511 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4207707 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 116666 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 8794758000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 618261 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 68678 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 671284224 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4586841 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 128226 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 278678 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 3065485 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9996) |
| KZT | &nbsp;&nbsp; 1113818048 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2093643 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54789) |
| UZS | &nbsp;&nbsp; 4050152000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 284221 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 31872 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1199779516 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2268615 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;9/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (72987) |
| UYU | &nbsp;&nbsp; 83200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2041718 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 21383 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 6281170 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 914349861 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (128520) |
| ISK | &nbsp;&nbsp; 118325271 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 812841 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16632 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3548306 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;1924601178 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 29019 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 12500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1284469 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4101) |
| SEK | &nbsp;&nbsp; 89370964 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9347161 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (192943) |
| EUR | &nbsp;&nbsp; 95499 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 13924754 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2069) |
| ISK | &nbsp;&nbsp; 2414338330 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 16558112 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 358758 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1278258794 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2422111 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (87173) |
| USD | &nbsp;&nbsp; 1301145 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 56456989 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (37858) |
| USD | &nbsp;&nbsp; 9737160 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 423268000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (301577) |
| AUD | &nbsp;&nbsp; 36280000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 23682713 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (348663) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| AUD | &nbsp;&nbsp; 36440000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 23787157 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(350200) |
| AUD | &nbsp;&nbsp; 2800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1801348 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (484) |
| AUD | &nbsp;&nbsp; 2800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1801348 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (484) |
| CNH | &nbsp;&nbsp; 36000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5038996 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29484) |
| CNH | &nbsp;&nbsp; 19173000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2690819 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22836) |
| CNH | &nbsp;&nbsp; 56920000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7983730 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (63134) |
| CNH | &nbsp;&nbsp; 57000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7996409 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (64681) |
| CNH | &nbsp;&nbsp; 28935792 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4058925 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (32419) |
| CNH | &nbsp;&nbsp; 28590000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4011832 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33444) |
| EUR | &nbsp;&nbsp; 925072 | &nbsp;&nbsp;NOK | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5492) |
| EUR | &nbsp;&nbsp; 2539401 | &nbsp;&nbsp;NOK | &nbsp;&nbsp; 30200000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15470) |
| EUR | &nbsp;&nbsp; 1431023 | &nbsp;&nbsp;NOK | &nbsp;&nbsp; 17000000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6925) |
| EUR | &nbsp;&nbsp; 10140545 | &nbsp;&nbsp;NOK | &nbsp;&nbsp; 121170000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (117204) |
| EUR | &nbsp;&nbsp; 925465 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7364) |
| EUR | &nbsp;&nbsp; 17810469 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 77000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (147193) |
| EUR | &nbsp;&nbsp; 28583740 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 123006122 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (84250) |
| EUR | &nbsp;&nbsp; 5082773 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 25981103 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9825) |
| JPY | &nbsp;&nbsp; 2617003322 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 18481375 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1042065) |
| JPY | &nbsp;&nbsp; 101000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 713367 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40318) |
| JPY | &nbsp;&nbsp; 402000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2793649 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (114783) |
| MXN | &nbsp;&nbsp; 132800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6962138 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 44193 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 14500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 777468 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12470) |
| MXN | &nbsp;&nbsp; 94000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4918632 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 40669 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 3900000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 202657 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3101 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NOK | &nbsp;&nbsp; 76370000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6581977 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (144368) |
| NOK | &nbsp;&nbsp; 41000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3533362 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (77233) |
| NOK | &nbsp;&nbsp; 62000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 5331223 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (103160) |
| NZD | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 355596 | &nbsp;&nbsp;Australia and New Zealand Banking Group Limited | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1583) |
| NZD | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2098591 | &nbsp;&nbsp;Australia and New Zealand Banking Group Limited | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33513) |
| NZD | &nbsp;&nbsp; 16000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9696173 | &nbsp;&nbsp;Australia and New Zealand Banking Group Limited | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (255816) |
| SEK | &nbsp;&nbsp; 54880000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 5008381 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (110178) |
| SEK | &nbsp;&nbsp; 19000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1701450 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (946) |
| SEK | &nbsp;&nbsp; 22500000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2016097 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2519) |
| SEK | &nbsp;&nbsp; 52000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4746485 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (105465) |
| SEK | &nbsp;&nbsp; 62000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 5661643 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (128462) |
| SEK | &nbsp;&nbsp; 31600000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2832164 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4302) |
| SEK | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 805540 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 8480771 | &nbsp;&nbsp;BHD | &nbsp;&nbsp; 3202848 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9344) |
| USD | &nbsp;&nbsp; 9435977 | &nbsp;&nbsp;BHD | &nbsp;&nbsp; 3563591 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10396) |
| USD | &nbsp;&nbsp; 12091468 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 86218792 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 93854 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 19704433 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 140400000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 167335 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1522162 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 1150000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2764 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 9295677 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 6898121 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$181768 | &nbsp;&nbsp;$— |
| USD | &nbsp;&nbsp; 9028413 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 6701879 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 173782 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10522502 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;1484100000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 632687 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10696494 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;1580000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 167616 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1635633 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 231107740 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 95566 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5043600 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 745000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 79034 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1357093 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 192167417 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 76519 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 11167109 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;1588300980 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 582915 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5390876 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 795003322 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 93096 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 9908299 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;5259325249 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 303854 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1995720 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 38367000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28466) |
| USD | &nbsp;&nbsp; 16217378 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 309340000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (102943) |
| USD | &nbsp;&nbsp; 1583313 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 30643000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33366) |
| USD | &nbsp;&nbsp; 4719599 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 91000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (81427) |
| USD | &nbsp;&nbsp; 4010255 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 76640000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33158) |
| USD | &nbsp;&nbsp; 3295513 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 61526201 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 49482 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2307359 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 43077662 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 34645 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 12756954 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 241300000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 26323 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2318410 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55723) |
| USD | &nbsp;&nbsp; 12713375 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 244659997 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (194525) |
| USD | &nbsp;&nbsp; 8989816 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 173000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (137408) |
| USD | &nbsp;&nbsp; 8765482 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 169761959 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (190908) |
| USD | &nbsp;&nbsp; 10721835 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 18000000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 101434 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4765260 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 45082 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2382630 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 22541 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 26681891 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 44030686 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 702805 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 11301602 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 18650000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 297686 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 6566956 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 10836848 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 172975 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 127926 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 211104 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3370 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2832137 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 4800000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 15537496 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 26000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 196916 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7171152 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 12000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 90884 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4183172 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 53016 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 365217 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 610000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5303 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4387296 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 16480000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2019) |
| USD | &nbsp;&nbsp; 16586887 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 538000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 67082 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2072552 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 66400000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 33676 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 6875331 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 222900000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30972 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1119980 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 25383 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24712421 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 443069000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 463308 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 15820799 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 284172014 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 268099 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10932822 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 195000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 260495 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10032829 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 180073322 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 177437 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 9953992 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 179096910 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 152039 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 2361399 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 42840000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$16771 | &nbsp;&nbsp;$— |
| USD | &nbsp;&nbsp; 25051201 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 445231018 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 683761 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UYU | &nbsp;&nbsp; 167000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4139812 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2452) |
| KZT | &nbsp;&nbsp; 421222445 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 761649 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6566 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1666300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3111696 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (72739) |
| TRY | &nbsp;&nbsp; 165565780 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3672332 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 235020 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3626823 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 165565780 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (280530) |
| ISK | &nbsp;&nbsp; 1059667320 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7334861 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 69891 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;17651077630 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1306133 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 66735 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 184953500 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4029520 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 321049 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2001246 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 90883294 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136557) |
| USD | &nbsp;&nbsp; 2071969 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 94070206 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (140798) |
| USD | &nbsp;&nbsp; 16113370 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 97900000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1120109) |
| USD | &nbsp;&nbsp; 16005624 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 97900000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1227855) |
| USD | &nbsp;&nbsp; 15537816 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 94400000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;10/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1075724) |
| USD | &nbsp;&nbsp; 14517640 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 93000000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;10/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1849512) |
| USD | &nbsp;&nbsp; 916787 | &nbsp;&nbsp;NGN | &nbsp;&nbsp;1792318000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;10/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (220741) |
| NGN | &nbsp;&nbsp; 215900000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 113632 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 23273 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 133272 | &nbsp;&nbsp;NGN | &nbsp;&nbsp; 215900000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;10/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3633) |
| UYU | &nbsp;&nbsp; 92200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2254279 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;10/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 24292 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 889798 | &nbsp;&nbsp;NGN | &nbsp;&nbsp;1727142000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (204926) |
| EGP | &nbsp;&nbsp; 614910000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10769002 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1431075 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1327359 | &nbsp;&nbsp;NGN | &nbsp;&nbsp;2601623022 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (318041) |
| MXN | &nbsp;&nbsp; 51418000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2411624 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 290434 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 75681000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3661393 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 315706 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3661664 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 75681100 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (315440) |
| USD | &nbsp;&nbsp; 2411161 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 51418000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (290898) |
| USD | &nbsp;&nbsp; 18581335 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 7154000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1814) |
| HKD | &nbsp;&nbsp; 23300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3017670 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22967) |
| HKD | &nbsp;&nbsp; 132190000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 17121948 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (131830) |
| USD | &nbsp;&nbsp; 3008856 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 23300000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14153 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 16324650 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 126400000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 78709 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 747762 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 5790000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3585 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 16071181 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 92840000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;1/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 96796 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 14258443 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 82160000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 121697 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 295575 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 4238543 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61065) |
| USD | &nbsp;&nbsp; 10183541 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 3113948 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10019) |
| USD | &nbsp;&nbsp; 10086564 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 3084496 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10584) |
| USD | &nbsp;&nbsp; 15129845 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 4633552 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38163) |
| USD | &nbsp;&nbsp; 137171 | &nbsp;&nbsp;NGN | &nbsp;&nbsp; 238404000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4162) |
| NGN | &nbsp;&nbsp; 274343000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 144772 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17765 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 739075 | &nbsp;&nbsp;NGN | &nbsp;&nbsp;1280817000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19758) |
| TRY | &nbsp;&nbsp; 177847351 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3472185 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 126218 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3354001 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 177847351 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (244401) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| UZS | &nbsp;&nbsp;11412500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 711059 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;$142978 | &nbsp;&nbsp;$— |
| TRY | &nbsp;&nbsp; 214771711 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4029520 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 305593 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 751072 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 40257809 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61521) |
| USD | &nbsp;&nbsp; 3223565 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 174513902 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (298955) |
| EUR | &nbsp;&nbsp; 1356959 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 7457167 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (72244) |
| RON | &nbsp;&nbsp; 7457167 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1394906 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 28165 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 6387596000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 396745 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 61932 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 3518712735 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 218554 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33997 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 632592 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 91126520 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1624) |
| USD | &nbsp;&nbsp; 4993351 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 1508004 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50019 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 2119371000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 118170 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 21025 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 2223163000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 124352 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 21134 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$12404069** | &nbsp;&nbsp;**$(14974320)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Strike<br> Volatility Rate** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date<sup>(1)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000s omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD vs. INR, 6 month term | &nbsp;&nbsp;&nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;4.69% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;$11298 | &nbsp;&nbsp;&nbsp;&nbsp;$(1254) |
| USD vs. INR, 6 month term | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.80 | &nbsp;&nbsp;&nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8191) |
| USD vs. INR, 6 month term | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.58 | &nbsp;&nbsp;&nbsp;&nbsp;10/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6181 |
| USD vs. INR, 6 month term | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;4.60 | &nbsp;&nbsp;&nbsp;&nbsp;10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1976 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(1288)** |

---

<sup>(1)</sup> At the expiration date, the Portfolio will purchase from the counterparty an option straddle expiring in 6 months with a strike rate to be determined on this date.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Equity Futures** |  |  |  |  |  |
| Euro Stoxx Bank | &nbsp;&nbsp;&nbsp;&nbsp;(1247) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;$(15636045) | &nbsp;&nbsp;&nbsp;&nbsp;$(1210326) |
| STOXX Europe 600 Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(439) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13696973) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47504 |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54420625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58406 |
| 30 Day Federal Funds | &nbsp;&nbsp;&nbsp;&nbsp;(1146) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(456884673) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255641 |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(220) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29442262) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188070 |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(370) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54765021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356941 |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2143264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64272 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts (continued)** | **Futures Contracts (continued)** | **Futures Contracts (continued)** | **Futures Contracts (continued)** | **Futures Contracts (continued)** | **Futures Contracts (continued)** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures (continued)** |  |  |  |  |  |
| Euro-Schatz | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;$(2809804) | &nbsp;&nbsp;&nbsp;&nbsp;$9580 |
| Japan 10-Year Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64072281) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273873 |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (827938) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 753 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(600) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64903125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (286520) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3654000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109719) |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10290109) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (186660) |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3754000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25249) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(563434)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41680 | Pays | 1-day CAD CORRA<br> (pays semi-annually) | 2.65%<br> (pays semi-annually) | 9/17/27 | $(10258) | $— | $(10258) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43000 | Pays | 1-day CAD CORRA<br> (pays semi-annually) | 2.65%<br> (pays semi-annually) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(5794) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5794) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | Pays | 1-day CAD CORRA<br> (pays semi-annually) | 2.66%<br> (pays semi-annually) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(1678) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1678) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43000 | Pays | 1-day CAD CORRA<br> (pays semi-annually) | 2.67%<br> (pays semi-annually) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;1388 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1388 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | Receives | 1-day CAD CORRA<br> (pays semi-annually) | 3.21%<br> (pays semi-annually) | 9/17/35 | (24216) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24216) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | Receives | 1-day CAD CORRA<br> (pays semi-annually) | 3.22%<br> (pays semi-annually) | 9/17/35 | (31231) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31231) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | Receives | 1-day CAD CORRA<br> (pays semi-annually) | 3.23%<br> (pays semi-annually) | 9/17/35 | (34012) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34012) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | Receives | 1-day CAD CORRA<br> (pays semi-annually) | 3.25%<br> (pays semi-annually) | 9/17/35 | (47304) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47304) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;8374000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.24%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;5596 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5596 |
| COP | 33705000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.25%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;20366 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20366 |
| COP | 27520000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.26%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;13984 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13984 |
| COP | 20786000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.28%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8565 |
| COP | 82408000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.29%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;26035 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26035 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | 35251000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.29%<br> (pays quarterly) | 6/18/28 | $10685 | $— | $10685 |
| COP | 41871000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.36%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(5550) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5550) |
| COP | 41562611 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.37%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(8171) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8171) |
| COP | 21076000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.42%<br> (pays quarterly) | 6/18/28 | (10220) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10220) |
| COP | 49430000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.52%<br> (pays quarterly) | 6/18/28 | (55638) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55638) |
| COP | 108803000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.50%<br> (pays quarterly) | 9/17/29 | (11154) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11154) |
| COP | 31529000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.53%<br> (pays quarterly) | 9/17/29 | (11336) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11336) |
| COP | 33596000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.65%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(3363) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3363) |
| COP | 27912000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.68%<br> (pays quarterly) | 9/17/30 | (10873) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10873) |
| COP | 57890000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.69%<br> (pays quarterly) | 9/17/30 | (30371) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30371) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | Receives | 1-day Euro Short-Term Rate<br> (pays annually) | 2.60%<br> (pays annually) | 1/24/28 | (41634) | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp; (41613) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.03%<br> (pays annually) | 10/10/29 | 186161 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 186161 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.17%<br> (pays annually) | 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;70730 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 70730 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.01%<br> (pays annually) | 10/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;89833 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 89833 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.26%<br> (pays annually) | 10/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;30386 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30386 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.31%<br> (pays annually) | 10/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;64580 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64580 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.20%<br> (pays annually) | 10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;57323 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 57323 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18925 | Pays | 1-day GBP SONIA<br> (pays annually) | 3.81%<br> (pays annually) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;76141 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76141 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9290 | Pays | 1-day GBP SONIA<br> (pays annually) | 3.83%<br> (pays annually) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;49011 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49011 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9285 | Pays | 1-day GBP SONIA<br> (pays annually) | 3.84%<br> (pays annually) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;53306 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 53306 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13345 | Pays | 1-day GBP SONIA<br> (pays annually) | 3.76%<br> (pays annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;22289 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22289 |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13345 | Pays | 1-day GBP SONIA<br> (pays annually) | 3.77%<br> (pays annually) | 9/17/30 | $26149 | $— | $26149 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951300 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.66%<br> (pays semi-annually) | 9/17/30 | (24483) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24483) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.67%<br> (pays semi-annually) | 9/17/30 | (22559) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22559) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;1452000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.67%<br> (pays semi-annually) | 9/17/30 | (31096) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31096) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 9/17/30 | (18294) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18294) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 9/17/30 | (16118) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16118) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;1161000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 9/17/30 | (18173) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18173) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.69%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(9453) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9453) |
| KRW | 23234000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.32%<br> (pays quarterly) | 6/18/27 | (29457) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29457) |
| KRW | 30205000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 6/18/27 | (35257) | &nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp; (32517) |
| KRW | 32714000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.34%<br> (pays quarterly) | 6/18/27 | (34499) | &nbsp;&nbsp;&nbsp;5803 | &nbsp;&nbsp;&nbsp;&nbsp; (28696) |
| KRW | 48862000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.34%<br> (pays quarterly) | 6/18/27 | (49696) | &nbsp;&nbsp;&nbsp;&nbsp; (259) | &nbsp;&nbsp;&nbsp;&nbsp; (49955) |
| KRW | 32187000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 9/17/27 | (24948) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24948) |
| KRW | 54597000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 9/17/27 | (40397) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40397) |
| KRW | 22802000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 9/17/27 | (15104) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15104) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;2025000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.63%<br> (pays quarterly) | 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 128 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;3652000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.69%<br> (pays quarterly) | 3/19/35 | (12712) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12712) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;7485000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.69%<br> (pays quarterly) | 3/19/35 | (28465) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28465) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;2985000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.70%<br> (pays quarterly) | 3/19/35 | (13275) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13275) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;2853000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.79%<br> (pays quarterly) | 3/19/35 | (29602) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29602) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;3788000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.79%<br> (pays quarterly) | 3/19/35 | $(39425) | $— | $(39425) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;7577000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.81%<br> (pays quarterly) | 3/19/35 | (84963) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (84963) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;6995000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.65%<br> (pays quarterly) | 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (71) |
| KRW | 11900000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.65%<br> (pays quarterly) | 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;(2046) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2046) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;5874000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.65%<br> (pays quarterly) | 9/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (181) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13120 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 9.13%<br> (pays monthly) | 11/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;35015 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 35015 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16680 | Receives | 3-month NZD Bank Bill<br> (pays quarterly) | 4.20%<br> (pays semi-annually) | 6/18/35 | (143726) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(143726) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | Receives | 3-month NZD Bank Bill<br> (pays quarterly) | 4.21%<br> (pays semi-annually) | 6/18/35 | (25999) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25999) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20520 | Receives | 3-month NZD Bank Bill<br> (pays quarterly) | 4.25%<br> (pays semi-annually) | 6/18/35 | (223414) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(223414) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11653 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.27%<br> (pays annually) | 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;76920 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76920 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45541 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.31%<br> (pays annually) | 6/18/35 | 256966 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 256966 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60296 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.34%<br> (pays annually) | 6/18/35 | 307311 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 307311 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391100 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.49%<br> (pays quarterly) | 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;27132 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27132 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485375 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.49%<br> (pays quarterly) | 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;32803 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 32803 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876475 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.54%<br> (pays quarterly) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;11632 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11632 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.90%<br> (pays quarterly) | 9/18/29 | (179700) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(179700) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171800 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.62%<br> (pays quarterly) | 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;(2768) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2768) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200691 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.63%<br> (pays quarterly) | 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;(6042) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6042) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177400 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.91%<br> (pays quarterly) | 3/19/30 | (86493) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (86493) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162600 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.91%<br> (pays quarterly) | 3/19/30 | (79809) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (79809) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153100 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.55%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;18302 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18302 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198850 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.58%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;15233 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15233 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187400 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.78%<br> (pays quarterly) | 6/18/30 | (50663) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (50663) |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101400 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.79%<br> (pays quarterly) | 6/18/30 | $(29503) | $— | $(29503) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.79%<br> (pays quarterly) | 6/18/30 | (39794) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39794) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351950 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.60%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;15692 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15692 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443600 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.64%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(9556) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9556) |
| **Total** |  |  |  |  |  | **$(190882)** | **$8305** | **$(182577)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** |  |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| China | &nbsp;&nbsp;$75500 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;$(2061199) | &nbsp;&nbsp;$1667184 | &nbsp;&nbsp;$(394015) |
| Indonesia | &nbsp;&nbsp;&nbsp;104000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;(1390577) | &nbsp;&nbsp;&nbsp;&nbsp; 390321 | &nbsp;&nbsp;&nbsp;&nbsp;(1000256) |
| Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;24670 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (676613) | &nbsp;&nbsp;&nbsp;&nbsp; 463962 | &nbsp;&nbsp;&nbsp;&nbsp; (212651) |
| Markit CDX Emerging Markets Index (CDX.EM.43.V1) | &nbsp;&nbsp;&nbsp;&nbsp;32074 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 701853 | &nbsp;&nbsp;&nbsp;&nbsp;(1181394) | &nbsp;&nbsp;&nbsp;&nbsp; (479541) |
| Markit CDX North America High Yield Index (CDX.NA.HY.44.V1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (139641) | &nbsp;&nbsp;&nbsp;&nbsp; 79839 | &nbsp;&nbsp;&nbsp;&nbsp; (59802) |
| Poland | &nbsp;&nbsp;&nbsp;&nbsp;19300 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; (347181) | &nbsp;&nbsp;&nbsp;&nbsp; 172733 | &nbsp;&nbsp;&nbsp;&nbsp; (174448) |
| Poland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (133054) | &nbsp;&nbsp;&nbsp;&nbsp; 93268 | &nbsp;&nbsp;&nbsp;&nbsp; (39786) |
| Qatar | &nbsp;&nbsp;&nbsp;&nbsp;46882 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;(1527070) | &nbsp;&nbsp;&nbsp;&nbsp; 1270252 | &nbsp;&nbsp;&nbsp;&nbsp; (256818) |
| Saudi Arabia | &nbsp;&nbsp;&nbsp;112100 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;(2068388) | &nbsp;&nbsp;&nbsp;&nbsp; 1194453 | &nbsp;&nbsp;&nbsp;&nbsp; (873935) |
| South Africa | &nbsp;&nbsp;&nbsp;&nbsp;58103 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2090488 | &nbsp;&nbsp;&nbsp;&nbsp;(2919147) | &nbsp;&nbsp;&nbsp;&nbsp; (828659) |
| South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9666 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 567450 | &nbsp;&nbsp;&nbsp;&nbsp; (867537) | &nbsp;&nbsp;&nbsp;&nbsp; (300087) |
| Turkey | &nbsp;&nbsp;&nbsp;&nbsp;54214 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3954423 | &nbsp;&nbsp;&nbsp;&nbsp;(4737706) | &nbsp;&nbsp;&nbsp;&nbsp; (783283) |
| **Total** |  |  | &nbsp;&nbsp;**$(1029509)** | &nbsp;&nbsp;**$(4373772)** | &nbsp;&nbsp;**$(5403281)** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount\*\*<br> (000's omitted)** | &nbsp;&nbsp;**Contract Annual<br> Fixed Rate\*** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| India | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;$2000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.62% | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;$36505 | &nbsp;&nbsp;$(17466) | &nbsp;&nbsp;$19039 |
| India | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.62 | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 91262 | &nbsp;&nbsp;&nbsp;&nbsp; (48070) | &nbsp;&nbsp;&nbsp;&nbsp; 43192 |
| Panama | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 43800 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.68 | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;(1251371) | &nbsp;&nbsp;&nbsp;&nbsp;1897003 | &nbsp;&nbsp;&nbsp;&nbsp; 645632 |
| Panama | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.75 | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (315459) | &nbsp;&nbsp;&nbsp;&nbsp; 387746 | &nbsp;&nbsp;&nbsp;&nbsp; 72287 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 2469 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.44 | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (44456) | &nbsp;&nbsp;&nbsp;&nbsp; 51351 | &nbsp;&nbsp;&nbsp;&nbsp; 6895 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 3075 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.55 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (81312) | &nbsp;&nbsp;&nbsp;&nbsp; 96594 | &nbsp;&nbsp;&nbsp;&nbsp; 15282 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 14345 | &nbsp;&nbsp;4.00%<br> (pays monthly) | &nbsp;&nbsp;3.54 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 117344 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 117344 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 14022 | &nbsp;&nbsp;4.20%<br> (pays monthly) | &nbsp;&nbsp;3.54 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 129970 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 129970 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1146 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.20 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (10552) | &nbsp;&nbsp;&nbsp;&nbsp; 12500 | &nbsp;&nbsp;&nbsp;&nbsp; 1948 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.20 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (18527) | &nbsp;&nbsp;&nbsp;&nbsp; 20951 | &nbsp;&nbsp;&nbsp;&nbsp; 2424 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 2512 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.20 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (23130) | &nbsp;&nbsp;&nbsp;&nbsp; 85268 | &nbsp;&nbsp;&nbsp;&nbsp; 62138 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1146 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.55 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (28270) | &nbsp;&nbsp;&nbsp;&nbsp; 29607 | &nbsp;&nbsp;&nbsp;&nbsp; 1337 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1146 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.55 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (30335) | &nbsp;&nbsp;&nbsp;&nbsp; 30673 | &nbsp;&nbsp;&nbsp;&nbsp; 338 |
| Thailand | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.41 | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 137228 | &nbsp;&nbsp;&nbsp;&nbsp; (115323) | &nbsp;&nbsp;&nbsp;&nbsp; 21905 |
| Thailand | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.41 | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 109783 | &nbsp;&nbsp;&nbsp;&nbsp; (90448) | &nbsp;&nbsp;&nbsp;&nbsp; 19335 |
| Thailand | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 3670 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.41 | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100726 | &nbsp;&nbsp;&nbsp;&nbsp; (89317) | &nbsp;&nbsp;&nbsp;&nbsp; 11409 |
| Thailand | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.41 | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 247011 | &nbsp;&nbsp;&nbsp;&nbsp; (186737) | &nbsp;&nbsp;&nbsp;&nbsp; 60274 |
| **Total** |  | &nbsp;&nbsp;**$124331** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(833583)** | &nbsp;&nbsp;**$2064332** | &nbsp;&nbsp;**$1230749** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Saudi Arabia | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;$14533 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/31 | &nbsp;&nbsp;$(237507) | &nbsp;&nbsp;$(157578) | &nbsp;&nbsp;$(395085) |
| Saudi Arabia | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;28800 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; (50035) | &nbsp;&nbsp;&nbsp;&nbsp;(299272) | &nbsp;&nbsp;&nbsp;&nbsp;(349307) |
| **Total** |  |  |  | &nbsp;&nbsp;**$(287542)** | &nbsp;&nbsp;**$(456850)** | &nbsp;&nbsp;**$(744392)** |

---

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

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

\*\* If the Portfolio is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Portfolio could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At July 31, 2025, such maximum potential amount for all open credit default swaps in which the Portfolio is the seller was $124,331,000.

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

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;Excess Return on USD - SOFR Compounded Index minus 0.45% plus Negative Return on J.P. Morgan EMBI Global Diversified Index (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Positive Return on J.P. Morgan EMBI Global Diversified Index (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;8/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;$(84019) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(84019)** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | – American Depositary Receipt |
| CMT | – Constant Maturity Treasury |
| COF | – Cost of Funds 11th District |
| CORRA | – Canadian Overnight Repo Rate Average |
| EURIBOR | – Euro Interbank Offered Rate |
| FBIL | – Financial Benchmarks India Ltd. |
| GDP | – Gross Domestic Product |
| GDR | – Global Depositary Receipt |

---

---

| | |
|:---|:---|
| MIBOR | – Mumbai Interbank Offered Rate |
| OTC | – Over-the-counter |
| PFC Shares | – Preference Shares |
| PIK | – Payment In Kind |
| SOFR | – Secured Overnight Financing Rate |
| SONIA | – Sterling Overnight Interbank Average |
| TAIBOR | – Taipei Interbank Offered Rate |
| WIBOR | – Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| ALL | – Albanian Lek |
| AMD | – Armenian Dram |
| ARS | – Argentine Peso |
| AUD | – Australian Dollar |
| BHD | – Bahraini Dinar |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| CLP | – Chilean Peso |
| CNH | – Yuan Renminbi Offshore |
| COP | – Colombian Peso |
| DOP | – Dominican Peso |
| EGP | – Egyptian Pound |
| EUR | – Euro |

---

---

| | |
|:---|:---|
| GBP | – British Pound Sterling |
| GHS | – Ghanaian Cedi |
| HKD | – Hong Kong Dollar |
| IDR | – Indonesian Rupiah |
| INR | – Indian Rupee |
| ISK | – Icelandic Krona |
| JPY | – Japanese Yen |
| KRW | – South Korean Won |
| KWD | – Kuwaiti Dinar |
| KZT | – Kazakhstani Tenge |
| LKR | – Sri Lankan Rupee |
| MXN | – Mexican Peso |
| NGN | – Nigerian Naira |

---

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Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

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---

| | |
|:---|:---|
| NOK | – Norwegian Krone |
| NZD | – New Zealand Dollar |
| OMR | – Omani Rial |
| PEN | – Peruvian Sol |
| PHP | – Philippine Peso |
| PLN | – Polish Zloty |
| PYG | – Paraguayan Guarani |
| RON | – Romanian Leu |
| RSD | – Serbian Dinar |
| RUB | – Russian Ruble |

---

---

| | |
|:---|:---|
| SAR | – Saudi Riyal |
| SEK | – Swedish Krona |
| THB | – Thai Baht |
| TRY | – Turkish Lira |
| TWD | – New Taiwan Dollar |
| UGX | – Ugandan Shilling |
| USD | – United States Dollar |
| UYU | – Uruguayan Peso |
| UZS | – Uzbekistani Som |
| ZAR | – South African Rand |

---

Basis for Consolidation

The Portfolio seeks to gain exposure to the commodity markets, in whole or in part, through investments in Eaton Vance GMP 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 Portfolio may invest up to 25% of its total assets in the Subsidiary. The net assets of the Subsidiary at July 31, 2025 were $18,807,586 or 0.7% of the Portfolio's consolidated net assets. The Consolidated Portfolio of Investments includes positions of the Portfolio and the Subsidiary.

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

Commodity Risk: The Portfolio invested in commodities-linked derivative instruments, including commodity futures contracts and options thereon and total return swap contracts based on commodity indices, 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 entered 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 entered into equity index futures contracts and options thereon and total return swaps to enhance total return and/or to manage certain investment risks.

Foreign Exchange Risk: The Portfolio engaged in forward foreign currency exchange contracts, currency options and forward volatility agreements 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 utilized various interest rate derivatives including interest rate futures contracts and options thereon, interest rate swaps and swaptions, inflation swaps and total return swaps to enhance total return, to seek to hedge against fluctuations in interest rates and/or to change the effective duration of its portfolio.

At July 31, 2025, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

Reverse Repurchase Agreements

Reverse repurchase agreements outstanding as of July 31, 2025 were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Trade<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Interest<br> Rate Paid<br> (Received)** |  | **Principal<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value<br> Including<br> Accrued<br> Interest** |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;6/6/25 &nbsp;&nbsp;&nbsp;&nbsp;On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.40% | &nbsp;&nbsp;&nbsp;&nbsp;NZD | 5951056 | &nbsp;&nbsp;&nbsp;&nbsp;$3522748 |
| **Total** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3522748** |

---

<sup>(1)</sup> Open reverse repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

At July 31, 2025, the remaining contractual maturity of all open reverse repurchase agreements was overnight and continuous. At July 31, 2025, the underlying collateral for all open reverse repurchase agreements was comprised of Sovereign Government Bonds having an aggregate market value of $3,548,782.

------

Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

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Based on the short-term nature of the borrowings under the reverse repurchase agreements, the carrying value of the payable for reverse repurchase agreements approximated its fair value at July 31, 2025. If measured at fair value, borrowings under the reverse repurchase agreements would have been considered as Level 2 in the fair value hierarchy at July 31, 2025.

Restricted Securities

At July 31, 2025, the Portfolio owned the following securities (representing 0.4% 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' valuation designee.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Date(s) of<br> Acquisition** | &nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| **Insurance Linked Securities** |  |  |  |  |
| Mt. Logan Re Ltd., Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;12/30/20 | &nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp;$4400000 | &nbsp;&nbsp;&nbsp;&nbsp;$4529619 |
| PartnerRe ILS Fund SAC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;5700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6744810 |
| **Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10100000** | &nbsp;&nbsp;&nbsp;&nbsp;**$11274429** |

---

Affiliated Investments

At July 31, 2025, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $264,775,116, which represents 10.3% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended July 31, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $128853494 | $1415711679 | $(1279790057) | $— | $— | $264775116 | $8023544 | 264775116 |

---

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

Fair Value Measurements

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

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

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

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

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

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Global Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

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At July 31, 2025, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at fair value, were as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$28420509 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$28420509 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 19528688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99,071,025\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118599713 |
| Convertible Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223145 |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106128070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106128070 |
| Insurance Linked Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15669777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15669777 |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4941123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4941123 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5770139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5770139 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326431482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326431482 |
| Sovereign Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51593914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51593914 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3688008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3688008 |
| U.S. Government Guaranteed Small Business Administration Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2790836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2790836 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;264775116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264775116 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103266881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103266881 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38276885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38276885 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447431212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447431212 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570690 |
| Purchased Put Options | &nbsp;&nbsp;&nbsp;&nbsp; 2157550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2311132 |
| **Total Investments** | &nbsp;&nbsp;**$286461354** | &nbsp;&nbsp;&nbsp;&nbsp;**$2213816378** | &nbsp;&nbsp;&nbsp;&nbsp;**$20610900** | &nbsp;&nbsp;&nbsp;&nbsp;**$2520888632** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$27387919 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$27387919 |
| Forward Volatility Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8157 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 1255040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1255040 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9893705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9893705 |
| **Total** | &nbsp;&nbsp;**$287716394** | &nbsp;&nbsp;&nbsp;&nbsp;**$2251106159** | &nbsp;&nbsp;&nbsp;&nbsp;**$20610900** | &nbsp;&nbsp;&nbsp;&nbsp;**$2559433453** |
| **Liability Description** |  |  |  |  |
| Securities Sold Short | &nbsp;&nbsp;$(50492166) | &nbsp;&nbsp;&nbsp;&nbsp;$(85482715) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(135974881) |
| Written Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1366791) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1366791) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20236412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20236412) |
| Forward Volatility Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9445) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9445) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1818474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1818474) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12319240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12319240) |
| **Total** | &nbsp;&nbsp;**$(52310640)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(119414603)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(171725243)** |

---

\* 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 Macro Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Foreign<br> Corporate<br> Bonds** | &nbsp;&nbsp;**Insurance<br> Linked Securities\*** | &nbsp;&nbsp;**Loan<br> Participation<br> Notes** | &nbsp;&nbsp;**Total** |
| **Balance as of October 31, 2024** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$20806857** | &nbsp;&nbsp;**$15771698** | &nbsp;&nbsp;**$36578555** |
| Realized gains (losses) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17417) | &nbsp;&nbsp;&nbsp;&nbsp; (1919864) | &nbsp;&nbsp;&nbsp;&nbsp; (1937281) |
| Change in net unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3339893) | &nbsp;&nbsp;&nbsp;&nbsp; 1645329 | &nbsp;&nbsp;&nbsp;&nbsp; (1694564) |
| Cost of purchases | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4000000 |
| Proceeds from sales, including return of capital | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5779770) | &nbsp;&nbsp;&nbsp;&nbsp;(10786975) | &nbsp;&nbsp;&nbsp;&nbsp;(16566745) |
| Accrued discount (premium) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 230935 | &nbsp;&nbsp;&nbsp;&nbsp; 230935 |
| Transfers to Level 3 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers from Level 3 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| **Balance as of July 31, 2025** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$15669777** | &nbsp;&nbsp;&nbsp;&nbsp;**$4941123** | &nbsp;&nbsp;**$20610900** |
| **Change in net unrealized appreciation (depreciation) on investments still held as of July 31, 2025** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(2461150)** | &nbsp;&nbsp;&nbsp;**$(1330404)** | &nbsp;&nbsp;&nbsp;**$(3791554)** |

---

\* The Portfolio's investments in Insurance Linked Securities were primarily valued on the basis of broker quotations.

The following is a summary of quantitative information about significant unobservable valuation inputs for Level 3 investments held as of July 31, 2025:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Investment** | &nbsp;&nbsp;**Fair Value as of<br> July 31, 2025** | &nbsp;&nbsp;**Valuation Technique** | &nbsp;&nbsp;**Unobservable Input** | &nbsp;&nbsp;**Input** | &nbsp;&nbsp;&nbsp;&nbsp;**Impact to<br> Valuation from an<br> Increase to Input\*** |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;Estimated Recovery Value | &nbsp;&nbsp;Estimated Recovery Value Percentage | &nbsp;&nbsp; 0% | &nbsp;&nbsp;&nbsp;&nbsp;Increase |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp;4941123 | &nbsp;&nbsp;Matrix Pricing | &nbsp;&nbsp;Adjusted Credit Spread to the Central Bank of Uzbekistan Quoted Policy Rate | &nbsp;&nbsp;5.35% | &nbsp;&nbsp;&nbsp;&nbsp;Decrease |

---

\* Represents the directional change in the fair value of the Level 3 investments that would result from an increase to the corresponding unobservable input. A decrease to the unobservable input would have the opposite effect.

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Global Macro Portfolio

- **b. Investment Company Act file number:** 811-08342

- **c. CIK number of Registrant:** 0000918706

- **d. LEI of Registrant:** XY6HWOQF1NBIQHYB7D92

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Global Macro Portfolio

- **b. EDGAR series identifier (if any):** S000005247

- **c. LEI of Series:** XY6HWOQF1NBIQHYB7D92

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2782703580.42

**Total Liabilities:** $207240166.17

**Net Assets:** $2575463414.25

**Amount of Assets Invested in Other Investment Companies:** $18807588.26

**Cash Not Reported:** $169415588.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -220.30000000 | **1-Year:** 1395.59000000 | **5-Year:** 141988.02000000 | **10-Year:** 21369.02000000 | **30-Year:** 10321.48000000

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

- **3-Month:** -2300.07000000 | **1-Year:** -31860.96000000 | **5-Year:** -34968.06000000 | **10-Year:** -76482.00000000 | **30-Year:** -26767.90000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014299 | 1.36%                | 0.91%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2967960.67              | $20193881.16                               |
| Month 2  | $2403382.48              | $30942304.94                               |
| Month 3  | $3997042.43              | $-20807421.63                              |

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vietnam Dairy Products JSC                                 | Vietnam Dairy Products JSC                                                                                                   | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |       107381 | NS      | $250666.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF7JP78 IRS CAD R F  2.66000 BMIF7JP86 CCPOIS / Short: SMIF7JP78 IRS CAD P V 06MCORRA BMIF7JP94 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45000000 | OU      | $-1678.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |      9600000 | PA      | $191994.56    | 0.01%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-107646.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     19644900 | PA      | $2752881.88   | 0.11%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                                     | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US                                              | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | XX        |        48943 | PA      | $49206.31     | 0.00%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XULJE0 CDS USD R V 03MEVENT Z92XULJF7 CCPSOVEREIGN / Short: B92XULJE0 CDS USD P F  1.00000 Z92XULJG5 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     46882000 | OU      | $-1472374.69  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF407N7 IRS COP R V 03MCPIBR BMIF407Q0 CCPNDFOIS / Short: BMIF407N7 IRS COP P F  8.41500 BMIF407P2 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  21076000000 | OU      | $-10219.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: BMIF2AQE6 CDS USD R F  1.00000 BMIF2AQF3 SOVEREIGN / Short: BMIF2AQE6 CDS USD P V 03MEVENT BMIF2AQG1 SOVEREIGN         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |      4000000 | OU      | $105116.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEC9E20 IRS TWD R V 03MCPTW BMIEC9E46 CCPNDF / Short: BMIEC9E20 IRS TWD P F  1.91050 BMIEC9E38 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    177400000 | OU      | $-84981.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2019.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED COP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-15999.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                       | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       232531 | PA      | $194420.00    | 0.01%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |            1 | NC      | $-483.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     80000000 | PA      | $79876464.00  | 3.10%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $315705.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    175000000 | PA      | $29474340.97  | 1.14%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     20000000 | PA      | $117067.31    | 0.00%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      3999000 | PA      | $149962.50    | 0.01%             | 2024-06-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA 1st LIEN TERM LOAN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |      2472300 | PA      | $2472300.00   | 0.10%             | 2030-07-08      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Goodman Property Trust                                     | Goodman Property Trust                                                                                                       | CUSIP: 000000000<br>LEI: 213800EWCLT1H1U94486 | Short            | EC               |  | NZ        |      -397579 | NS      | $-470471.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1096000 | PA      | $561881.00    | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF          | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                            | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            | EC               | RF                | US        |      -220663 | NS      | $-20492972.81 | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| KIDO Group Corp                                            | KIDO Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        13562 | NS      | $27861.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6501469 | PA      | $5343113.58   | 0.21%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5920500 | PA      | $831830.25    | 0.03%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                         | Dominican Republic International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    290560000 | PA      | $4572474.00   | 0.18%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31396QCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       635800 | PA      | $642622.13    | 0.02%             | 2039-07-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  78000000000 | PA      | $6197653.71   | 0.24%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-40416.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $267087.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $96796.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas Copec SA                                          | Empresas Copec SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |        77700 | NS      | $514399.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4161.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nam Long Investment Corp                                   | Nam Long Investment Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       634900 | NS      | $1002375.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | EDEN RE II LTD                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         7394 | NS      | $104117.91    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Titan SA                                                   | Titan SA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |        11942 | NS      | $492305.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0FCT9 IRS KRW R F  2.32450 BMIF0FCU6 CCPNDF / Short: SMIF0FCT9 IRS KRW P V 03MKSDA BMIF0FCV4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  32187000000 | OU      | $-24947.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD THB                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $67081.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1566000 | PA      | $1487609.02   | 0.06%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie B                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     28000000 | PA      | $21616070.96  | 0.84%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    839582100 | PA      | $40350396.72  | 1.57%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $115685.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       900000 | PA      | $671113.74    | 0.03%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $260495.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIF7HZY2 IRS CAD R F  2.65300 BMIF7HZZ9 CCPOIS / Short: SMIF7HZY2 IRS CAD P V 06MCORRA BMIF7J000 CCPOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     43000000 | OU      | $-5793.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      3798236 | PA      | $3613071.99   | 0.14%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       981000 | PA      | $184490.78    | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIETUKS1 CDS USD R F  1.00000 BMIETUKT9 CORPORATE / Short: BMIETUKS1 CDS USD P V 03MEVENT BMIETUKU6 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      2000000 | OU      | $34171.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      5721000 | PA      | $2773753.41   | 0.11%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           20 | PA      | $19.83        | 0.00%             | 2025-10-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IDICO Corp JSC                                             | IDICO Corp JSC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       140400 | NS      | $242659.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                              | MBH Bank Nyrt                                                                                                                | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      3369000 | PA      | $3902436.46   | 0.15%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4801370 | PA      | $4801370.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                      | Philippine Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     19000000 | PA      | $339202.00    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-7312.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD GHS                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-137921.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel Americas SA                                           | Enel Americas SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300LKH11TFCJLZK20 | Long             | EC               | CORP              | CL        |      1411000 | NS      | $140721.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-18484.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MT LOGAN RE DIVERSIFED OPTI                                | MT LOGAN RE DIVERSIFED OPTI                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         4400 | NS      | $4529618.72   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10018.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $124730.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $181767.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        99435 | PA      | $101331.58    | 0.00%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEYN7M9 IRS TWD R V 03MCPTW BMIEYN7P2 CCPNDF / Short: BMIEYN7M9 IRS TWD P F  1.57500 BMIEYN7N7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    198850000 | OU      | $14285.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF85WN4 IRS TWD R V 03MCPTW BMIF85WQ7 CCPNDF / Short: BMIF85WN4 IRS TWD P F  1.63700 BMIF85WP9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    443600000 | OU      | $-9556.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       673000 | PA      | $652498.75    | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZHFS9 IRS KRW R F  2.32330 BMIEZHFT7 CCPNDF / Short: SMIEZHFS9 IRS KRW P V 03MKSDA BMIEZHFU4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23234000000 | OU      | $-24242.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                      | Spark New Zealand Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Short            | EC               | CORP              | NZ        |      -681255 | NS      | $-974108.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                              | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |      8673500 | PA      | $8608448.75   | 0.33%             | 2027-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIESLRQ9 CDS USD R F  1.00000 BMIESLRR7 SOVEREIGN / Short: BMIESLRQ9 CDS USD P V 03MEVENT BMIESLRS5 SOVEREIGN         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      9000000 | OU      | $236511.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 3138ET6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42743 | PA      | $44497.57     | 0.00%             | 2037-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $76519.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     22984000 | PA      | $31594.59     | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |            1 | NC      | $-483.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |            1 | NC      | $-10627.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F  2.69000 BMIED1R30 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7485000000 | OU      | $-27788.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIEZNR46 IRS COP R V 03MCPIBR BMIEZNR61 CCPNDFOIS / Short: BMIEZNR46 IRS COP P F  8.23500 BMIEZNR53 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8374000000 | OU      | $5596.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3633.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBB2Z03 IRS EUR R F  3.20380 2 CCPVANILLA / Short: SMIBB2Z03 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       799921 | OU      | $41152.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-293206.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                           | Mexican Udibonos                                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    582513838 | PA      | $27268860.11  | 1.06%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $235020.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIF802A6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |         1508 | NC      | $153582.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2512000 | OU      | $-26060.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                        | Meridian Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Short            | EC               | CORP              | NZ        |      -213437 | NS      | $-717549.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIF1J9U1 TRS USD R V 00MSOFR TRS RV SOFR -45BPS / Short: BMIF1J9U1 TRS USD P E TRS PE JPEIDIVR                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      4000000 | OU      | $-103457.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                       | Republic of Cameroon International Bond                                                                                      | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      4488000 | PA      | $4228883.03   | 0.16%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $66549.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5303.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $164038.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $49482.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD NOK                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-5492.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    201700000 | PA      | $200886636.69 | 7.80%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-318040.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIESYV78 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -11298000 | OU      | $-11306191.05 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF7BCU8 IRS COP R V 03MCPIBR BMIF7BCW4 CCPNDFOIS / Short: BMIF7BCU8 IRS COP P F  8.65000 BMIF7BCV6 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  33596000000 | OU      | $-3363.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $5998.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -1759000 | PA      | $-1890599.09  | -0.07%            | 2035-04-18      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XULST7 CDS USD R V 03MEVENT 8B9825/US836205AR58 CCP ICE / Short: B92XULST7 CDS USD P F  1.00000 CCP ICE             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     58103000 | OU      | $2158274.86   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $102179.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2035000 | PA      | $-1757091.26  | -0.07%            | 2044-09-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |            1 | NC      | $-187188.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1075723.60  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIDYQ1C2 IRS TWD R V 03MCPTW BMIDYQ1E8 CCPNDF / Short: BMIDYQ1C2 IRS TWD P F  1.61600 BMIDYQ1D0 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    171800000 | OU      | $-3299.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF            | iShares Broad USD High Yield Corporate Bond ETF                                                                              | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Short            | EC               | RF                | US        |      -802332 | NS      | $-29999193.48 | -1.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-38163.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31389AZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        27755 | PA      | $27274.69     | 0.00%             | 2035-03-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $120526.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF4LJS7 IRS INR R F  5.67700 BMIF4LJT5 CCPNDFOIS / Short: SMIF4LJS7 IRS INR P V 06MMIBOR BMIF4LJU2 CCPNDFOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    987000000 | OU      | $-18293.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2448.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $119808.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-112567.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIEUDAJ8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -6930000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          215 | PA      | $219.15       | 0.00%             | 2028-02-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                                        | Georgia Capital PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |       150798 | NS      | $4228837.33   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Icelandair Group HF                                        | Icelandair Group HF                                                                                                          | CUSIP: 000000000<br>LEI: 549300UMI5MBLZSXGL15 | Long             | EC               | CORP              | IS        |     37016623 | NS      | $313207.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-10380.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD NOK                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-15470.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-190908.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |            1 | NC      | $-4481.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | FED FUND 30DAY AUG25                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1162 | NC      | $259107.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Federal Republic of Nigeria                            | NIGERIA OMO BILL                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |   1502738000 | PA      | $895517.00    | 0.03%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                      | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1093000 | PA      | $888324.39    | 0.03%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     93478000 | PA      | $27591527.22  | 1.07%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIDYQ199 IRS TWD R V 03MCPTW BMIDYQ1B4 CCPNDF / Short: BMIDYQ199 IRS TWD P F  1.62500 BMIDYQ1A6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200691000 | OU      | $-6589.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-39776.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-18142.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-128520.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $125072.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XULFS3 CDS USD R V 03MEVENT Z92XULFT1 CCPSOVEREIGN / Short: B92XULFS3 CDS USD P F  1.00000 Z92XULFU8 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      7920000 | OU      | $-123813.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                                | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |      7008750 | PA      | $8290322.72   | 0.32%             | 2028-11-24      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                                      | SM Prime Holdings Inc                                                                                                        | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |      2655600 | NS      | $1054186.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD NOK                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-6924.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                            | BDO Unibank Inc                                                                                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |       422827 | NS      | $1032173.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5101000 | PA      | $791165.10    | 0.03%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     94346000 | PA      | $26625336.99  | 1.03%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      3075000 | OU      | $-84899.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       780000 | PA      | $471583.00    | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $79034.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $173782.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $164597.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                      | Panama Government International Bonds                                                                                        | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |    -19368000 | PA      | $-18084870.00 | -0.70%            | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                           | CUSIP: 36202CLR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4945 | PA      | $4941.79      | 0.00%             | 2025-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                                  | Woori Financial Group Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        28795 | NS      | $510914.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $61931.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                           | Dominican Republic Central Bank Notes                                                                                        | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     31580000 | PA      | $501366.86    | 0.02%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                              | EDEN RE II LTD UNSECURED 144A                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        10974 | NS      | $13290.38     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $74669.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                              | Piraeus Financial Holdings SA                                                                                                | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |       227337 | NS      | $1748092.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Chile                                             | Banco de Chile                                                                                                               | CUSIP: 000000000<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |      9434000 | NS      | $1299562.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-34795.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    383200000 | PA      | $66832553.89  | 2.59%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $1431074.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIF8GX74 CDS USD R F  1.00000 BMIF8GX82 CORPORATE / Short: BMIF8GX74 CDS USD P V 03MEVENT BMIF8GX90 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      2469000 | OU      | $-47336.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $3585.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                         | Auckland International Airport Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Short            | EC               | CORP              | NZ        |      -330895 | NS      | $-1467997.55  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     30000000 | PA      | $29978683.80  | 1.16%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1072000 | PA      | $200115.60    | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                     | Blue Owl Credit Income Corp                                                                                                  | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Short            | DBT              | CORP              | US        |     -2036000 | PA      | $-2095853.29  | -0.08%            | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $126217.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $126938.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1245950000 | PA      | $11818077.27  | 0.46%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                      | Panama Government International Bonds                                                                                        | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -4922000 | PA      | $-3277116.82  | -0.13%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                         | Japan Government Thirty Year Bonds                                                                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3617900000 | PA      | $21023254.15  | 0.82%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Olgerdin Egill Skallagrims HF                              | Olgerdin Egill Skallagrims HF                                                                                                | CUSIP: 000000000<br>LEI: 5493003YDW5CUGC5PS30 | Long             | EC               | CORP              | IS        |      3273323 | NS      | $456068.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-47620.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $52163.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3647.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB AFRICAN EXIM BANK REPO                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4265322 | PA      | $4265321.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31373HXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67014 | PA      | $65208.91     | 0.00%             | 2034-07-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31387CV57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4390 | PA      | $4407.70      | 0.00%             | 2028-05-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $255545.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masan Group Corp                                           | Masan Group Corp                                                                                                             | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |       287600 | NS      | $794254.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERRE ILS FUND SAC LTD.                                | PARTNERRE ILS FUND SAC LTD.                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      5700000 | NS      | $6744810.00   | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| Eurex Deutschland                                          | EURO-SCHATZ FUT SEP25                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -23 | NC      | $9580.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-68116.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-56485.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $95566.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD GHS                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9995.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     34476000 | PA      | $57810.04     | 0.00%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF6GDZ6 IRS TWD R V 03MCPTW BMIF6GE10 CCPNDF / Short: BMIF6GDZ6 IRS TWD P F  1.54300 BMIF6GE02 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    876475000 | OU      | $11631.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0VS88 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8400000 | OU      | $51912.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10583.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  49102000000 | PA      | $6342684.38   | 0.25%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                       | Hyundai Mobis Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |         7440 | NS      | $1569985.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                                  | KT&G Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |         9638 | NS      | $903310.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      3046753 | PA      | $2569783.82   | 0.10%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    107600000 | PA      | $1367750.31   | 0.05%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-33157.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-51580.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -2000000 | PA      | $-2244414.71  | -0.09%            | 2032-05-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining and Metallurgical Company                     | Navoi Mining and Metallurgical Company 2024 Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       623755 | PA      | $620636.18    | 0.02%             | 2027-04-23      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      7569400 | PA      | $1490982.57   | 0.06%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-164650.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5557800 | PA      | $1153799.28   | 0.04%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CJ CheilJedang Corp                                        | CJ CheilJedang Corp                                                                                                          | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |         1064 | NS      | $191589.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-220741.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F  2.79200 BMIED9T23 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2853000000 | OU      | $-29101.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $582914.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIF93LZ3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     24900000 | OU      | $129280.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIEXSFR9 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -6930000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Binh Minh Plastics JSC                                     | Binh Minh Plastics JSC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        37000 | NS      | $198320.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2024                                 | EDEN RE II LTD SERIES 2024                                                                                                   | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |         6667 | NS      | $196098.76    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  43950000000 | PA      | $3542104.13   | 0.14%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    628701512 | PA      | $14202824.61  | 0.55%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIEXMF35 IRS COP R V 03MCPIBR BMIEXMF50 CCPNDFOIS / Short: BMIEXMF35 IRS COP P F  8.27500 BMIEXMF43 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20786000000 | OU      | $8564.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAJIKISTAN INT BOND                                        | Republic of Tajikistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900W1LSYUF3CYVU10 | Long             | DBT              | NUSS              | TJ        |       355000 | PA      | $351925.75    | 0.01%             | 2027-09-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      9497000 | PA      | $11064005.00  | 0.43%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    552530674 | PA      | $12855757.76  | 0.50%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3330.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1808788000 | PA      | $2400883.29   | 0.09%             | 2031-05-10      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -3382000 | PA      | $-3656706.03  | -0.14%            | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1009460.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     77750000 | PA      | $1908577.25   | 0.07%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-2069.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                    | Latam Airlines Group SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |     44290000 | NS      | $968577.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD THB                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $30972.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $75030.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimar HF                                                  | Heimar HF                                                                                                                    | CUSIP: 000000000<br>LEI: 9676000V0KP4AUXNSZ66 | Long             | EC               | CORP              | IS        |      2553766 | NS      | $786046.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31381D3R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           10 | PA      | $10.05        | 0.00%             | 2026-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Festi hf                                                   | Festi hf                                                                                                                     | CUSIP: 000000000<br>LEI: 5493005OLOCYXGTC7E83 | Long             | EC               | CORP              | IS        |       239676 | NS      | $580586.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $463307.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F  2.80500 BMIED9UX3 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7577000000 | OU      | $-83553.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1623.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                    | Romanian Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2065000 | PA      | $2434721.86   | 0.09%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Optima bank SA                                             | Optima bank SA                                                                                                               | CUSIP: 000000000<br>LEI: 2138008NSD1X1XFUK750 | Long             | EC               | CORP              | GR        |        77763 | NS      | $640316.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                               | Mobile World Investment Corp                                                                                                 | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |       929098 | NS      | $2305540.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     26957000 | PA      | $15684970.24  | 0.61%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |        79200 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $29019.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1926 | PA      | $1936.74      | 0.00%             | 2026-06-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                            | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  42080000000 | PA      | $3405791.17   | 0.13%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-117346.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1227854.72  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                         | Dominican Republic International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     96000000 | PA      | $1513636.78   | 0.06%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIEQ3866 CDS USD R V 03MEVENT BMIEQ3882 SOVEREIGN / Short: BMIEQ3866 CDS USD P F  1.00000 BMIEQ3874 SOVEREIGN         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     28800000 | OU      | $-16434.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-65501.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF7HU50 IRS CAD R V 06MCORRA BMIF7HU76 CCPOIS / Short: BMIF7HU50 IRS CAD P F  3.24920 BMIF7HU68 CCPOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10000000 | OU      | $-47304.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $271913.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     94000000 | PA      | $327073.47    | 0.01%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                         | KWG Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      1571000 | PA      | $96420.13     | 0.00%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1429724000 | PA      | $2439832.39   | 0.09%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-140797.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                              | MBH Bank Nyrt                                                                                                                | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      1400000 | PA      | $1649186.72   | 0.06%             | 2035-11-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     32074088 | OU      | $739273.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) SEP25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -32 | NC      | $-109718.75   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |       840125 | PA      | $840124.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31419AZP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9500 | PA      | $9432.64      | 0.00%             | 2027-07-01      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XULP03 CDS USD R V 03MEVENT Z92XULP11 CCPSOVEREIGN / Short: B92XULP03 CDS USD P F  1.00000 Z92XULP29 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     75500000 | OU      | $-1973115.49  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |            1 | NC      | $-40317.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     18194480 | PA      | $1473811.19   | 0.06%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-151355.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-56402.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-66039.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIF7RHL8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -4050000 | OU      | $-23514.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alvotech SA                                                | Alvotech SA                                                                                                                  | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |       159503 | NS      | $1467012.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PL45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       140249 | PA      | $141339.91    | 0.01%             | 2031-08-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8058781 | PA      | $532199.44    | 0.02%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      6348000 | PA      | $6224960.63   | 0.24%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-172556.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    184000000 | PA      | $627675.61    | 0.02%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                    | Bahamas Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      5579000 | PA      | $5947214.00   | 0.23%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      8761700 | PA      | $1362444.35   | 0.05%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eimskipafelag Islands hf                                   | Eimskipafelag Islands hf                                                                                                     | CUSIP: 000000000<br>LEI: 549300IUR8Q7Y44KBL02 | Long             | EC               | CORP              | IS        |       220734 | NS      | $654933.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1492.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      1643000 | PA      | $1662305.25   | 0.06%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4736133 | PA      | $2209989.96   | 0.09%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| KT Corp                                                    | KT Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |            8 | NS      | $317.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1775.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                         | Contact Energy Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Short            | EC               | CORP              | NZ        |      -111287 | NS      | $-596426.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                           | CUSIP: 31392PAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       220731 | PA      | $229410.10    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID18J62 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8000000 | OU      | $49592.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                           | CUSIP: 313399C47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        99429 | PA      | $101427.23    | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $128225.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     77000000 | PA      | $266875.14    | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD RON                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-9825.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $236633.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED CNH / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-64680.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-10951.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                        | Senegal Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Short            | DBT              | NUSS              | SN        |     -4896000 | PA      | $-4003587.82  | -0.16%            | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIESYV78 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     11298000 | OU      | $11298000.00  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2019700 | PA      | $449585.22    | 0.02%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-33953.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                       | Republic of Cameroon International Bond                                                                                      | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      5496000 | PA      | $5014488.50   | 0.19%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Chorus Ltd                                                 | Chorus Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Short            | EC               | CORP              | NZ        |       -92693 | NS      | $-475630.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZCMN3 IRS GBP R F  3.81200 BMIEZCMP8 CCPOIS / Short: SMIEZCMN3 IRS GBP P V 12MSONIA BMIEZCMQ6 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18925000 | OU      | $88651.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF6E2P5 IRS COP R V 03MCPIBR BMIF6E2R1 CCPNDFOIS / Short: BMIF6E2P5 IRS COP P F  8.53200 BMIF6E2Q3 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  31529000000 | OU      | $-11335.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN REII LTD 0.000 17MAR2028                              | EDEN REII LTD 0.000 17MAR2028                                                                                                | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        31579 | NS      | $179658.96    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                    | Bahamas Government International Bond                                                                                        | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      5328000 | PA      | $5421240.00   | 0.21%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |            1 | NC      | $-350200.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-8958.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-39392.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-74934.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIBLN0H7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BMIBLN0H7 IRS EUR P F  2.59620 2 CCPOIS                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2000000 | OU      | $-38118.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-32126.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                       | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      1741120 | PA      | $13058.40     | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $66801.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3723.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   9391100000 | PA      | $2257521.87   | 0.09%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    196000000 | PA      | $648169.27    | 0.03%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $461.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $297685.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                    | Ethiopia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     24357000 | PA      | $22469332.50  | 0.87%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| a2 Milk Co Ltd/The                                         | a2 Milk Co Ltd/The                                                                                                           | CUSIP: 000000000<br>LEI: 529900PVC9CV0KFA2U62 | Short            | EC               | CORP              | NZ        |      -205179 | NS      | $-1062163.77  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-24694.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1792318000 | PA      | $1122168.39   | 0.04%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     22188937 | PA      | $1903695.75   | 0.07%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11653072 | OU      | $74323.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED OF BOSNIA&HERZ                                         | Federation of Bosnia & Herzegovina Eurobond                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |      2410000 | PA      | $2831495.80   | 0.11%             | 2030-07-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |            1 | NC      | $-114782.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $263968.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB REPUBLIC AZERBAIJAN REPO                                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4835389 | PA      | $4835388.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-19757.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                       | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1767140 | PA      | $1425469.77   | 0.06%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OPAP SA                                                    | OPAP SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |        30140 | NS      | $675037.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF4SM41 IRS INR R F  5.66800 BMIF4SM58 CCPNDFOIS / Short: SMIF4SM41 IRS INR P V 06MMIBOR BMIF4SM66 CCPNDFOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    987000000 | OU      | $-22559.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mainfreight Ltd                                            | Mainfreight Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493007BE0VNXX7RYQ88 | Short            | EC               | CORP              | NZ        |       -18501 | NS      | $-644911.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4933059000 | PA      | $5270190.74   | 0.20%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2463000 | PA      | $160503.32    | 0.01%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Eik fasteignafelag hf                                      | Eik fasteignafelag hf                                                                                                        | CUSIP: 000000000<br>LEI: 2138005WRSDC4DI3BJ43 | Long             | EC               | CORP              | IS        |      3253209 | NS      | $367242.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIF84RW3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     -8500000 | OU      | $-49351.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                                                | Cencosud SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |       267000 | NS      | $804340.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinh Bac City Development Holding Corp                     | Kinh Bac City Development Holding Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       748800 | NS      | $900166.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                  | Iceland Rikisbref                                                                                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    508912662 | PA      | $4078712.47   | 0.16%             | 2035-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIF7RHH7 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      8810000 | OU      | $44085.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |            2 | PA      | $1.66         | 0.00%             | 2025-12-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     48450000 | PA      | $985307.80    | 0.04%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      5100000 | PA      | $306000.00    | 0.01%             | 2026-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $83826.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    836000000 | PA      | $2635970.28   | 0.10%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                     | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       598000 | PA      | $582053.16    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     51639000 | PA      | $51218666.80  | 1.99%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1586000 | PA      | $1773858.91   | 0.07%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-123063.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $-54789.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     36300000 | PA      | $462519.58    | 0.02%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31381D2Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |            4 | PA      | $4.32         | 0.00%             | 2027-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                     | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      1264000 | PA      | $1412758.84   | 0.05%             | 2027-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $26322.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     14345335 | OU      | $74308.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEPUHL4 IRS NZD R V 03MNZDBB BMIEPUHN0 CCPVANILLA / Short: BMIEPUHL4 IRS NZD P F  4.25000 BMIEPUHM2 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20520000 | OU      | $-209380.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB BLUE OWL CREDIT REPO                                                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      1080030 | PA      | $1080030.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unison Trust                                               | Unison Trust 2021-1                                                                                                          | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19839563 | PA      | $19155970.68  | 0.74%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      1146000 | OU      | $-11889.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2988000 | PA      | $3187307.11   | 0.12%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD RSD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-2808.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       517000 | PA      | $97196.00     | 0.00%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                          | STOXX EUROPE 600 SEP25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -365 | NC      | $34156.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     14021520 | OU      | $87438.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $3100.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIEZWQ47 IRS COP R V 03MCPIBR BMIEZWQ62 CCPNDFOIS / Short: BMIEZWQ47 IRS COP P F  8.29000 BMIEZWQ54 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  82408000000 | OU      | $26035.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-154874.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1849512.47  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-30341.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     35831000 | PA      | $9435147.88   | 0.37%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                 | National Bank of Greece SA                                                                                                   | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       151255 | NS      | $2109788.30   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $90884.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-301577.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $69936.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF4TPM6 IRS INR R F  5.66200 BMIF4TPN4 CCPNDFOIS / Short: SMIF4TPM6 IRS INR P V 06MMIBOR BMIF4TPP9 CCPNDFOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    951300000 | OU      | $-24483.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 31346AF83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        53459 | PA      | $52485.91     | 0.00%             | 2030-06-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    249000000 | PA      | $762326.33    | 0.03%             | 2032-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                              | LG Uplus Corp                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        32397 | NS      | $341030.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $46878.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF8YCP8 CDS USD R F  1.00000 BMIF8YCQ6 CORPORATE / Short: BMIF8YCP8 CDS USD P V 03MEVENT BMIF8YCR4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2000000 | OU      | $-20749.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31358S2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          323 | PA      | $323.43       | 0.00%             | 2027-03-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                                        | Georgia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      1214000 | PA      | $1183343.25   | 0.05%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2648000 | PA      | $-2480163.40  | -0.10%            | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       847000 | PA      | $764151.62    | 0.03%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI OPTN DEC25P 5350                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           66 | NC      | $165000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     12198714 | PA      | $829793.73    | 0.03%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                          | Banco de Credito e Inversiones SA                                                                                            | CUSIP: 000000000<br>LEI: 549300E9E5Y3PKW24142 | Long             | EC               | CORP              | CL        |        18660 | NS      | $740559.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $232276.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-268589.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $654518.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche B Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       960590 | PA      | $970195.59    | 0.04%             | 2027-05-28      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $43397.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1866560000 | PA      | $4653946.97   | 0.18%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31410GLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       225154 | PA      | $227601.08    | 0.01%             | 2030-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $96894.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $177437.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche C Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       881196 | PA      | $890007.87    | 0.03%             | 2027-05-28      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    241000000 | PA      | $853805.78    | 0.03%             | 2028-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                      | Philippine Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1235560000 | PA      | $21539695.99  | 0.84%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $45081.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   4519857000 | PA      | $3532594.45   | 0.14%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $69890.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $68677.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCO GROUP SA                                            | QUALCO GROUP SA                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |        52437 | NS      | $335409.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $185387.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-371516.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     14228000 | PA      | $2654500.18   | 0.10%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $29511.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                           | CUSIP: 36202DQC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        92870 | PA      | $96152.62     | 0.00%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       510000 | PA      | $95465.63     | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                         | TBC Bank Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  41540000000 | PA      | $3281001.57   | 0.13%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                         | Dominican Republic International Bond                                                                                        | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     42300000 | PA      | $765288.42    | 0.03%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    374000000 | PA      | $1298746.58   | 0.05%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       212000 | PA      | $39681.10     | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-45219.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-8541.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB REPUBLIC AZERBAIJAN REPO                                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       566593 | PA      | $566592.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $-2451.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB AFRICAN EXIM BANK REPO                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4350056 | PA      | $4350055.50   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                   | Republic of South Africa Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1679000000 | PA      | $88024855.69  | 3.42%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $31192.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                | Khang Dien House Trading and Investment JSC                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       178556 | NS      | $186364.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-131321.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BMIF2AQB2 CDS USD R F  1.00000 BMIF2AQC0 SOVEREIGN / Short: BMIF2AQB2 CDS USD P V 03MEVENT BMIF2AQD8 SOVEREIGN         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      5000000 | OU      | $131395.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF0GQA3 IRS KRW R V 03MKSDA BMIF0GQC9 CCPNDF / Short: BMIF0GQA3 IRS KRW P F  2.64450 BMIF0GQB1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6995000000 | OU      | $-70.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-10956.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92TF6QE1 CDS USD R V 03MEVENT Z92TF6QF8 CCPSOVEREIGN / Short: B92TF6QE1 CDS USD P F  1.00000 Z92TF6QG6 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     19300000 | OU      | $-324664.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED CNH / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |            1 | NC      | $-33444.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF93KW1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      1020000 | OU      | $5295.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      4690000 | PA      | $4776633.30   | 0.19%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                   | Venezuela Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2165500 | PA      | $433316.55    | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF7J018 IRS CAD R V 06MCORRA BMIF7J034 CCPOIS / Short: BMIF7J018 IRS CAD P F  3.22320 BMIF7J026 CCPOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10000000 | OU      | $-31230.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     11815000 | PA      | $284980.45    | 0.01%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ARS                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-11219.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $21382.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PK95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        17133 | PA      | $17423.17     | 0.00%             | 2027-09-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD THB                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $33676.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-137989.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-55723.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                                     | Itau BBA International PLC                                                                                                   | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |  27417630000 | PA      | $3920172.74   | 0.15%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-42425.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $139387.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                          | Ares Capital Corp                                                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Short            | DBT              | CORP              | US        |     -4143000 | PA      | $-4138055.95  | -0.16%            | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     18900000 | PA      | $364358.27    | 0.01%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60295989 | OU      | $295257.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIETK0D8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -11300000 | OU      | $-11300000.00 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     78200000 | PA      | $934471.91    | 0.04%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | UY        |            1 | NC      | $24291.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $201072.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     11381762 | PA      | $1308902.63   | 0.05%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fletcher Building Ltd                                      | Fletcher Building Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300UPHQTT2LG75045 | Short            | EC               | CORP              | NZ        |      -410832 | NS      | $-732889.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche A Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       808916 | PA      | $817004.88    | 0.03%             | 2027-05-28      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-3262.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    238404000 | PA      | $136584.67    | 0.01%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $167189.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $29.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                                 | Kakao Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |        21045 | NS      | $872912.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10396.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD GHS                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-90744.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      3050000 | PA      | $3407811.78   | 0.13%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       188904 | PA      | $192581.94    | 0.01%             | 2030-02-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-280530.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $132595.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-30281.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-86346.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                        | Fisher & Paykel Healthcare Corp Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | NZ        |       -44393 | NS      | $-961877.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   2003090000 | PA      | $21755750.54  | 0.84%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIENB8H7 CDS USD R F  1.00000 BMIENB8J3 CORPORATE / Short: BMIENB8H7 CDS USD P V 03MEVENT BMIENB8K0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     43800000 | OU      | $-1302471.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED CNH / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $-22836.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3794000 | PA      | $702269.40    | 0.03%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4331970 | PA      | $4331970.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIEYDW50 IRS COP R V 03MCPIBR BMIEYDW76 CCPNDFOIS / Short: BMIEYDW50 IRS COP P F  8.29200 BMIEYDW68 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  35251000000 | OU      | $10685.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KZ        |            1 | NC      | $-72986.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Athens International Airport SA                            | Athens International Airport SA                                                                                              | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |         4813 | NS      | $54895.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $172974.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1172 | PA      | $1214.25      | 0.00%             | 2030-03-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     25000000 | PA      | $25000000.00  | 0.97%             | 2032-04-25      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $96564.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                     | KB Financial Group Inc                                                                                                       | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        16402 | NS      | $1303108.70   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB BAHRAIN CASH/BB REPO                                                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      2467569 | PA      | $2467569.37   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                                    | Porteast Investment Pvt Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |    510000000 | PA      | $5649087.46   | 0.22%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    247000000 | PA      | $2976947.83   | 0.12%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    293600000 | PA      | $3509162.29   | 0.14%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                     | Motor Oil Hellas Corinth Refineries SA                                                                                       | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |        10566 | NS      | $302688.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     23041870 | PA      | $12617642.25  | 0.49%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31410KU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       206976 | PA      | $210506.00    | 0.01%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZJHY0 IRS KRW R F  2.34000 BMIEZJHZ7 CCPNDF / Short: SMIEZJHY0 IRS KRW P V 03MKSDA BMIEZJJ02 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  48862000000 | OU      | $-39440.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    171550000 | PA      | $3537887.62   | 0.14%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED COP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |            1 | NC      | $-424800.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       424000 | PA      | $79288.00     | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $17765.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZH5L5 IRS KRW R F  2.33750 BMIEZH5M3 CCPNDF / Short: SMIEZH5L5 IRS KRW P V 03MKSDA BMIEZH5N1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  32714000000 | OU      | $-27562.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $51576.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1745000 | PA      | $864002.39    | 0.03%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5503000 | PA      | $1034564.00   | 0.04%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $196916.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |            1 | NC      | $-192943.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F  2.68500 BMIEEULN7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3652000000 | OU      | $-12397.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $108487.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-244400.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oculis Holding AG                                          | Oculis Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 5067005370C2KK324336 | Long             | EC               | CORP              | CH        |        18040 | NS      | $313481.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       505554 | PA      | $69276.06     | 0.00%             | 2025-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     81000000 | PA      | $990786.04    | 0.04%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                         | Republic of Poland Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -7156000 | PA      | $-7768645.33  | -0.30%            | 2029-03-07      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Arion Banki HF                                             | Arion Banki HF                                                                                                               | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |      1881577 | NS      | $2684300.76   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 31300LA96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       247374 | PA      | $252201.13    | 0.01%             | 2036-02-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359UNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        45614 | PA      | $46502.34     | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Precinct Properties Group                                  | Precinct Properties Group                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | NZ        |      -494550 | NS      | $-367014.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $66735.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-136556.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEQCAY2 IRS TWD R V 03MCPTW BMIEQCB05 CCPNDF / Short: BMIEQCAY2 IRS TWD P F  1.78900 BMIEQCAZ9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    101400000 | OU      | $-29100.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Islandsbanki HF                                            | Islandsbanki HF                                                                                                              | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | EC               | CORP              | IS        |      1833939 | NS      | $1867820.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     31600000 | PA      | $377735.13    | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB BLUE OWL CREDIT REPO                                                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      1060000 | PA      | $1060000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                     | Mozambique International Bond                                                                                                | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |      4616000 | PA      | $4041514.06   | 0.16%             | 2031-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                | Bank of Cyprus Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      1975000 | NS      | $14829941.57  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE COMMUNICATION                                     | Reliance Communications Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3358004XUDHE13A1HZ26 | Long             | DBT              | CORP              | IN        |      1800000 | PA      | $27000.00     | 0.00%             | 2020-11-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                     | Samsung Fire & Marine Insurance Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |         1997 | NS      | $630431.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $148023.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coteccons Construction JSC                                 | Coteccons Construction JSC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        76800 | NS      | $237212.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                          | SK Telecom Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |        16968 | NS      | $685362.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     14142000 | PA      | $3130331.70   | 0.12%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0PTL1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     15600000 | OU      | $96408.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-184197.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     15355599 | PA      | $1137207.60   | 0.04%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-57184.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIEZ1Q11 IRS COP R V 03MCPIBR BMIEZ1Q37 CCPNDFOIS / Short: BMIEZ1Q11 IRS COP P F  8.26000 BMIEZ1Q29 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  27520000000 | OU      | $13983.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-77451.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIF8DBZ3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     21400000 | OU      | $107085.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                   | Hana Financial Group Inc                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        12528 | NS      | $765950.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |     -4655894 | PA      | $-2742786.55  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $130898.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       106839 | PA      | $108144.00    | 0.00%             | 2029-08-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    880000000 | PA      | $3072195.60   | 0.12%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                     | Bolivia Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |       468000 | PA      | $361590.84    | 0.01%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF0FJ70 IRS KRW R V 03MKSDA BMIF0FJ96 CCPNDF / Short: BMIF0FJ70 IRS KRW P F  2.64500 BMIF0FJ88 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5874000000 | OU      | $-181.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7443000 | PA      | $484032.57    | 0.02%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-10496.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV2M23 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XV2M23 CDS USD P F  1.00000 2 CCPSOVEREIGN                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      9666000 | OU      | $578727.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEYMUZ6 IRS TWD R V 03MCPTW BMIEYMV10 CCPNDF / Short: BMIEYMUZ6 IRS TWD P F  1.49000 BMIEYMV02 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    391100000 | OU      | $23912.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $26514.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                     | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     11663000 | PA      | $13194391.80  | 0.51%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-107210.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    657741000 | PA      | $1118739.92   | 0.04%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                             | Bank of the Philippine Islands                                                                                               | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |       393220 | NS      | $796496.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     24225000 | PA      | $481858.44    | 0.02%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4275318000 | PA      | $5946157.05   | 0.23%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB BAHRAIN REPO                                                                                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1493836 | PA      | $1493835.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1851000 | PA      | $345905.63    | 0.01%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mercury NZ Ltd                                             | Mercury NZ Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Short            | EC               | CORP              | NZ        |      -148970 | NS      | $-542816.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                                                  | Iceland Rikisbref                                                                                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    509222798 | PA      | $3938630.89   | 0.15%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIF346D3 CDS USD R F  1.00000 BMIF346E1 SOVEREIGN / Short: BMIF346D3 CDS USD P V 03MEVENT BMIF346F8 SOVEREIGN         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      3670000 | OU      | $96444.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     50566000 | PA      | $85408.05     | 0.00%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $38169.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | BMIET5NS3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      4915000 | OU      | $4916975.83   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        43934 | PA      | $45206.12     | 0.00%             | 2030-10-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                    | Philippine Government International Bond                                                                                     | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1024000000 | PA      | $17218591.29  | 0.67%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD CNH                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $93853.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $303853.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $305592.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-45986.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                     | Lebanon Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       530000 | PA      | $99176.25     | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |            1 | NC      | $-128461.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28955 | PA      | $29919.24     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAVNW3 IRS EUR R F  3.25680 2 CCPVANILLA / Short: SMIBAVNW3 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       399960 | OU      | $22154.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                             | Shinhan Financial Group Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        22148 | NS      | $1078472.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    263000000 | PA      | $6502171.74   | 0.25%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      4549000 | PA      | $4646088.82   | 0.18%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     25818000 | PA      | $613886.81    | 0.02%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUKQ95 CDS USD R V 03MEVENT Z92XUKQA2 CCPSOVEREIGN / Short: B92XUKQ95 CDS USD P F  1.00000 Z92XUKQB0 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    104000000 | OU      | $-1269244.08  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ARS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |            1 | NC      | $-585633.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |            1 | NC      | $-6024.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $-2084.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     28005000 | PA      | $682492.95    | 0.03%             | 2025-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF0GZH8 IRS KRW R V 03MKSDA BMIF0GZK1 CCPNDF / Short: BMIF0GZH8 IRS KRW P F  2.64700 BMIF0GZJ4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11900000000 | OU      | $-2045.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $-12163.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 112430000000 | PA      | $9060236.25   | 0.35%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  23433900000 | PA      | $6131608.38   | 0.24%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| SSI Securities Corp                                        | SSI Securities Corp                                                                                                          | CUSIP: 000000000<br>LEI: 213800IF2RICE613K743 | Long             | EC               | CORP              | VN        |      1337000 | NS      | $1738608.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-81426.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $110568.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        64814 | PA      | $64727.01     | 0.00%             | 2032-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-13742.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) SEP25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -600 | NC      | $-286520.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIF7XQM3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -11600000 | OU      | $-65180.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1016022 | PA      | $139703.03    | 0.01%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                     | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      2072000 | PA      | $2153405.09   | 0.08%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JSC KASPI.KZ                                               | JSC Kaspi.kz                                                                                                                 | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      9205000 | PA      | $9401172.82   | 0.37%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359R3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        24145 | PA      | $24680.14     | 0.00%             | 2028-04-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                                           | Ghana Cocoa Bond                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      2060908 | PA      | $177634.57    | 0.01%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED COP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-22786.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-31920.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                         | Bahrain Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2135000 | PA      | $-2182736.25  | -0.08%            | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $136453.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $21024.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1531422 | PA      | $206741.97    | 0.01%             | 2029-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     96899000 | PA      | $2190944.02   | 0.09%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359VU27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53830 | PA      | $54018.73     | 0.00%             | 2029-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       721113 | PA      | $100371.72    | 0.00%             | 2030-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $6565.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31363WDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           57 | PA      | $56.94        | 0.00%             | 2026-07-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     40000000 | PA      | $120526.47    | 0.00%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Military Commercial Joint Stock Bank                       | Military Commercial Joint Stock Bank                                                                                         | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |      1115059 | NS      | $1246776.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -1538000 | PA      | $-1623390.45  | -0.06%            | 2036-02-12      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Industrial Bank of Korea                                   | Industrial Bank of Korea                                                                                                     | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |        30909 | NS      | $431225.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $247610.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $137696.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-248852.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |            1 | NC      | $-348662.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA IO Trust                                               | SBAIO 2018-2 Trust                                                                                                           | CUSIP: 78414CAA7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     55142868 | PA      | $2790835.70   | 0.11%             | 2044-07-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUMHV2 CDS USD R V 03MEVENT Z92XUMHW0 CCPSOVEREIGN / Short: B92XUMHV2 CDS USD P F  1.00000 Z92XUMHX8 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     54214000 | OU      | $4017672.68   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $194966.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIENB8L8 CDS USD R F  1.00000 BMIENB8L8_FEE SOVEREIGN / Short: BMIENB8L8 CDS USD P V 03MEVENT BMIENB8L8_PRO SOVEREIGN | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     10000000 | OU      | $-327126.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                               | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      2600000 | PA      | $2627084.20   | 0.10%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                | Hellenic Telecommunications Organization SA                                                                                  | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |        32062 | NS      | $581071.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $16771.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Healthcare Ltd                                       | Ryman Healthcare Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900UR74KKRFG56I57 | Short            | EC               | CORP              | NZ        |      -372748 | NS      | $-547909.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UZ        |            1 | NC      | $31871.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZJER8 IRS KRW R F  2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30205000000 | OU      | $-28654.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    618877000 | PA      | $1585844.28   | 0.06%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI OPTN DEC25P 5400                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           64 | NC      | $170400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   2607950000 | PA      | $2042614.50   | 0.08%             | 2027-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                      | Philippine Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     48000000 | PA      | $834860.83    | 0.03%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       516000 | PA      | $503533.28    | 0.02%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Meritz Financial Group Inc                                 | Meritz Financial Group Inc                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         8257 | NS      | $685723.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                                           | GS Holdings Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         6660 | NS      | $235654.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                   | African Export-Import Bank/The                                                                                               | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Short            | DBT              | NUSS              | XX        |     -3721000 | PA      | $-3243478.71  | -0.13%            | 2031-05-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $44193.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       636000 | PA      | $119154.60    | 0.00%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-134753.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $142031.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |            1 | NC      | $-1042064.93  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                       | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       829373 | PA      | $393690.91    | 0.02%             | 2037-01-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1058000 | PA      | $1060256.63   | 0.04%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                 | Eurobank Ergasias Services and Holdings SA                                                                                   | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |       532767 | NS      | $1955446.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB BAHRAIN CASH/BB REPO                                                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      1259228 | PA      | $1259227.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    673150000 | PA      | $1722787.69   | 0.07%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2156000 | PA      | $402363.50    | 0.02%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vietnam Technological & Commercial Joint Stock Bank        | Vietnam Technological & Commercial Joint Stock Bank                                                                          | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      1180800 | NS      | $1635320.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF6CSE6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1518000 | OU      | $-546862.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6602000 | PA      | $8009430.92   | 0.31%             | 2028-06-09      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     11895188 | PA      | $11895187.50  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagar hf                                                   | Hagar hf                                                                                                                     | CUSIP: 000000000<br>LEI: 635400TICHH43JJTNP54 | Long             | EC               | CORP              | IS        |      1767490 | NS      | $1514767.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  12500000000 | PA      | $1008597.53   | 0.04%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                      | Philippine Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    112000000 | PA      | $2108125.85   | 0.08%             | 2031-07-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1360000 | PA      | $775028.64    | 0.03%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF4J5N8 IRS INR R F  5.69000 BMIF4J5P3 CCPNDFOIS / Short: SMIF4J5N8 IRS INR P V 06MMIBOR BMIF4J5Q1 CCPNDFOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    769000000 | OU      | $-9452.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $167615.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-97678.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $632686.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                             | JPN 10Y BOND(OSE) SEP25                                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -70 | NC      | $273872.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiwi Property Group Ltd                                    | Kiwi Property Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | NZ        |      -415929 | NS      | $-238472.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                           | CUSIP: 3133T6UU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          215 | PA      | $215.57       | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: BMIESMUL4 CDS USD R V 03MEVENT BMIESMUN0 SOVEREIGN / Short: BMIESMUL4 CDS USD P F  1.00000 BMIESMUM2 SOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     24670000 | OU      | $-647831.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KZ        |            1 | NC      | $-87173.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                      | Panama Government International Bonds                                                                                        | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -4538000 | PA      | $-3117832.90  | -0.12%            | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |            1 | NC      | $-105464.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIF7HU27 IRS CAD R F  2.66500 BMIF7HU35 CCPOIS / Short: SMIF7HU27 IRS CAD P V 06MCORRA BMIF7HU43 CCPOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     43000000 | OU      | $1388.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-53459.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | REPO BB REPUBLIC OF POLAND GOV                                                                                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2183467 | PA      | $2183466.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      1320180 | PA      | $1320179.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                               | Infratil Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | NZ        |      -140444 | NS      | $-958965.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-137046.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD GHS                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-61064.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $116636.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      1131626 | PA      | $1131626.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                       | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 134426000000 | PA      | $28224131.12  | 1.10%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $83761.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3667.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Thuong Tin Commercial JSB                           | Saigon Thuong Tin Commercial JSB                                                                                             | CUSIP: 000000000<br>LEI: 549300Y3VZJ8PV4GR334 | Long             | EC               | CORP              | VN        |       456800 | NS      | $868466.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA GOVERNMENT REPO                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3545315 | PA      | $3545315.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina SA                                    | Banco BBVA Argentina SA                                                                                                      | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |        84500 | NS      | $1340170.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coway Co Ltd                                               | Coway Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         5175 | NS      | $403627.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                   | Republic of South Africa Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     75898802 | PA      | $3498851.38   | 0.14%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF7JV89 IRS CAD R F  2.64500 BMIF7JV97 CCPOIS / Short: SMIF7JV89 IRS CAD P V 06MCORRA BMIF7JVA4 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     41680000 | OU      | $-10257.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $68516.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | NZ        |     -1295162 | PA      | $-762979.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      4271000 | PA      | $4321184.25   | 0.17%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-147193.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE SEP25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -370 | NC      | $356941.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0FJ47 IRS KRW R F  2.33250 BMIF0FJ54 CCPNDF / Short: SMIF0FJ47 IRS KRW P V 03MKSDA BMIF0FJ62 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22802000000 | OU      | $-15103.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    300000000 | PA      | $1596590.55   | 0.06%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-21213.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX BANK SEP25                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1247 | NC      | $-1210325.92  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $53015.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                      | Banco Santander Chile                                                                                                        | CUSIP: 000000000<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |     13640000 | NS      | $787875.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-18632.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                | Vietnam Prosperity JSC Bank                                                                                                  | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |       562500 | NS      | $552232.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $125859.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     20000000 | PA      | $11413520.55  | 0.44%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                        | Bank of Georgia JSC                                                                                                          | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |      3777000 | PA      | $3784714.33   | 0.15%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | NIGERIA OMO BILL                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |   1589122000 | PA      | $963252.16    | 0.04%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      1450948 | PA      | $1450948.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                    | Vale SA                                                                                                                      | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       371000 | NS      | $3535630.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | PURCHASED NZD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | NZ        |            1 | NC      | $-33513.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)SEP25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          482 | NC      | $59781.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  20530000000 | PA      | $2638258.44   | 0.10%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI OPTN DEC25P 5450                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          214 | NC      | $609900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Investments Corp                                        | SM Investments Corp                                                                                                          | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |        93640 | NS      | $1308799.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     10896800 | PA      | $2044239.68   | 0.08%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-17951.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     10060861 | PA      | $658854.78    | 0.03%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    269900000 | PA      | $5007157.90   | 0.19%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -4548000 | PA      | $-4106910.95  | -0.16%            | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIETK0D8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     11300000 | OU      | $11306181.10  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                         | Dominican Republic International Bond                                                                                        | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     77130000 | PA      | $1266900.47   | 0.05%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $15221.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $9543.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4632000 | PA      | $851593.20    | 0.03%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-37857.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZCMK9 IRS GBP R F  3.83300 BMIEZCML7 CCPOIS / Short: SMIEZCMK9 IRS GBP P V 12MSONIA BMIEZCMM5 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9290000 | OU      | $54834.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $4655.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                                   | Europe Asia Investment Finance BV                                                                                            | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  62624565000 | PA      | $4941122.89   | 0.19%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Ideal Holdings SA                                          | Ideal Holdings SA                                                                                                            | CUSIP: 000000000<br>LEI: 2138005HALN2BC9VUD41 | Long             | EC               | CORP              | GR        |        22813 | NS      | $156024.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                        | Nigeria Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       232000 | PA      | $222732.12    | 0.01%             | 2049-01-21      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $62773.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     86932000 | PA      | $75149.98     | 0.00%             | 2026-02-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Vinh Hoan Corp                                             | Vinh Hoan Corp                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       105100 | NS      | $226392.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       942000 | PA      | $197914.20    | 0.01%             | 2018-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                                  | Liberty Latin America Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       346000 | NS      | $2470440.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duc Giang Chemicals JSC                                    | Duc Giang Chemicals JSC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        73500 | NS      | $287943.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |            1 | NC      | $-110177.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     13690831 | PA      | $13656603.92  | 0.53%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $50018.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                                 | Ayala Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |        47840 | NS      | $483325.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1027000 | PA      | $263271.45    | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED CNH / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |            1 | NC      | $-29483.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F  4.30978 BMIEUBRD7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45540939 | OU      | $247482.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9344.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ARS                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $782.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0DWQ8 IRS KRW R F  2.32700 BMIF0DWR6 CCPNDF / Short: SMIF0DWQ8 IRS KRW P V 03MKSDA BMIF0DWS4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  54597000000 | OU      | $-40396.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31416BUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       338331 | PA      | $356097.67    | 0.01%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $158049.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-204925.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBBV3W4 IRS EUR R F  3.00880 2 CCPVANILLA / Short: SMIBBV3W4 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1780576 | OU      | $57000.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4763000 | PA      | $4226647.69   | 0.16%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-30553.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skagi Hf                                                   | Skagi Hf                                                                                                                     | CUSIP: 000000000<br>LEI: 213800QFQIHO7KG2P786 | Long             | EC               | CORP              | IS        |      2290750 | NS      | $363542.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-49062.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Joint Stock Commercial Bank for Industry and Trade | Vietnam Joint Stock Commercial Bank for Industry and Trade                                                                   | CUSIP: 000000000<br>LEI: 213800LHW17DHRGTI512 | Long             | EC               | CORP              | VN        |       293100 | NS      | $512674.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds                 | Republic of Azerbaijan International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Short            | DBT              | NUSS              | AZ        |     -5883000 | PA      | $-5360485.94  | -0.21%            | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Asia Commercial Bank JSC                                   | Asia Commercial Bank JSC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |       473400 | NS      | $426551.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |       554055 | PA      | $554055.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $697602.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        46542 | PA      | $46514.85     | 0.00%             | 2035-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |      3600000 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIDR5JU7 IRS TWD R V 03MCPTW BMIDR5JW3 CCPNDF / Short: BMIDR5JU7 IRS TWD P F  1.89500 BMIDR5JV5 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    413000000 | OU      | $-176275.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $4829.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemadept Corp                                              | Gemadept Corp                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       249100 | NS      | $533231.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F  2.79250 BMIEDFPX5 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3788000000 | OU      | $-38759.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       760410 | PA      | $760410.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3141000 | PA      | $259815.70    | 0.01%             | 2027-08-17      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2246693000 | PA      | $46195339.50  | 1.79%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-23811.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUN26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          373 | NC      | $1212250.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-10179.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $116665.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $23632.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    254810000 | PA      | $667243.57    | 0.03%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-290897.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $142978.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    264775116 | NS      | $264775115.63 | 10.28%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      6577423 | PA      | $6560979.44   | 0.25%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      7973000 | PA      | $8516682.54   | 0.33%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     85000000 | PA      | $302641.06    | 0.01%             | 2029-06-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      7975500 | PA      | $1152459.75   | 0.04%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAZFX1 IRS EUR R F  3.31230 2 CCPVANILLA / Short: SMIBAZFX1 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       799921 | OU      | $47703.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $67012.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $61518.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB REPUBLIC ARMENIA REPO                                                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      2604215 | PA      | $2604215.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     25818000 | PA      | $629875.66    | 0.02%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN(KINGDOM OF) REPO                                                                                                  | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      3749900 | PA      | $3749900.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF4LJY4 IRS INR R F  5.67750 BMIF4LJZ1 CCPNDFOIS / Short: SMIF4LJY4 IRS INR P V 06MMIBOR BMIF4LK06 CCPNDFOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    881000000 | OU      | $-16117.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359XSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9087 | PA      | $9468.39      | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7911 | PA      | $8128.45      | 0.00%             | 2030-04-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT SEP25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -32 | NC      | $-25248.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $56938.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF7SRJ0 IRS COP R V 03MCPIBR BMIF7SRL5 CCPNDFOIS / Short: BMIF7SRJ0 IRS COP P F  8.50000 BMIF7SRK7 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 108803000000 | OU      | $-11153.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1032000 | PA      | $1081265.03   | 0.04%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF93YW6 IRS GBP R F  3.76080 BMIF93YX4 CCPOIS / Short: SMIF93YW6 IRS GBP P V 12MSONIA BMIF93YY2 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13345000 | OU      | $22289.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       529000 | PA      | $384670.69    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9784935 | PA      | $698964.10    | 0.03%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3752000 | PA      | $3991060.44   | 0.15%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIEY1S69 IRS COP R V 03MCPIBR BMIEY1S85 CCPNDFOIS / Short: BMIEY1S69 IRS COP P F  8.37000 BMIEY1S77 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  41562611000 | OU      | $-8171.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 3128HDZJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3271 | PA      | $3217.75      | 0.00%             | 2029-06-01      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BEV4JRXD3 CDS USD R V 03MEVENT 1 SOVEREIGN / Short: BEV4JRXD3 CDS USD P F  1.00000 2 SOVEREIGN                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     14533000 | OU      | $-220551.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $5806.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F  2.70000 BMIED1UD4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2985000000 | OU      | $-12980.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $890109.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                        | Republic of Armenia International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Short            | DBT              | NUSS              | AM        |     -2972000 | PA      | $-2588328.35  | -0.10%            | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $16631.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    107000000 | PA      | $2594740.01   | 0.10%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1959000 | PA      | $1913110.44   | 0.07%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1098000 | PA      | $1085824.48   | 0.04%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $307912.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1058000 | PA      | $1255059.52   | 0.05%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                      | Bank for Foreign Trade of Vietnam JSC                                                                                        | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |       152658 | NS      | $350256.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED AUD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |            1 | NC      | $-10627.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEYMUF0 IRS TWD R V 03MCPTW BMIEYMUH6 CCPNDF / Short: BMIEYMUF0 IRS TWD P F  1.49250 BMIEYMUG8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    485375000 | OU      | $28856.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAVNT0 IRS EUR R F  3.17080 2 CCPVANILLA / Short: SMIBAVNT0 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1199881 | OU      | $46924.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                      | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2868000 | PA      | $2282822.37   | 0.09%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF6MA03 IRS COP R V 03MCPIBR BMIF6MA29 CCPNDFOIS / Short: BMIF6MA03 IRS COP P F  8.68000 BMIF6MA11 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  27912000000 | OU      | $-10873.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD RUB                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $114979.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIEZF5M7 IRS COP R V 03MCPIBR BMIEZF5P0 CCPNDFOIS / Short: BMIEZF5M7 IRS COP P F  8.24500 BMIEZF5N5 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  33705000000 | OU      | $20365.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                           | Samsung C&T Corp                                                                                                             | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |        13419 | NS      | $1618932.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | Eden Re II Ltd                                                                                                               | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      4000000 | PA      | $3879600.00   | 0.15%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2365100 | PA      | $473256.51    | 0.02%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     41020000 | PA      | $24125790.10  | 0.94%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $33996.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                           | CUSIP: 36225BTN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3989 | PA      | $4047.99      | 0.00%             | 2028-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                      | Jordan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      1033000 | PA      | $935804.08    | 0.04%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-169964.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2074.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD TWD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $395361.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4328765000 | PA      | $2697144.44   | 0.10%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                   | National Bank of Uzbekistan                                                                                                  | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  90660000000 | PA      | $7354141.05   | 0.29%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                      | Philippine Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    131000000 | PA      | $2290280.06   | 0.09%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $338570.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      7640400 | PA      | $1218643.80   | 0.05%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Falabella SA                                               | Falabella SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |       133000 | NS      | $663215.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6096067 | PA      | $5132689.68   | 0.20%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $358758.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     90600000 | PA      | $1091380.32   | 0.04%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                                      | Uruguay Monetary Regulation Bill                                                                                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     87558000 | PA      | $2110995.66   | 0.08%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD NOK                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-117204.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       600000 | PA      | $600175.10    | 0.02%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2264000 | PA      | $336996.40    | 0.01%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31412BLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        40892 | PA      | $44348.32     | 0.00%             | 2031-02-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    876300000 | PA      | $10934508.84  | 0.42%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                    | Bahamas Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1455000 | PA      | $1325505.00   | 0.05%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    791000000 | PA      | $2756980.18   | 0.11%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF7XQP6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     18000000 | OU      | $87030.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIET5NT1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     11298000 | OU      | $11298000.00  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $3369.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEYMWD3 IRS TWD R V 03MCPTW BMIEYMWF8 CCPNDF / Short: BMIEYMWD3 IRS TWD P F  1.55000 BMIEYMWE1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    153100000 | OU      | $17416.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1527725 | PA      | $206242.88    | 0.01%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $93095.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       481749 | PA      | $473562.24    | 0.02%             | 2035-08-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128MAE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       497101 | PA      | $520598.25    | 0.02%             | 2035-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1138.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2665.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPM Lending Facility                                       | JPM Lending Facility                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7012500 | PA      | $7080766.69   | 0.27%             | 2029-07-15      | Variable      | 11.36%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-19930.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $47978.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1283.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $702804.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA GOVERNMENT REPO                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       762174 | PA      | $762174.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      4200000 | PA      | $4201225.69   | 0.16%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $22540.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1120109.11  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Vingroup JSC                                               | Vingroup JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | EC               | CORP              | VN        |       221738 | NS      | $886750.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $152039.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amaroq Ltd                                                 | Amaroq Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 213800Q21S5JQ6WKCE70 | Long             | EC               | CORP              | CA        |       305700 | NS      | $312902.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-194524.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD CNH                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $167334.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1439030000 | PA      | $3747990.70   | 0.15%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF7JV55 IRS CAD R V 06MCORRA BMIF7JV71 CCPOIS / Short: BMIF7JV55 IRS CAD P F  3.21370 BMIF7JV63 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9550000 | OU      | $-24216.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       516000 | PA      | $406610.07    | 0.02%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1659000 | PA      | $311892.00    | 0.01%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                           | CUSIP: 3133T8U70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3895 | PA      | $3905.92      | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUP4A5 CDS USD R V 03MEVENT CCP ICE / Short: B92XUP4A5 CDS USD P F  1.00000 MS999IAA6/XS1508675334 CCP ICE          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    112100000 | OU      | $-1937604.78  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZLCM6 IRS GBP R F  3.84080 BMIEZLCN4 CCPOIS / Short: SMIEZLCM6 IRS GBP P V 12MSONIA BMIEZLCP9 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9285000 | OU      | $59007.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       620000 | PA      | $116095.00    | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-61521.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $227624.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      1146000 | OU      | $-31640.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEPESK0 IRS NZD R V 03MNZDBB BMIEPESM6 CCPVANILLA / Short: BMIEPESK0 IRS NZD P F  4.20400 BMIEPESL8 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16680000 | OU      | $-132873.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Metlen Energy & Metals SA                                  | Metlen Energy & Metals SA                                                                                                    | CUSIP: 000000000<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | EC               | CORP              | GR        |        19150 | NS      | $1053467.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $325639.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEC9H50 IRS TWD R V 03MCPTW BMIEC9H76 CCPNDF / Short: BMIEC9H50 IRS TWD P F  1.91250 BMIEC9H68 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    162600000 | OU      | $-78410.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |            1 | NC      | $-945.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                                | Grupo Financiero Galicia SA                                                                                                  | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |        32800 | NS      | $1655416.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $290434.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $321048.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                              | Alpha Bank SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |       475881 | NS      | $1781283.76   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB BAHRAIN REPO                                                                                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3273600 | PA      | $3273600.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-7364.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $547933.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $49223.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $86203.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-84673.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED CNH / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |            1 | NC      | $-32419.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                      | Philippine Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    811800000 | PA      | $13176356.31  | 0.51%             | 2028-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $328004.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SENEGAL REPUBLIC REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3894156 | PA      | $3894156.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED HKD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |            1 | NC      | $-22966.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-84250.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |            1 | NC      | $-12469.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       400000 | PA      | $422040.77    | 0.02%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Siminn HF                                                  | Siminn HF                                                                                                                    | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |      2504884 | NS      | $274737.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1022.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    242000000 | PA      | $842639.44    | 0.03%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $683760.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $268099.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6476000 | PA      | $7452030.83   | 0.29%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF5XQR4 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1897000 | OU      | $-681882.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $1068899.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $101433.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       594963 | PA      | $68420.75     | 0.00%             | 2032-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1814.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | REPO BB REPUBLIC OF POLAND GOV                                                                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      3985000 | PA      | $4547679.88   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIEXU157 IRS COP R V 03MCPIBR BMIEXU173 CCPNDFOIS / Short: BMIEXU157 IRS COP P F  8.36000 BMIEXU165 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  41871000000 | OU      | $-5549.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31410FSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50738 | PA      | $51631.25     | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                                     | FPT DIGITAL RETAIL JSC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       181125 | NS      | $1064759.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      4314568 | PA      | $3888504.41   | 0.15%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $101191.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6762.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA TERM LOAN                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |      9587700 | PA      | $9587700.00   | 0.37%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     24868409 | PA      | $3494011.46   | 0.14%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                       | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      3667223 | PA      | $27504.17     | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $2763.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED COP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-24315.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                         | Hoa Phat Group JSC                                                                                                           | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |       843750 | NS      | $800989.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenergy Holdings SA                                        | Cenergy Holdings SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300P50MFNOHG4U221 | Long             | EC               | CORP              | BE        |        30003 | NS      | $349959.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 313920CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       414943 | PA      | $416448.69    | 0.02%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FPT Corp                                                   | FPT Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       713377 | NS      | $2824337.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2997000 | PA      | $3491505.00   | 0.14%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      7226000 | PA      | $1345463.14   | 0.05%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tanzania                                                   | Tanzania 10 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     41474118 | PA      | $41759749.90  | 1.62%             | 2031-04-28      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                       | Eurohold Bulgaria AD                                                                                                         | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |      5122901 | NS      | $5505501.41   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |       649475 | PA      | $649474.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $51427.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $34645.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp                      | Phat Dat Real Estate Development Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       424200 | NS      | $333350.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                      | Sociedad Quimica y Minera de Chile SA                                                                                        | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |        29000 | NS      | $1066542.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freightways Group Ltd                                      | Freightways Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | NZ        |       -36208 | NS      | $-237547.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIE5RR32 IRS MXN R F  9.13000 BMIE5RR32 CCPOIS / Short: SMIE5RR32 IRS MXN P V 01MTIEF BMIE5RR32 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13120000 | OU      | $34791.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD RON                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-72243.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                              | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99250.00     | 0.00%             | 2027-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31392ASN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       157706 | PA      | $161506.48    | 0.01%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      2966000 | PA      | $106776.00    | 0.00%             | 2023-07-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BOBL FUTURE SEP25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -220 | NC      | $188069.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $357254.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-315440.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro SA                                             | Banco Macro SA                                                                                                               | CUSIP: 05961W105<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |        24000 | NS      | $1677600.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $59200.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6523000 | PA      | $1217354.88   | 0.05%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                  | Nova Ljubljanska Banka dd                                                                                                    | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |        99000 | NS      | $3661836.66   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-51992.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 232110000000 | PA      | $18967406.29  | 0.74%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| Grupo Supervielle SA                                       | Grupo Supervielle SA                                                                                                         | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Long             | EC               | CORP              | AR        |        78700 | NS      | $813758.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $788060.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                      | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      4612000 | PA      | $3382573.16   | 0.13%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    100000000 | PA      | $625322.29    | 0.02%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    329000000 | PA      | $1143355.98   | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      9088800 | PA      | $1426714.38   | 0.06%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-33365.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $84585.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       237000 | PA      | $44674.50     | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEPESP9 IRS NZD R V 03MNZDBB BMIEPESR5 CCPVANILLA / Short: BMIEPESP9 IRS NZD P F  4.20500 BMIEPESQ7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3000000 | OU      | $-24044.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIETUKV4 CDS USD R F  1.00000 BMIETUKW2 CORPORATE / Short: BMIETUKV4 CDS USD P V 03MEVENT BMIETUKX0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5000000 | OU      | $85428.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |            1 | NC      | $-4302.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                   | Republic of South Africa Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    114101198 | PA      | $5203879.83   | 0.20%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                                                                       | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  17111900000 | PA      | $1354939.37   | 0.05%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                    | Bahamas Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       253000 | PA      | $267927.00    | 0.01%             | 2029-06-16      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  58682000000 | PA      | $7541075.59   | 0.29%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     12767005 | PA      | $1806531.21   | 0.07%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4549812 | PA      | $2123108.17   | 0.08%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 3138ET6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7738 | PA      | $7939.09      | 0.00%             | 2032-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     40537000 | PA      | $30182836.78  | 1.17%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF4LJ16 IRS INR R F  5.68300 BMIF4LJ24 CCPNDFOIS / Short: SMIF4LJ16 IRS INR P V 06MMIBOR BMIF4LJ32 CCPNDFOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1161000000 | OU      | $-18173.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                               | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       806158 | PA      | $803038.58    | 0.03%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       847000 | PA      | $633347.45    | 0.02%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   3896075000 | PA      | $10041333.36  | 0.39%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      4347630 | PA      | $2825959.50   | 0.11%             | 2038-06-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359KQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          164 | PA      | $163.81       | 0.00%             | 2026-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-102942.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF4THG8 IRS INR R F  5.67100 BMIF4THH6 CCPNDFOIS / Short: SMIF4THG8 IRS INR P V 06MMIBOR BMIF4THJ2 CCPNDFOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1452000000 | OU      | $-31095.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                     | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       524000 | PA      | $564118.31    | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| GHANA COCOA BOND                                           | Ghana Cocoa Bond                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      4121908 | PA      | $330529.91    | 0.01%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    487600000 | PA      | $6126611.83   | 0.24%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3501.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | REPO BB POLAND (REPUBLIC OF)                                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      2057500 | PA      | $2348017.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $129357.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $25382.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $68516.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                             | Ayala Land Inc                                                                                                               | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      1510100 | NS      | $645198.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED CNH / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-63133.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED RON / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $28165.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEQG2M8 IRS TWD R V 03MCPTW BMIEQG2P1 CCPNDF / Short: BMIEQG2M8 IRS TWD P F  1.79250 BMIEQG2N6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    134000000 | OU      | $-39243.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31408GLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3354 | PA      | $3378.17      | 0.00%             | 2027-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF6GDF0 IRS TWD R V 03MCPTW BMIF6GDH6 CCPNDF / Short: BMIF6GDF0 IRS TWD P F  1.59750 BMIF6GDG8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    351950000 | OU      | $15692.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                   | Development Bank of Kazakhstan JSC                                                                                           | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   3466500000 | PA      | $6107381.00   | 0.24%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEQC254 IRS TWD R V 03MCPTW BMIEQC270 CCPNDF / Short: BMIEQC254 IRS TWD P F  1.77700 BMIEQC262 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    187400000 | OU      | $-50011.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $121697.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $84551.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIET5NT1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -11298000 | OU      | $-11299254.08 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $21134.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B9707Z0K8 CDS USD R V 03MEVENT Z9707Z0W2 CCPCDX / Short: B9707Z0K8 CDS USD P F  5.00000 Z9707Z0Q5 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      1783000 | OU      | $-129239.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUXL 30Y BND SEP25                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -16 | NC      | $64272.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Refrigeration Electrical Engineering Corp                  | Refrigeration Electrical Engineering Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       380599 | NS      | $968346.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kvika banki hf                                             | Kvika banki hf                                                                                                               | CUSIP: 000000000<br>LEI: 254900WR3I1Z9NPC7D84 | Long             | EC               | CORP              | IS        |      6468924 | NS      | $937848.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAAR05 IRS EUR R F  3.02580 2 CCPVANILLA / Short: SMIBAAR05 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3628800 | OU      | $117844.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                       | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       314000 | PA      | $299574.30    | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2377.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-137407.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3721366000 | PA      | $5232836.83   | 0.20%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1722389000 | PA      | $32762230.69  | 1.27%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      6155657 | PA      | $474617.78    | 0.02%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $85052.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | NIGERIA OMO BILL                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1006474000 | PA      | $575494.79    | 0.02%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5238000 | PA      | $6148403.37   | 0.24%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kangwon Land Inc                                           | Kangwon Land Inc                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        15842 | NS      | $212650.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     85675000 | PA      | $85470760.22  | 3.32%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Saigon Beer Alcohol Beverage Corp                          | Saigon Beer Alcohol Beverage Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       160000 | NS      | $290371.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc              | International Container Terminal Services Inc                                                                                | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |       162290 | NS      | $1246129.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $30894.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $229737.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | REPO BB REPUBLIC OF POLAND GOV                                                                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      1195500 | PA      | $1364303.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4459000 | PA      | $4844444.73   | 0.19%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31397UBN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       647929 | PA      | $493078.86    | 0.02%             | 2041-05-25      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128C6R76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63811 | PA      | $62725.84     | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31381D4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           30 | PA      | $30.01        | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) SEP25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -4 | NC      | $752.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-298954.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EBOS Group Ltd                                             | EBOS Group Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900KJ40C7HBYTWC21 | Short            | EC               | CORP              | NZ        |       -20378 | NS      | $-491052.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast                                                | Ivory Coast EUR 7 Year Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |      1332500 | PA      | $1543841.22   | 0.06%             | 2028-01-06      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                                 | NAVER Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |         4421 | NS      | $744032.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF8WNG0 IRS GBP R F  3.76570 BMIF8WNH8 CCPOIS / Short: SMIF8WNG0 IRS GBP P V 12MSONIA BMIF8WNJ4 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13345000 | OU      | $26148.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | NIGERIA OMO BILL                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |   7885570000 | PA      | $4888556.65   | 0.19%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2231000000 | PA      | $6686109.66   | 0.26%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-28465.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel Chile SA                                              | Enel Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300YM5CWCAUVOPB53 | Long             | EC               | CORP              | CL        |      5964000 | NS      | $382020.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        48801 | PA      | $47369.90     | 0.00%             | 2035-01-01      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED NOK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |            1 | NC      | $-103160.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED NOK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |            1 | NC      | $-77232.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                       | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 145302300000 | PA      | $35059267.33  | 1.36%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-116489.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-20349.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3779000 | PA      | $1915183.75   | 0.07%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                              | Samsung Life Insurance Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |         8697 | NS      | $785029.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF3G2Z1 IRS COP R V 03MCPIBR BMIF3G315 CCPNDFOIS / Short: BMIF3G2Z1 IRS COP P F  8.51500 BMIF3G307 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  49430000000 | OU      | $-55637.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F  2.63000 BMIEGHUF1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2025000000 | OU      | $210.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1226683000 | PA      | $1888535.21   | 0.07%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $11524.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                         | Dominican Republic International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    232600000 | PA      | $4492082.13   | 0.17%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-109580.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empresas CMPC SA                                           | Empresas CMPC SA                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |       236000 | NS      | $332449.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                                     | BB BAHRAIN GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |      2031494 | PA      | $2031493.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESORO CAPITALIZAB                                   | Letra Del Tesoro Nacional Capitalizable En Pesos                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | AR        |    869317000 | PA      | $630645.09    | 0.02%             | 2026-05-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIF7JP45 IRS CAD R V 06MCORRA BMIF7JP60 CCPOIS / Short: BMIF7JP45 IRS CAD P F  3.22770 BMIF7JP52 CCPOIS               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000000 | OU      | $-34011.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | BMIET5NS3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -4915000 | OU      | $-4915000.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT SEP25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -91 | NC      | $-186660.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EDEN RE II LTD SERIES 2022 1 C                             | EDEN RE II LTD SERIES 2022 1 C                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         9412 | NS      | $22582.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   1303975000 | PA      | $1133214.92   | 0.04%             | 2026-01-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                                            | CUSIP: 36201VYZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        89847 | PA      | $92293.45     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |            1 | NC      | $40668.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10946.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB BAHRAIN GOV REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4410169 | PA      | $4410169.31   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     30000000 | PA      | $175688.00    | 0.01%             | 2031-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED HKD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |            1 | NC      | $-131829.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Reitir fasteignafelag hf                                   | Reitir fasteignafelag hf                                                                                                     | CUSIP: 000000000<br>LEI: 967600GFEYNJK2W4G048 | Long             | EC               | CORP              | IS        |       875641 | NS      | $807686.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phu Nhuan Jewelry JSC                                      | Phu Nhuan Jewelry JSC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       292140 | NS      | $938688.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KZ        |            1 | NC      | $-72739.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                   | JUMBO SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |        24694 | NS      | $832921.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED NOK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |            1 | NC      | $-144368.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31371Y2S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       273796 | PA      | $267278.77    | 0.01%             | 2033-12-01      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| BONTE                                                      | Argentina Treasury Bond BONTE                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   2798000000 | PA      | $2205349.68   | 0.09%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3288706000 | PA      | $4690439.80   | 0.18%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIF6E2L4 IRS COP R V 03MCPIBR BMIF6E2N0 CCPNDFOIS / Short: BMIF6E2L4 IRS COP P F  8.69400 BMIF6E2M2 CCPNDFOIS         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  57890000000 | OU      | $-30371.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $52414.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $23273.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |            1 | NC      | $21.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-44951.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                       | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 411999000000 | PA      | $89785525.85  | 3.49%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       506781 | PA      | $69682.39     | 0.00%             | 2026-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1656965 | PA      | $1656965.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1851000 | PA      | $348913.50    | 0.01%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $78709.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                                      | Albanian Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |     95800000 | PA      | $1101882.24   | 0.04%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4247000 | PA      | $3142865.69   | 0.12%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD CLP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $26383.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                     | Republic of Poland Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    219955554 | PA      | $52651471.57  | 2.04%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                        | Honduras Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     10693000 | PA      | $11176858.25  | 0.43%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $14153.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air New Zealand Ltd                                        | Air New Zealand Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 2549005EEIR2FNT5R792 | Short            | EC               | CORP              | NZ        |      -687340 | NS      | $-234679.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | PURCHASED NZD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | NZ        |            1 | NC      | $-255816.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB PANAMA REPUBLIC REPO                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2076312 | PA      | $2076312.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       330000 | PA      | $61591.61     | 0.00%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Public Power Corp SA                                       | Public Power Corp SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |        40935 | NS      | $663944.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hampidjan HF                                               | Hampidjan HF                                                                                                                 | CUSIP: 000000000<br>LEI: 25490002T5TRM5T6US82 | Long             | EC               | CORP              | IS        |       356548 | NS      | $322998.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** Global Macro Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer