# EDGAR Filing Document

**Accession Number:** 0001394395
**File Stem:** 0001752724-23-075994
**Filing Date:** 2023-3
**Character Count:** 388418
**Document Hash:** b9f96d3e9655aafe2d975a936dc6f62c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075994.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075994

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Emerging Markets Local Income Portfolio
- **CENTRAL INDEX KEY:** 0001394395
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22048
- **FILM NUMBER:** 23788055

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Emerging Markets Income Portfolio
- **DATE OF NAME CHANGE:** 20070326

## Series and Classes Contracts Data

### Emerging Markets Local Income Portfolio (Series ID: S000017994)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000049877 | Emerging Markets Local Income Portfolio |  |

## Nport-Ex

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited)

------

Foreign Corporate Bonds — 2.0%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Brazil — 0.7% | Brazil — 0.7% | Brazil — 0.7% | Brazil — 0.7% |
| Simpar Finance S.a.r.l., 10.75%, 2/12/28<sup>(1)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53195 | &nbsp;&nbsp;$7755574 |
|  |  |  | &nbsp;&nbsp;**$7755574** |
| Colombia — 0.3% | Colombia — 0.3% | Colombia — 0.3% | Colombia — 0.3% |
| Patrimonio Autonomo Union del Sur, 6.66%, 2/28/41<sup>(2)</sup> | COP | 18185000 | &nbsp;&nbsp;$3427443 |
|  |  |  | &nbsp;&nbsp;**$3427443** |
| Mexico — 0.0%<sup>(3)</sup> | Mexico — 0.0%<sup>(3)</sup> | Mexico — 0.0%<sup>(3)</sup> | Mexico — 0.0%<sup>(3)</sup> |
| Petroleos Mexicanos, 7.19%, 9/12/24<sup>(2)</sup> | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10630 | &nbsp;&nbsp;$524162 |
|  |  |  | &nbsp;&nbsp;**$524162** |
| Peru — 1.0% | Peru — 1.0% | Peru — 1.0% | Peru — 1.0% |
| Alicorp SAA, 6.875%, 4/17/27<sup>(1)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25530 | &nbsp;&nbsp;$6208205 |
| Telefonica del Peru SAA, 7.375%, 4/10/27<sup>(2)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp; 5335839 |
|  |  |  | &nbsp;&nbsp;**$11544044** |
| Total Foreign Corporate Bonds<br> (identified cost $30,639,994) |  |  | &nbsp;&nbsp;**$23251223** |

---

Loan Participation Notes — 1.8%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uzbekistan — 1.8% | Uzbekistan — 1.8% | Uzbekistan — 1.8% | Uzbekistan — 1.8% |
| Daryo Finance BV (borrower - Uzbek Industrial and Construction Bank ATB), 18.75%, 6/15/23<sup>(1)(4)(5)</sup> | UZS | 159708000 | &nbsp;&nbsp;$14224655 |
| Europe Asia Investment Finance BV (borrower - Joint Stock Commercial Bank "Asaka"), 18.70%, 7/26/23<sup>(1)(4)(5)</sup> | UZS | 84486000 | &nbsp;&nbsp;&nbsp;&nbsp; 7543303 |
| Total Loan Participation Notes<br> (identified cost $24,451,264) |  |  | &nbsp;&nbsp;**$21767958** |

---

Sovereign Government Bonds — 64.1%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Argentina — 0.1% | Argentina — 0.1% | Argentina — 0.1% | Argentina — 0.1% |
| Provincia de Cordoba, 6.875%, 12/10/25<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276 | &nbsp;&nbsp;$1105889 |
|  |  |  | &nbsp;&nbsp;**$1105889** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Armenia — 0.5% | Armenia — 0.5% | Armenia — 0.5% | Armenia — 0.5% |
| Republic of Armenia, 7.15%, 3/26/25<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828 | &nbsp;&nbsp;$5924343 |
|  |  |  | &nbsp;&nbsp;**$5924343** |
| Azerbaijan — 0.3% | Azerbaijan — 0.3% | Azerbaijan — 0.3% | Azerbaijan — 0.3% |
| Republic of Azerbaijan, 4.75%, 3/18/24<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142 | &nbsp;&nbsp;$3122583 |
|  |  |  | &nbsp;&nbsp;**$3122583** |
| Bahrain — 0.2% | Bahrain — 0.2% | Bahrain — 0.2% | Bahrain — 0.2% |
| CBB International Sukuk Programme Co. WLL, 6.25%, 11/14/24<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624 | &nbsp;&nbsp;$2662253 |
|  |  |  | &nbsp;&nbsp;**$2662253** |
| Benin — 0.0%<sup>(3)</sup> | Benin — 0.0%<sup>(3)</sup> | Benin — 0.0%<sup>(3)</sup> | Benin — 0.0%<sup>(3)</sup> |
| Benin Government International Bond, 5.75%, 3/26/26<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;$337055 |
|  |  |  | &nbsp;&nbsp;**$337055** |
| Bolivia — 0.2% | Bolivia — 0.2% | Bolivia — 0.2% | Bolivia — 0.2% |
| Bolivian Government International Bond, 5.95%, 8/22/23<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;$2497950 |
|  |  |  | &nbsp;&nbsp;**$2497950** |
| Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% | Bosnia and Herzegovina — 0.1% |
| Republic of Srpska: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 6/30/23 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;$17990 |
| &nbsp;&nbsp;&nbsp;1.50%, 10/30/23 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp; 48579 |
| &nbsp;&nbsp;&nbsp;1.50%, 12/15/23 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp; 2624 |
| &nbsp;&nbsp;&nbsp;1.50%, 5/31/25 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp; 917602 |
| &nbsp;&nbsp;&nbsp;1.50%, 6/9/25 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp; 88013 |
| &nbsp;&nbsp;&nbsp;1.50%, 12/24/25 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp; 95380 |
| &nbsp;&nbsp;&nbsp;1.50%, 9/25/26 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp; 79948 |
| &nbsp;&nbsp;&nbsp;1.50%, 9/26/27 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp; 28174 |
|  |  |  | &nbsp;&nbsp;**$1278310** |
| Brazil — 0.3% | Brazil — 0.3% | Brazil — 0.3% | Brazil — 0.3% |
| Nota do Tesouro Nacional, 10.00%, 1/1/27 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22375 | &nbsp;&nbsp;$4051332 |
|  |  |  | &nbsp;&nbsp;**$4051332** |
| Colombia — 1.1% | Colombia — 1.1% | Colombia — 1.1% | Colombia — 1.1% |
| Republic of Colombia: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.625%, 3/15/23 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;$3495385 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/26/24 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429 | &nbsp;&nbsp;&nbsp;&nbsp; 3381077 |
| Titulos De Tesoreria B: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/3/27 | COP | 14398000 | &nbsp;&nbsp;&nbsp;&nbsp; 2416782 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Colombia (continued) | Colombia (continued) | Colombia (continued) | Colombia (continued) |
| Titulos De Tesoreria B: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 4/28/28 | COP | 18865200 | &nbsp;&nbsp;$3136725 |
| &nbsp;&nbsp;&nbsp;10.00%, 7/24/24 | COP | &nbsp;&nbsp;&nbsp;&nbsp;3528300 | &nbsp;&nbsp;&nbsp;&nbsp; 739440 |
|  |  |  | &nbsp;&nbsp;**$13169409** |
| Costa Rica — 0.1% | Costa Rica — 0.1% | Costa Rica — 0.1% | Costa Rica — 0.1% |
| Costa Rica Government Bond, 9.66%, 9/30/26<sup>(1)</sup> | CRC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749400 | &nbsp;&nbsp;$1362621 |
|  |  |  | &nbsp;&nbsp;**$1362621** |
| Czech Republic — 0.4% | Czech Republic — 0.4% | Czech Republic — 0.4% | Czech Republic — 0.4% |
| Czech Republic Government Bond, 0.95%, 5/15/30<sup>(1)</sup> | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;$4955446 |
|  |  |  | &nbsp;&nbsp;**$4955446** |
| Dominican Republic — 5.3% | Dominican Republic — 5.3% | Dominican Republic — 5.3% | Dominican Republic — 5.3% |
| Dominican Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/15/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111360 | &nbsp;&nbsp;$1661502 |
| &nbsp;&nbsp;&nbsp;8.00%, 2/12/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568540 | &nbsp;&nbsp;&nbsp;&nbsp; 8431834 |
| &nbsp;&nbsp;&nbsp;8.90%, 2/15/23<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145250 | &nbsp;&nbsp;&nbsp;&nbsp; 2562757 |
| &nbsp;&nbsp;&nbsp;12.00%, 8/8/25<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836870 | &nbsp;&nbsp;&nbsp;&nbsp; 13938199 |
| &nbsp;&nbsp;&nbsp;12.75%, 9/23/29<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587800 | &nbsp;&nbsp;&nbsp;&nbsp; 10563993 |
| &nbsp;&nbsp;&nbsp;13.00%, 6/9/34<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp; 5727718 |
| &nbsp;&nbsp;&nbsp;13.625%, 2/3/33<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512000 | &nbsp;&nbsp;&nbsp;&nbsp; 9022026 |
| Dominican Republic Central Bank Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 3/12/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36140 | &nbsp;&nbsp;&nbsp;&nbsp; 508030 |
| &nbsp;&nbsp;&nbsp;12.00%, 10/3/25<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221270 | &nbsp;&nbsp;&nbsp;&nbsp; 3673472 |
| &nbsp;&nbsp;&nbsp;13.00%, 12/5/25<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383340 | &nbsp;&nbsp;&nbsp;&nbsp; 6339007 |
|  |  |  | &nbsp;&nbsp;**$62428538** |
| Ecuador — 0.3% | Ecuador — 0.3% | Ecuador — 0.3% | Ecuador — 0.3% |
| Republic of Ecuador, 1.50% to 7/31/23, 7/31/40<sup>(1)(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6853 | &nbsp;&nbsp;$2908755 |
|  |  |  | &nbsp;&nbsp;**$2908755** |
| Honduras — 0.2% | Honduras — 0.2% | Honduras — 0.2% | Honduras — 0.2% |
| Honduras Government International Bond, 7.50%, 3/15/24<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218 | &nbsp;&nbsp;$2214747 |
|  |  |  | &nbsp;&nbsp;**$2214747** |
| Hungary — 0.8% | Hungary — 0.8% | Hungary — 0.8% | Hungary — 0.8% |
| Hungary Government Bond, 3.25%, 10/22/31 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;4850000 | &nbsp;&nbsp;$9581537 |
|  |  |  | &nbsp;&nbsp;**$9581537** |
| Indonesia — 9.0% | Indonesia — 9.0% | Indonesia — 9.0% | Indonesia — 9.0% |
| Indonesia Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.125%, 5/15/28 | IDR | 130320000 | &nbsp;&nbsp;$8566780 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Indonesia (continued) | Indonesia (continued) | Indonesia (continued) | Indonesia (continued) |
| Indonesia Government Bond: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 4/15/32 | IDR | 46500000 | &nbsp;&nbsp;$3037080 |
| &nbsp;&nbsp;&nbsp;6.50%, 2/15/31 | IDR | 357135000 | &nbsp;&nbsp;&nbsp;&nbsp; 23581155 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/42 | IDR | 54928000 | &nbsp;&nbsp;&nbsp;&nbsp; 3722206 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/43 | IDR | 261090000 | &nbsp;&nbsp;&nbsp;&nbsp; 17819610 |
| &nbsp;&nbsp;&nbsp;7.375%, 5/15/48 | IDR | 19717000 | &nbsp;&nbsp;&nbsp;&nbsp; 1347569 |
| &nbsp;&nbsp;&nbsp;7.50%, 8/15/32 | IDR | 70753000 | &nbsp;&nbsp;&nbsp;&nbsp; 4970032 |
| &nbsp;&nbsp;&nbsp;7.50%, 5/15/38 | IDR | 267486000 | &nbsp;&nbsp;&nbsp;&nbsp; 18749716 |
| &nbsp;&nbsp;&nbsp;7.50%, 4/15/40 | IDR | 45427000 | &nbsp;&nbsp;&nbsp;&nbsp; 3184557 |
| &nbsp;&nbsp;&nbsp;8.25%, 6/15/32 | IDR | 11609000 | &nbsp;&nbsp;&nbsp;&nbsp; 854923 |
| &nbsp;&nbsp;&nbsp;8.25%, 5/15/36 | IDR | 242576000 | &nbsp;&nbsp;&nbsp;&nbsp; 18062283 |
| &nbsp;&nbsp;&nbsp;8.375%, 4/15/39 | IDR | 22764000 | &nbsp;&nbsp;&nbsp;&nbsp; 1722319 |
| &nbsp;&nbsp;&nbsp;9.50%, 5/15/41 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;5702000 | &nbsp;&nbsp;&nbsp;&nbsp; 468419 |
|  |  |  | &nbsp;&nbsp;**$106086649** |
| Iraq — 0.1% | Iraq — 0.1% | Iraq — 0.1% | Iraq — 0.1% |
| Republic of Iraq, 6.752%, 3/9/23<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;$1703353 |
|  |  |  | &nbsp;&nbsp;**$1703353** |
| Ivory Coast — 0.2% | Ivory Coast — 0.2% | Ivory Coast — 0.2% | Ivory Coast — 0.2% |
| Ivory Coast Government International Bond, 5.125%, 6/15/25<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 | &nbsp;&nbsp;$1820166 |
|  |  |  | &nbsp;&nbsp;**$1820166** |
| Jordan — 0.4% | Jordan — 0.4% | Jordan — 0.4% | Jordan — 0.4% |
| Kingdom of Jordan, 4.95%, 7/7/25<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4503 | &nbsp;&nbsp;$4374034 |
|  |  |  | &nbsp;&nbsp;**$4374034** |
| Macedonia — 0.6% | Macedonia — 0.6% | Macedonia — 0.6% | Macedonia — 0.6% |
| North Macedonia Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 1/18/25<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;$933617 |
| &nbsp;&nbsp;&nbsp;3.675%, 6/3/26<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 606369 |
| &nbsp;&nbsp;&nbsp;5.625%, 7/26/23<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 | &nbsp;&nbsp;&nbsp;&nbsp; 5002927 |
|  |  |  | &nbsp;&nbsp;**$6542913** |
| Malaysia — 1.1% | Malaysia — 1.1% | Malaysia — 1.1% | Malaysia — 1.1% |
| Malaysia Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.828%, 7/5/34 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28100 | &nbsp;&nbsp;$6555718 |
| &nbsp;&nbsp;&nbsp;4.254%, 5/31/35 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27750 | &nbsp;&nbsp;&nbsp;&nbsp; 6624722 |
|  |  |  | &nbsp;&nbsp;**$13180440** |
| Mexico — 5.7% | Mexico — 5.7% | Mexico — 5.7% | Mexico — 5.7% |
| Mexican Bonos: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 11/13/42 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;$11037020 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Mexico (continued) | Mexico (continued) | Mexico (continued) | Mexico (continued) |
| Mexican Bonos: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;8.50%, 5/31/29 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178520 | &nbsp;&nbsp;$9404716 |
| &nbsp;&nbsp;&nbsp;8.50%, 11/18/38 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410469 | &nbsp;&nbsp;&nbsp;&nbsp; 21340754 |
| &nbsp;&nbsp;&nbsp;10.00%, 11/20/36 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22074 | &nbsp;&nbsp;&nbsp;&nbsp; 1299272 |
| Mexican Udibonos, 4.00%, 11/30/28 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446552 | &nbsp;&nbsp;&nbsp;&nbsp; 23436739 |
|  |  |  | &nbsp;&nbsp;**$66518501** |
| Oman — 0.3% | Oman — 0.3% | Oman — 0.3% | Oman — 0.3% |
| Oman Government International Bond, 4.875%, 2/1/25<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3173 | &nbsp;&nbsp;$3145379 |
|  |  |  | &nbsp;&nbsp;**$3145379** |
| Peru — 2.5% | Peru — 2.5% | Peru — 2.5% | Peru — 2.5% |
| Peru Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 8/12/34 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7309 | &nbsp;&nbsp;$1519089 |
| &nbsp;&nbsp;&nbsp;5.94%, 2/12/29 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp; 1036445 |
| &nbsp;&nbsp;&nbsp;6.15%, 8/12/32 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20786 | &nbsp;&nbsp;&nbsp;&nbsp; 4733033 |
| &nbsp;&nbsp;&nbsp;6.714%, 2/12/55 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp; 906124 |
| &nbsp;&nbsp;&nbsp;6.85%, 2/12/42 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19284 | &nbsp;&nbsp;&nbsp;&nbsp; 4394502 |
| &nbsp;&nbsp;&nbsp;6.90%, 8/12/37 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8763 | &nbsp;&nbsp;&nbsp;&nbsp; 2027436 |
| &nbsp;&nbsp;&nbsp;6.95%, 8/12/31 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59887 | &nbsp;&nbsp;&nbsp;&nbsp; 14618721 |
|  |  |  | &nbsp;&nbsp;**$29235350** |
| Romania — 4.1% | Romania — 4.1% | Romania — 4.1% | Romania — 4.1% |
| Romania Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 2/26/26<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;$2859391 |
| &nbsp;&nbsp;&nbsp;3.624%, 5/26/30<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp; 2549788 |
| Romanian Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 10/25/27 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70650 | &nbsp;&nbsp;&nbsp;&nbsp; 12719459 |
| &nbsp;&nbsp;&nbsp;3.25%, 6/24/26 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57650 | &nbsp;&nbsp;&nbsp;&nbsp; 11270340 |
| &nbsp;&nbsp;&nbsp;4.15%, 1/26/28 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48045 | &nbsp;&nbsp;&nbsp;&nbsp; 9257040 |
| &nbsp;&nbsp;&nbsp;4.85%, 4/22/26 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32030 | &nbsp;&nbsp;&nbsp;&nbsp; 6599557 |
| &nbsp;&nbsp;&nbsp;5.80%, 7/26/27 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16020 | &nbsp;&nbsp;&nbsp;&nbsp; 3346132 |
|  |  |  | &nbsp;&nbsp;**$48601707** |
| Serbia — 3.8% | Serbia — 3.8% | Serbia — 3.8% | Serbia — 3.8% |
| Serbia Treasury Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 1/11/26 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;1114580 | &nbsp;&nbsp;$9916824 |
| &nbsp;&nbsp;&nbsp;4.50%, 8/20/32 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;3298130 | &nbsp;&nbsp;&nbsp;&nbsp; 25679066 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/8/28 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970810 | &nbsp;&nbsp;&nbsp;&nbsp; 8885921 |
|  |  |  | &nbsp;&nbsp;**$44481811** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Seychelles — 0.1% | Seychelles — 0.1% | Seychelles — 0.1% | Seychelles — 0.1% |
| Republic of Seychelles, 8.00%, 1/1/26<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;$584047 |
|  |  |  | &nbsp;&nbsp;**$584047** |
| South Africa — 14.6% | South Africa — 14.6% | South Africa — 14.6% | South Africa — 14.6% |
| Republic of South Africa: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.25%, 3/31/32 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147394 | &nbsp;&nbsp;$7451868 |
| &nbsp;&nbsp;&nbsp;8.50%, 1/31/37 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369200 | &nbsp;&nbsp;&nbsp;&nbsp; 17273818 |
| &nbsp;&nbsp;&nbsp;8.75%, 1/31/44 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408487 | &nbsp;&nbsp;&nbsp;&nbsp; 18538032 |
| &nbsp;&nbsp;&nbsp;8.75%, 2/28/48 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp;&nbsp; 10515810 |
| &nbsp;&nbsp;&nbsp;9.00%, 1/31/40 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334480 | &nbsp;&nbsp;&nbsp;&nbsp; 15868577 |
| &nbsp;&nbsp;&nbsp;10.50%, 12/21/26 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1653872 | &nbsp;&nbsp;&nbsp;&nbsp;102650825 |
|  |  |  | &nbsp;&nbsp;**$172298930** |
| Suriname — 0.4% | Suriname — 0.4% | Suriname — 0.4% | Suriname — 0.4% |
| Republic of Suriname, 9.25%, 10/26/26<sup>(1)(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529 | &nbsp;&nbsp;$4384497 |
|  |  |  | &nbsp;&nbsp;**$4384497** |
| Thailand — 3.9% | Thailand — 3.9% | Thailand — 3.9% | Thailand — 3.9% |
| Thailand Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.585%, 12/17/35 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528144 | &nbsp;&nbsp;$13997861 |
| &nbsp;&nbsp;&nbsp;3.30%, 6/17/38 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594751 | &nbsp;&nbsp;&nbsp;&nbsp; 18792452 |
| &nbsp;&nbsp;&nbsp;3.40%, 6/17/36 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp; 6658361 |
| &nbsp;&nbsp;&nbsp;4.875%, 6/22/29 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183489 | &nbsp;&nbsp;&nbsp;&nbsp; 6447051 |
|  |  |  | &nbsp;&nbsp;**$45895725** |
| Ukraine — 4.1% | Ukraine — 4.1% | Ukraine — 4.1% | Ukraine — 4.1% |
| Ukraine Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.79%, 5/26/27 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914377 | &nbsp;&nbsp;$11090216 |
| &nbsp;&nbsp;&nbsp;9.99%, 5/22/24 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589859 | &nbsp;&nbsp;&nbsp;&nbsp; 10366334 |
| &nbsp;&nbsp;&nbsp;10.00%, 8/23/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38483 | &nbsp;&nbsp;&nbsp;&nbsp; 809667 |
| &nbsp;&nbsp;&nbsp;10.95%, 11/1/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31964 | &nbsp;&nbsp;&nbsp;&nbsp; 640862 |
| &nbsp;&nbsp;&nbsp;11.67%, 11/22/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118929 | &nbsp;&nbsp;&nbsp;&nbsp; 2384468 |
| &nbsp;&nbsp;&nbsp;12.52%, 5/13/26 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82487 | &nbsp;&nbsp;&nbsp;&nbsp; 1204637 |
| &nbsp;&nbsp;&nbsp;15.84%, 2/26/25 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940181 | &nbsp;&nbsp;&nbsp;&nbsp; 16232085 |
| &nbsp;&nbsp;&nbsp;15.97%, 4/19/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178157 | &nbsp;&nbsp;&nbsp;&nbsp; 3836549 |
| &nbsp;&nbsp;&nbsp;16.00%, 5/24/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98697 | &nbsp;&nbsp;&nbsp;&nbsp; 2198696 |
|  |  |  | &nbsp;&nbsp;**$48763514** |
| United Arab Emirates — 0.2% | United Arab Emirates — 0.2% | United Arab Emirates — 0.2% | United Arab Emirates — 0.2% |
| Sharjah Sukuk, Ltd., 3.764%, 9/17/24<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 | &nbsp;&nbsp;$2697609 |
|  |  |  | &nbsp;&nbsp;**$2697609** |
| Uruguay — 2.0% | Uruguay — 2.0% | Uruguay — 2.0% | Uruguay — 2.0% |
| Uruguay Government Bond, 3.875%, 7/2/40<sup>(8)</sup> | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662090 | &nbsp;&nbsp;$18368961 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uruguay (continued) | Uruguay (continued) | Uruguay (continued) | Uruguay (continued) |
| Uruguay Monetary Regulation Bill: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/1/23 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97971 | &nbsp;&nbsp;$2532434 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/8/23 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83929 | &nbsp;&nbsp;&nbsp;&nbsp; 2165542 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/3/24 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38225 | &nbsp;&nbsp;&nbsp;&nbsp; 847621 |
|  |  |  | &nbsp;&nbsp;**$23914558** |
| Uzbekistan — 0.4% | Uzbekistan — 0.4% | Uzbekistan — 0.4% | Uzbekistan — 0.4% |
| Republic of Uzbekistan: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 2/20/24<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;$3049237 |
| &nbsp;&nbsp;&nbsp;14.00%, 7/19/24<sup>(1)</sup> | UZS | &nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp; 636229 |
| &nbsp;&nbsp;&nbsp;14.50%, 11/25/23<sup>(1)</sup> | UZS | 11470000 | &nbsp;&nbsp;&nbsp;&nbsp; 1002940 |
|  |  |  | &nbsp;&nbsp;**$4688406** |
| Vietnam — 0.3% | Vietnam — 0.3% | Vietnam — 0.3% | Vietnam — 0.3% |
| Vietnam Government International Bond, 4.80%, 11/19/24<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3124 | &nbsp;&nbsp;$3092760 |
|  |  |  | &nbsp;&nbsp;**$3092760** |
| Zambia — 0.4% | Zambia — 0.4% | Zambia — 0.4% | Zambia — 0.4% |
| Zambia Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;11.00%, 1/25/26 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100560 | &nbsp;&nbsp;$3849136 |
| &nbsp;&nbsp;&nbsp;11.00%, 12/27/26 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21670 | &nbsp;&nbsp;&nbsp;&nbsp; 763997 |
|  |  |  | &nbsp;&nbsp;**$4613133** |
| Total Sovereign Government Bonds<br> (identified cost $888,855,909) |  |  | &nbsp;&nbsp;**$754224250** |

---

Short-Term Investments — 22.5%

Affiliated Fund — 10.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.14%<sup>(9)</sup> | 124919064 | &nbsp;&nbsp;$124919064 |
| Total Affiliated Fund<br> (identified cost $124,919,064) |  | &nbsp;&nbsp;**$124919064** |

---

Sovereign Government Securities — 0.3%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ukraine — 0.3% | Ukraine — 0.3% | Ukraine — 0.3% | Ukraine — 0.3% |
| Ukraine Treasury Bill, 0.00%, 3/1/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122375 | &nbsp;&nbsp;$2996749 |
| Total Sovereign Government Securities<br> (identified cost $3,885,061) |  |  | &nbsp;&nbsp;**$2996749** |

---

U.S. Treasury Obligations — 11.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/23/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15950 | &nbsp;&nbsp;$15906649 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73318 | &nbsp;&nbsp;&nbsp;&nbsp; 72926829 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48382 | &nbsp;&nbsp;&nbsp;&nbsp; 48083942 |
| Total U.S. Treasury Obligations<br> (identified cost $136,934,926) |  | &nbsp;&nbsp;**$136917420** |
| Total Short-Term Investments<br> (identified cost $265,739,051) |  | &nbsp;&nbsp;**$264833233** |

---

---

| | |
|:---|:---|
| Total Purchased Options — 0.1%<br> (identified cost $1,032,158) | &nbsp;&nbsp;**$908429** |
| Total Investments — 90.5%<br> (identified cost $1,210,718,376) | &nbsp;&nbsp;**$1064985093** |
| Total Written Options — (0.0)%<sup>(3)</sup><br> (premiums received $271,199) | &nbsp;&nbsp;**$(274170)** |
| Other Assets, Less Liabilities — 9.6% | &nbsp;&nbsp;**$112447514** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$1177158437** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>(1)</sup> | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2023, the aggregate value of these securities is $129,179,589 or 11.0% of the Portfolio's net assets. |
| <sup>(2)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2023, the aggregate value of these securities is $43,802,115 or 3.7% of the Portfolio's net assets. |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

<sup>(3)</sup> Amount is less than 0.05% or (0.05)%, as applicable.

<sup>(4)</sup> For fair value measurement disclosure purposes, security is categorized as Level 3.

<sup>(5)</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>(6)</sup> Step coupon security. Interest rate represents the rate in effect at January 31, 2023.

<sup>(7)</sup> Issuer is in default with respect to interest and/or principal payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

<sup>(8)</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>(9)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2023.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Currency Options — 0.1%** | **Purchased Currency Options — 0.1%** | **Purchased Currency Options — 0.1%** | **Purchased Currency Options — 0.1%** | **Purchased Currency Options — 0.1%** | **Purchased Currency Options — 0.1%** | **Purchased Currency Options — 0.1%** | **Purchased Currency Options — 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 MXN vs. Put USD (Digital Option) | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3070000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;18.00 | &nbsp;&nbsp;4/11/23 | &nbsp;&nbsp;$218385 |
| Call MXN vs. Put USD (Digital Option) | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 121000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;18.00 | &nbsp;&nbsp;4/13/23 | &nbsp;&nbsp;&nbsp;&nbsp; 9192 |
| Call USD vs. Put CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;25800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;247757 |
| Call USD vs. Put CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;45100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;433095 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$908429** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options — (0.0)%<sup>(1)</sup>** | **Written Currency Options — (0.0)%<sup>(1)</sup>** | **Written Currency Options — (0.0)%<sup>(1)</sup>** | **Written Currency Options — (0.0)%<sup>(1)</sup>** | **Written Currency Options — (0.0)%<sup>(1)</sup>** | **Written Currency Options — (0.0)%<sup>(1)</sup>** | **Written Currency Options — (0.0)%<sup>(1)</sup>** | **Written Currency Options — (0.0)%<sup>(1)</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** |
| Call USD vs. Put CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;25800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;7.50 | &nbsp;&nbsp;1/18/24 | &nbsp;&nbsp;$(99768) |
| Call USD vs. Put CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;45100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;7.50 | &nbsp;&nbsp;1/18/24 | &nbsp;&nbsp;(174402) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(274170)** |

---

<sup>(1)</sup> Amount is less than (0.05)%.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 221478542 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 42181970 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1447946 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 80164000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 14691200 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100617 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 52850452 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 9761271 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649944 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 11800000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2174193 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150334 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 29655523 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 151778450 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243902) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 17721842 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 91932000 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388199) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 22638341 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 122582544 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1509669) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 231201553 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 42197757 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3119886 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 56018622 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 10257285 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722883 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 18200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3481961 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85408 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9708887 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 53195000 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (717825) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 88950400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5721755 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204222 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 81492000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5246379 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182711 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 74724600000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4814233 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$164005 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 23747405797 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1522329 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59750 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1523040 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 23071169194 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13987) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6156464 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 93233490806 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54858) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 12586566480 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 14462331 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1248024 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 12586000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 14469328 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1240320 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1752400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2115633 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71685 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 582000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 699729 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26714 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;154464794077 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 31724131 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1088894 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 6855300000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1401458 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54817 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 652000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 141309 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2805) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 9848270000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2102130 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10058) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 16875000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3677272 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92508) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 201869495 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 216378554 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3661198 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 10518605 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11274614 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190770 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;848980070901 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 54213287 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2344616 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 75439395708 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4801283 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224387 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 54991982644 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3528746 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134745 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 38034126939 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2416036 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117746 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 44653700000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2863867 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110902 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 22381000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 17265293 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908243 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 10268000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7863319 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474373 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 11253000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8671496 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466023 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 7760000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5987008 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314170 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 3084400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2378617 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125939 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1614000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1236014 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74565 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1768000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1362410 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73219 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1219400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 940793 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49368 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 50387218 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 13039833 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18798 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 4858500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1256888 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2268 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 152818 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 39787 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 6918000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1797583 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4676) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 10020000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2603612 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6773) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 41100000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 10693378 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41674) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3323633 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2741000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97640) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2299680 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 11197140625 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78934) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3754981 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 18283000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128885) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7773394 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 37848652744 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266813) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 735095 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 685804 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12438) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 753930 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 703376 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12757) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1230877 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1148342 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20827) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5524009 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5153602 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93468) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5899556 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5503967 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99822) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7093845 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6618174 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120030) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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; 8822418 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 8230839 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(149278) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 37898057 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 35356839 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (641248) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 50842311 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 47433128 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (860269) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7336492 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;113473522647 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (222960) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6363070 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 99645682644 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (275190) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7884193 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;123466461062 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (340976) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 18444752 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;288844814013 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (797698) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4440757 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 17008100 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32844 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3881887 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5596) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1288892 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6935) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1333544 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 5172818 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7072) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5175850 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7462) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6444462 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 25000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34677) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8516688 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 33036234 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45165) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9022246 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 35000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48548) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10726190 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 41606892 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56883) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 151778450 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 29324353 | &nbsp;&nbsp;&nbsp;&nbsp;4/4/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235981 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 91932000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 17448716 | &nbsp;&nbsp;&nbsp;&nbsp;5/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371517 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 53943000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3452668 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136622 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 42270700000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2695062 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117570 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 33816000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2157334 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92734 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 33816300000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2159736 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90352 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2471594 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 37653000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33783) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3018893 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 46020000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43212) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5258970 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 80173000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75626) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1939205 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 29316907070 | &nbsp;&nbsp;&nbsp;&nbsp;7/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11176) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3242199 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 49000000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17650) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3433842 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 51524792000 | &nbsp;&nbsp;&nbsp;&nbsp;7/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6106 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$14293082** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 1153843 | &nbsp;&nbsp;UZS | &nbsp;&nbsp;13021113284 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/7/23 | &nbsp;&nbsp;$15762 | &nbsp;&nbsp;$— |
| UZS | &nbsp;&nbsp;13034704078 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1132566 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/7/23 | &nbsp;&nbsp;&nbsp;&nbsp; 6702 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;13007522490 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1132566 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/7/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4326 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 86760000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 19648519 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 708420 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 43600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9915852 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 314237 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 66850000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15193182 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 492173 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 32356044 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7312100 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 279762 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 34590000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7906286 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 209741 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 39153956 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9006085 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 180806 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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; 474176 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 440260 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(4725) |
| USD | &nbsp;&nbsp; 487498 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 452849 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5097) |
| USD | &nbsp;&nbsp; 593194 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 550764 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5911) |
| USD | &nbsp;&nbsp; 609860 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 566514 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6377) |
| USD | &nbsp;&nbsp; 4663552 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4329982 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (46468) |
| USD | &nbsp;&nbsp; 4794569 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4453795 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (50131) |
| USD | &nbsp;&nbsp; 24478312 | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 104400000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17589) |
| USD | &nbsp;&nbsp; 123301 | &nbsp;&nbsp;ZMW | &nbsp;&nbsp; 2240380 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/13/23 | &nbsp;&nbsp;&nbsp;&nbsp; 5778 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 6486772753 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 566283 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/16/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 661171267 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 95348882 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2620421 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 559070617 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 80624735 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2215766 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 15700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2177338 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp; 149015 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 44000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6341342 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp; 178374 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 105000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5512405 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp; 30052 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 29678264 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 206212235 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (877312) |
| USD | &nbsp;&nbsp; 7139403 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 49506280 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (196208) |
| USD | &nbsp;&nbsp; 9371498 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 65600000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (348807) |
| USD | &nbsp;&nbsp; 12517504 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 87595000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (461919) |
| USD | &nbsp;&nbsp; 49449674 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 342895516 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1358998) |
| USD | &nbsp;&nbsp; 2572248 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 17700000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (50456) |
| USD | &nbsp;&nbsp; 11260985 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 78845000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (421903) |
| USD | &nbsp;&nbsp; 463820 | &nbsp;&nbsp;ZMW | &nbsp;&nbsp; 8842724 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 166000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6535433 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/21/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1126914) |
| SGD | &nbsp;&nbsp; 4400000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3194406 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;2/22/23 | &nbsp;&nbsp;&nbsp;&nbsp; 156053 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SGD | &nbsp;&nbsp; 11620000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8551223 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/22/23 | &nbsp;&nbsp;&nbsp;&nbsp; 297033 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 63000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2687885 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 90269 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 624447887 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 27064596 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 805177 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 624447889 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 27056622 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 782087 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 624447887 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 27315344 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 746532 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 41000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1862214 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 9972 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 3554481 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3767216 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (88852) |
| EUR | &nbsp;&nbsp; 6881022 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7264639 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (59715) |
| EUR | &nbsp;&nbsp; 1853676 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1984082 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31987) |
| EUR | &nbsp;&nbsp; 32168712 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 34907862 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (221852) |
| EUR | &nbsp;&nbsp; 2027461 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2154279 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13200) |
| EUR | &nbsp;&nbsp; 1783527 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1895621 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52327) |
| EUR | &nbsp;&nbsp; 1781241 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1876804 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54819) |
| EUR | &nbsp;&nbsp; 1779756 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1874171 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (56437) |
| MXN | &nbsp;&nbsp; 2124232380 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 106275384 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 5705554 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 30647269 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6927815 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 286532 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 12400000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2863411 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 55541 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 17000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3900872 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 100917 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 17000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3901767 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 100022 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 329319920 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 74227158 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 598645 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 16122277 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3633885 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 29307 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| PLN | &nbsp;&nbsp; 6500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1465069 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;$11816 | &nbsp;&nbsp;$— |
| PLN | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 923521 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1108 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 15750000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3484822 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 52398 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RON | &nbsp;&nbsp; 172497000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 37872723 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 239180 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SGD | &nbsp;&nbsp; 12714100 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9369098 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 316531 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 1446200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 42096102 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1899520 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 1100367124 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 32195445 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1279410 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 470585000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13689268 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 626650 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2282196 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 43376000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4411) |
| USD | &nbsp;&nbsp; 2718684 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 51672004 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5255) |
| USD | &nbsp;&nbsp; 2993693 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 56986000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10378) |
| USD | &nbsp;&nbsp; 4839278 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 92612100 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (42858) |
| USD | &nbsp;&nbsp; 1075228 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 21491654 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57725) |
| USD | &nbsp;&nbsp; 13094723 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 252601000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (221379) |
| USD | &nbsp;&nbsp; 31803171 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 635681786 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1707401) |
| USD | &nbsp;&nbsp; 11605732 | &nbsp;&nbsp;SGD | &nbsp;&nbsp; 15734100 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (380540) |
| USD | &nbsp;&nbsp; 9587869 | &nbsp;&nbsp;SGD | &nbsp;&nbsp; 13000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (315559) |
| USD | &nbsp;&nbsp; 1303258 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 44200000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41374) |
| USD | &nbsp;&nbsp; 22652752 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 778241524 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1022548) |
| USD | &nbsp;&nbsp; 5548928 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 95070000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 104639 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5002114 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 86273864 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 61545 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5232067 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 90494820 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 49781 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7779007 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 137139111 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (74416) |
| USD | &nbsp;&nbsp; 8399735 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 148082168 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (80354) |
| USD | &nbsp;&nbsp; 7300754 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 126071020 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 81158 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7079604 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 126153141 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (144695) |
| USD | &nbsp;&nbsp; 36340351 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 647557331 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (742735) |
| USD | &nbsp;&nbsp; 84499475 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 1505716176 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1727026) |
| USD | &nbsp;&nbsp; 6693484 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 115497540 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 79389 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5785877 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 99934309 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 63028 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 8932868 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 154950753 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 59442 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4733342 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 81975324 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 38934 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4639822 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 80684374 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 19342 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2886176 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 50199938 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 11421 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7784338 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 137139111 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (69084) |
| USD | &nbsp;&nbsp; 8405492 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 148082168 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (74597) |
| ZAR | &nbsp;&nbsp; 154950000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9001546 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (128163) |
| ZAR | &nbsp;&nbsp; 28374780 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1609516 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 15397 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 2312923528 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 129799246 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2652877 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 35000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2029111 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24797) |
| ZAR | &nbsp;&nbsp; 70000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4030955 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22327) |
| ZAR | &nbsp;&nbsp; 28374780 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1610619 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 14294 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 1263641 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1352538 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47622) |
| EUR | &nbsp;&nbsp; 7567412 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7968859 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (712634) |
| HUF | &nbsp;&nbsp; 1133880000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3099891 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/16/23 | &nbsp;&nbsp;&nbsp;&nbsp; 52909 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| HUF | &nbsp;&nbsp;12015528669 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 30223221 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/16/23 | &nbsp;&nbsp;$2618533 | &nbsp;&nbsp;$— |
| HUF | &nbsp;&nbsp; 941300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2598162 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/16/23 | &nbsp;&nbsp;&nbsp;&nbsp; 38867 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 6557558138 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 566283 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;3/16/23 | &nbsp;&nbsp;&nbsp;&nbsp; 921 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1974825 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 80014000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (68658) |
| USD | &nbsp;&nbsp; 2001971 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 81250000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (73079) |
| USD | &nbsp;&nbsp; 3153672 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 127976000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (114112) |
| MYR | &nbsp;&nbsp; 24800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5699839 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp; 146101 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 24800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5692643 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp; 153297 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 1600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 367267 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp; 9890 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 82486000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 19112563 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;4/20/23 | &nbsp;&nbsp;&nbsp;&nbsp; 339633 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 2149565173 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6071798 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;4/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61141) |
| MYR | &nbsp;&nbsp; 104400000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24599435 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;5/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 47470 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 304659 | &nbsp;&nbsp;ZMW | &nbsp;&nbsp; 5986547 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1505) |
| UZS | &nbsp;&nbsp; 7679942541 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 653612 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;6/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9449) |
| UZS | &nbsp;&nbsp;17164000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1400000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/1/23 | &nbsp;&nbsp;&nbsp;&nbsp; 799 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 8143221557 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 648862 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/24/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4946 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 2692778443 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 216810 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;11/7/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1464) |
| HUF | &nbsp;&nbsp; 2149534827 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6071712 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (73025) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$28267748** | &nbsp;&nbsp;**$(13618315)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** |
| **Settlement Date** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Aggregate Cost** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 2/9/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 18000000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$3855199 | &nbsp;&nbsp;$125861 |
| 2/9/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 4122000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 882840 | &nbsp;&nbsp;&nbsp;&nbsp; 12834 |
| 2/10/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 28680000 | &nbsp;&nbsp;Republic of Colombia,<br> 5.75%, 11/3/27 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 6142617 | &nbsp;&nbsp;&nbsp;&nbsp; 117373 |
| 2/10/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;(28680000) | &nbsp;&nbsp;Republic of Colombia,<br> 5.75%, 11/3/27 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;(6149410) | &nbsp;&nbsp;&nbsp;&nbsp; (6794) |
| 2/10/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 36489600 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 7815259 | &nbsp;&nbsp;&nbsp;&nbsp; 121183 |
| 2/14/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 6183000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1324261 | &nbsp;&nbsp;&nbsp;&nbsp; 25418 |
| 2/16/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 7756000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1661162 | &nbsp;&nbsp;&nbsp;&nbsp; 29924 |
| 2/20/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 6183000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1324261 | &nbsp;&nbsp;&nbsp;&nbsp; 26840 |
| 2/21/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 25537800 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 5469627 | &nbsp;&nbsp;&nbsp;&nbsp; 109081 |
| 2/22/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 5496000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1177121 | &nbsp;&nbsp;&nbsp;&nbsp; 20158 |
| 2/24/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 27573800 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 5905693 | &nbsp;&nbsp;&nbsp;&nbsp; 19447 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Non-Deliverable Bond Forward Contracts<sup>\*</sup> (continued)** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup> (continued)** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup> (continued)** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup> (continued)** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup> (continued)** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup> (continued)** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup> (continued)** |
| **Settlement Date** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Aggregate Cost** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 2/24/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 43166100 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$9245216 | &nbsp;&nbsp;$159092 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 14598340 | &nbsp;&nbsp;Republic of Colombia,<br> 5.75%, 11/3/27 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 3126639 | &nbsp;&nbsp;&nbsp;&nbsp; 25191 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 56900000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;12186711 | &nbsp;&nbsp;&nbsp;&nbsp; 99407 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 24000000 | &nbsp;&nbsp;Republic of Colombia,<br> 7.75%, 8/26/26 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 5140265 | &nbsp;&nbsp;&nbsp;&nbsp; 25948 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 67000000 | &nbsp;&nbsp;Republic of Colombia,<br> 7.75%, 9/18/30 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;14349906 | &nbsp;&nbsp;&nbsp;&nbsp; 187180 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 73500000 | &nbsp;&nbsp;Republic of Colombia,<br> 10.00%, 7/24/24 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;15742062 | &nbsp;&nbsp;&nbsp;&nbsp; 66809 |
| 3/6/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 48000000 | &nbsp;&nbsp;Republic of Colombia,<br> 7.50%, 8/26/26 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;10280530 | &nbsp;&nbsp;&nbsp;&nbsp; 307008 |
| 3/9/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 4072000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 872132 | &nbsp;&nbsp;&nbsp;&nbsp; 21065 |
| 3/24/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 28233600 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 6047008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6307) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$1486718** |

---

\* Represents a short-term forward contract to purchase the reference entity denominated in a non-deliverable foreign currency.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;$(2933023) | &nbsp;&nbsp;&nbsp;&nbsp;$58010 |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2231159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82515 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(18) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1966359) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19406) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$121119** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;204700 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.46%<br> (pays upon termination) | 1/2/24 | $(30828) | $— | $(30828) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;137700 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.55%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2152 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;195900 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.66%<br> (pays upon termination) | 1/2/24 | $39417 | $— | $39417 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;716538 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.69%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181241 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 181241 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;180220 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.07%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184658 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 184658 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;184280 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.15%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219003 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 219003 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;226440 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.19%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287253 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 287253 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71470 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.24%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96413 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 96413 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;101330 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.25%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139714 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 139714 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;155360 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.34%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242887 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 242887 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72000 | Receives | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 6.36%<br> (pays upon termination) | 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;2523106 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2523106 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57316 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 11.48%<br> (pays upon termination) | 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;(337681) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (337681) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57254 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 11.49%<br> (pays upon termination) | 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;(335000) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (335000) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37730 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 11.51%<br> (pays upon termination) | 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;(217708) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (217708) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 12.49%<br> (pays upon termination) | 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22066) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22066) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19090 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.17%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68045 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68045 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.07%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42956 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42956 |
| CLP | 5000000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 3.68%<br> (pays semi-annually) | 2/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;(571571) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (571571) |
| CLP | 1140000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 3.49%<br> (pays semi-annually) | 4/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;(116887) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (116887) |
| CLP | 2650000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.38%<br> (pays semi-annually) | 6/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;(437014) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (437014) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| CLP | 3700000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.33%<br> (pays semi-annually) | 9/11/25 | $(767139) | $— | $(767139) |
| CLP | 5200000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.48%<br> (pays semi-annually) | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;(917858) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (917858) |
| CLP | 2500000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.59%<br> (pays semi-annually) | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;(410107) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (410107) |
| CLP | 2500000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.92%<br> (pays semi-annually) | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(510396) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (510396) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;584900 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 2.87%<br> (pays semi-annually) | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83420) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (83420) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;416000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.57%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5802 |
| CLP | 4504000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.58%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61360 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 61360 |
| CLP | 3112000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.58%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41724 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 41724 |
| CLP | 3089000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.62%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34741 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34741 |
| CLP | 3089000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.64%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31403 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31403 |
| CLP | 3089000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.67%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26397 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26397 |
| CLP | 2731600 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21867 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21867 |
| CLP | 1674000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.69%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12949 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12949 |
| CLP | 2327000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.72%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13600 |
| CLP | 2662000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.74%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13401 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13401 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;794000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.02%<br> (pays semi-annually) | 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;(100034) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (100034) |
| CLP | 3362600 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.08%<br> (pays semi-annually) | 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;(364948) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (364948) |
| CLP | 1759504 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.18%<br> (pays semi-annually) | 7/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;(176126) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (176126) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| CLP | 4871900 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.22%<br> (pays semi-annually) | 7/12/31 | $(461525) | $— | $(461525) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;466400 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.20%<br> (pays semi-annually) | 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29464 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29464 |
| CLP | 1432670 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.35%<br> (pays semi-annually) | 4/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110693 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 110693 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;274770 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.40%<br> (pays semi-annually) | 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22954 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22954 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;507400 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.40%<br> (pays quarterly) | 12/21/27 | (1618787) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1618787) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92600 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.40%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(292293) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (292293) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;215650 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.47%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(589450) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (589450) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59300 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.75%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47667) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47667) |
| COP | 6031600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 3.76%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217542 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 217542 |
| COP | 12063100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.00%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419095 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 419095 |
| COP | 11354500 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.05%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391179 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 391179 |
| COP | 15464200 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.11%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528290 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 528290 |
| COP | 12992300 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.16%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439899 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 439899 |
| COP | 12063100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.20%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405774 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 405774 |
| COP | 12063100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.28%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400445 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 400445 |
| COP | 6488700 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.34%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213112 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 213112 |
| COP | 20568100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.53%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654498 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 654498 |
| COP | 12079200 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.55%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383306 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 383306 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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 | 5979100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.73%<br> (pays quarterly) | 11/26/25 | $183626 | $— | $183626 |
| COP | 25137100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.78%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765052 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 765052 |
| COP | 20568100 | Pays | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 5.68%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;(523784) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (523784) |
| COP | 5427000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.60%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50796 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50796 |
| COP | 10304000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.75%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87739 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 87739 |
| COP | 5427000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.85%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43215 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43215 |
| COP | 5496000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 9.23%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32142 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 32142 |
| COP | 3792000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 9.42%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18366 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18366 |
| COP | 9065738 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.00%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14525 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14525 |
| COP | 3383000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.17%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218 | &nbsp;&nbsp;&nbsp; (54) | &nbsp;&nbsp;&nbsp; 2164 |
| COP | 6495000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.28%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 437 |
| COP | 17723600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.56%<br> (pays quarterly) | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575293 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 575293 |
| COP | 31412000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 11.93%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(589035) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (589035) |
| COP | 7441800 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.82%<br> (pays quarterly) | 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310750 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 310750 |
| COP | 5315600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.83%<br> (pays quarterly) | 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221505 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 221505 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;200800 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.40%<br> (pays annually) | 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;(967051) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (967051) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;258400 | Receives | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.37%<br> (pays annually) | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;1243768 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1243768 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;300000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.46%<br> (pays annually) | 3/15/26 | (1692179) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1692179) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;147500 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.74%<br> (pays annually) | 5/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;(734341) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (734341) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;143000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 5.15%<br> (pays annually) | 9/21/27 | $27310 | $— | $27310 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96600 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 4.40%<br> (pays annually) | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58063) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (58063) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;422198 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.74%<br> (pays annually) | 5/31/29 | (3068378) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3068378) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;243250 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 2.47%<br> (pays annually) | 10/5/31 | (1739767) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1739767) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;116720 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 2.51%<br> (pays annually) | 10/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;(817019) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (817019) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;391000 | Receives | 6-month CZK PRIBOR<br> (pays semi-annually) | 2.75%<br> (pays annually) | 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;2398767 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2398767 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;388980 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 2.65%<br> (pays annually) | 12/15/31 | (2419699) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2419699) |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;480000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 0.79%<br> (pays annually) | 8/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;(281807) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (281807) |
| HUF | 3500000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 0.71%<br> (pays annually) | 11/22/24 | (1977100) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1977100) |
| HUF | 6619000 | Receives | 6-month HUF BUBOR<br> (pays semi-annually) | 1.30%<br> (pays annually) | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;3953107 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3953107 |
| HUF | 1000000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 1.20%<br> (pays annually) | 11/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;(683636) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (683636) |
| HUF | 2000000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 1.06%<br> (pays annually) | 12/22/25 | (1297199) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1297199) |
| KRW | 5560000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 1/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14214 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14214 |
| KRW | 6141000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.43%<br> (pays quarterly) | 1/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19991 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19991 |
| KRW | 3414000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.36%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5338 |
| KRW | 3676000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8359 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8359 |
| KRW | 5357000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12432 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12432 |
| KRW | 3098000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.24%<br> (pays quarterly) | 1/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2646) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2646) |
| KRW | 6720000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26472 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26472 |
| KRW | 1198400 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 4.03%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38967 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38967 |
| KRW | 1263900 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 4.04%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41767 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 41767 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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 | 1923400 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 4.05%<br> (pays quarterly) | 12/21/27 | $64289 | $— | $64289 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;211000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 4.08%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7292 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7292 |
| KRW | 11700000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.07%<br> (pays quarterly) | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;(773456) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (773456) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;267700 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.58%<br> (pays monthly) | 3/21/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73463) | &nbsp;&nbsp;&nbsp; (505) | &nbsp;&nbsp;&nbsp;&nbsp; (73968) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;350500 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 8.98%<br> (pays monthly) | 11/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;(319536) | &nbsp;&nbsp;&nbsp; (2156) | &nbsp;&nbsp;&nbsp;&nbsp; (321692) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;185000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 8.13%<br> (pays monthly) | 2/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;(286706) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (286706) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;600760 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.76%<br> (pays monthly) | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;1442410 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1442410 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;166961 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.79%<br> (pays monthly) | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397954 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 397954 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;408300 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.35%<br> (pays monthly) | 3/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834064 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 834064 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67771 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.08%<br> (pays monthly) | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;(217976) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (217976) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;224000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.19%<br> (pays monthly) | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;(540995) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (540995) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;130204 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.66%<br> (pays monthly) | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400325 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 400325 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;391500 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 4.65%<br> (pays monthly) | 2/6/25 | (2023704) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2023704) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;144000 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.40%<br> (pays monthly) | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346469 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 346469 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;222000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 4.71%<br> (pays monthly) | 12/12/25 | (1330062) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1330062) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;111000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.07%<br> (pays monthly) | 4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;(483508) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (483508) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;165000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.11%<br> (pays monthly) | 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;(700812) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (700812) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;130000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.21%<br> (pays monthly) | 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;(541534) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (541534) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;160000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.54%<br> (pays monthly) | 9/4/26 | $(583621) | $— | $(583621) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;176000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.86%<br> (pays monthly) | 1/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;(256722) | &nbsp;&nbsp;&nbsp; (3495) | &nbsp;&nbsp;&nbsp;&nbsp; (260217) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83120 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.77%<br> (pays monthly) | 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;(372170) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (372170) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15300 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 5.91%<br> (pays monthly) | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;(110442) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (110442) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;124500 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 5.37%<br> (pays monthly) | 12/6/30 | (1155462) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1155462) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29200 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.95%<br> (pays monthly) | 12/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45229) | &nbsp;&nbsp;&nbsp;(236051) | &nbsp;&nbsp;&nbsp;&nbsp; (281280) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.43%<br> (pays annually) | 6/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74990) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (74990) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.04%<br> (pays annually) | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;(371907) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (371907) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.01%<br> (pays annually) | 2/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;(227828) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (227828) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.05%<br> (pays annually) | 2/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;(181517) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (181517) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15522 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.01%<br> (pays annually) | 3/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;(219284) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (219284) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.00%<br> (pays annually) | 5/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;(252981) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (252981) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.79%<br> (pays annually) | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;(528243) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (528243) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27850 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.77%<br> (pays annually) | 8/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;(604207) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (604207) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.66%<br> (pays annually) | 10/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;(265714) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (265714) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11400 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.44%<br> (pays annually) | 10/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;(211656) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (211656) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.97%<br> (pays annually) | 1/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;(939894) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (939894) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 1.44%<br> (pays annually) | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917917 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 917917 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.48%<br> (pays annually) | 8/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;(391188) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (391188) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.69%<br> (pays annually) | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;(381116) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (381116) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.64%<br> (pays annually) | 1/25/26 | (1347125) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1347125) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 1.69%<br> (pays annually) | 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;1607358 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1607358 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;102370 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 2.19%<br> (pays annually) | 10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;3008488 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3008488 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 3.87%<br> (pays annually) | 3/3/27 | $(164155) | $— | $(164155) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99138 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 3.91%<br> (pays annually) | 3/3/27 | (1184205) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1184205) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21250 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.56%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12521) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12521) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24350 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.02%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(126265) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (126265) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.84%<br> (pays annually) | 1/10/28 | (1944124) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1944124) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 0.93%<br> (pays annually) | 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;1448268 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1448268 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18500 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 2.02%<br> (pays annually) | 5/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941289 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 941289 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26700 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.74%<br> (pays annually) | 7/2/31 | (1455460) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1455460) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20500 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.19%<br> (pays annually) | 9/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92804) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (92804) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14240 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.53%<br> (pays annually) | 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35217) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (35217) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16260 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.85%<br> (pays annually) | 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;(132625) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (132625) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;175000 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.29%<br> (pays semi-annually) | 11/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62764) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62764) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;233000 | Receives | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.02%<br> (pays semi-annually) | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122336 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 122336 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;291000 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 0.90%<br> (pays semi-annually) | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(289739) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (289739) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;120000 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.30%<br> (pays semi-annually) | 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;(111601) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (111601) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;155000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 2.45%<br> (pays quarterly) | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76393 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76393 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.96%<br> (pays quarterly) | 8/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16265) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16265) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;219000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 2.02%<br> (pays quarterly) | 9/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28156) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28156) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 2.04%<br> (pays quarterly) | 9/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10237) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10237) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;204600 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.72%<br> (pays semi-annually) | 10/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;(376936) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (376936) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;200000 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.69%<br> (pays semi-annually) | 11/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;(380329) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (380329) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55027 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 6.64%<br> (pays quarterly) | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38725) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38725) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;244000 | Receives | 3-month ZAR JIBAR<br> (pays quarterly) | 7.04%<br> (pays quarterly) | 3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68300 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68300 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65700 | Receives | 3-month ZAR JIBAR<br> (pays quarterly) | 6.91%<br> (pays quarterly) | 3/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29146 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29146 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

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)** |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43340 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 5.41%<br> (pays quarterly) | 6/11/25 | $(106953) | $— | $(106953) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 4.98%<br> (pays quarterly) | 8/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;(163281) | &nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp; (163223) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54900 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 5.56%<br> (pays quarterly) | 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;(157735) | &nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp;&nbsp; (157611) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68770 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 8.79%<br> (pays quarterly) | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169874 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 169874 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 5.96%<br> (pays quarterly) | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;(187942) | &nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp; (187695) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;132000 | Receives | 3-month ZAR JIBAR<br> (pays quarterly) | 6.64%<br> (pays quarterly) | 10/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192090 | &nbsp;&nbsp;&nbsp;&nbsp; (558) | &nbsp;&nbsp;&nbsp; 191532 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15850 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 6.54%<br> (pays quarterly) | 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30110) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30110) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;185000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 8.07%<br> (pays quarterly) | 9/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203843 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 203843 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;108000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 8.38%<br> (pays quarterly) | 5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68058) | &nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp;&nbsp; (67350) |
| **Total** |  |  |  |  |  | **$(17368863)** | **$(241682)** | **$(17610545)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Portfolio<br> Pays/Receives<br> Floating Rate** | &nbsp;&nbsp;**Floating Rate** | &nbsp;&nbsp;**Annual<br> Fixed Rate** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| BNP Paribas | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 17413 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;2.95%<br> (pays quarterly) | &nbsp;&nbsp;3/16/27 | &nbsp;&nbsp;$(88095) |
| Citibank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.72%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 15244 |
| Citibank, N.A. | &nbsp;&nbsp;THB | &nbsp;&nbsp;330000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;6-month THB Fixing Rate<br> (pays semi-annually) | &nbsp;&nbsp;1.87%<br> (pays semi-annually) | &nbsp;&nbsp;3/27/23 | &nbsp;&nbsp;&nbsp;&nbsp; 52410 |
| Citibank, N.A. | &nbsp;&nbsp;THB | &nbsp;&nbsp;250000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;6-month THB Fixing Rate<br> (pays semi-annually) | &nbsp;&nbsp;2.22%<br> (pays semi-annually) | &nbsp;&nbsp;10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp; 42916 |
| Citibank, N.A. | &nbsp;&nbsp;THB | &nbsp;&nbsp; 87340 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;6-month THB Fixing Rate<br> (pays semi-annually) | &nbsp;&nbsp;1.96%<br> (pays semi-annually) | &nbsp;&nbsp;3/18/24 | &nbsp;&nbsp;&nbsp;&nbsp; 17006 |
| Deutsche Bank AG | &nbsp;&nbsp;THB | &nbsp;&nbsp;324320 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;6-month THB Fixing Rate<br> (pays semi-annually) | &nbsp;&nbsp;2.13%<br> (pays semi-annually) | &nbsp;&nbsp;11/19/23 | &nbsp;&nbsp;&nbsp;&nbsp; 41398 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.71%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13958 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 16700 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.73%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 33580 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 8400 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.74%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 17805 |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 88787 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;2.95%<br> (pays quarterly) | &nbsp;&nbsp;3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;(450036) |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 8300 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.74%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 17141 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** |
| **Counterparty** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Portfolio<br> Pays/Receives<br> Floating Rate** | &nbsp;&nbsp;**Floating Rate** | &nbsp;&nbsp;**Annual<br> Fixed Rate** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Standard Chartered Bank | &nbsp;&nbsp;THB | &nbsp;&nbsp;650000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;6-month THB Fixing Rate<br> (pays semi-annually) | &nbsp;&nbsp;2.15%<br> (pays semi-annually) | &nbsp;&nbsp;8/20/23 | &nbsp;&nbsp;$183924 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(102749)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| Markit CDX Emerging Markets Index (CDX.EM.31.V3) | $86 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/24 | &nbsp;&nbsp;$(23) | &nbsp;&nbsp;$(3651) | &nbsp;&nbsp;$(3674) |
| **Total** |  |  | &nbsp;&nbsp;**$(23)** | &nbsp;&nbsp;**$(3651)** | &nbsp;&nbsp;**$(3674)** |

---

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** |  |  |
| **Counterparty** | &nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;**Effective Date/<br> Termination<br> Date<sup>(1)</sup>** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| BNP Paribas | &nbsp;&nbsp;3-month PLN WIBOR + 1.45% on PLN 17,142,858 (Notional Amount) (pays quarterly) plus EUR equivalent of Notional Amount at effective date\*\* | &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount at effective date (pays quarterly) plus Notional Amount\*\* | &nbsp;&nbsp;10/14/25/<br> 10/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;$3993 |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 381,027,240 (pays semi-annually)\* | &nbsp;&nbsp;2.10% on CLP equivalent of CLF 12,000 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58092) |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 1,174,947,580 (pays semi-annually)\* | &nbsp;&nbsp;2.25% on CLP equivalent of CLF 37,000 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;(200696) |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 214,234,175 (pays semi-annually)\* | &nbsp;&nbsp;1.85% on CLP equivalent of CLF 6,700 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24645) |
|  |  |  |  | &nbsp;&nbsp;**$(279440)** |

---

<sup>(1)</sup> Effective date represents the date on which the Portfolio and counterparty exchange the currencies and begin interest payment accrual.

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

\* At the termination date, the Portfolio will either pay or receive the USD equivalent of the difference between the initial CLP notional amount and the CLP equivalent of the CLF notional amount on such date.

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| BUBOR | – Budapest Interbank Offered Rate |
| EURIBOR | – Euro Interbank Offered Rate |
| JIBAR | – Johannesburg Interbank Average Rate |
| KLIBOR | – Kuala Lumpur Interbank Offered Rate |
| OTC | – Over-the-counter |
| PRIBOR | – Prague Interbank Offered Rate |
| WIBOR | – Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| BAM | – Bosnia-Herzegovina Convertible Mark |
| BRL | – Brazilian Real |
| CLF | – Chilean Unidad de Fomento |
| CLP | – Chilean Peso |
| CNH | – Yuan Renminbi Offshore |
| CNY | – Yuan Renminbi |
| COP | – Colombian Peso |
| CRC | – Costa Rican Colon |
| CZK | – Czech Koruna |
| DOP | – Dominican Peso |
| EGP | – Egyptian Pound |
| EUR | – Euro |
| HUF | – Hungarian Forint |
| IDR | – Indonesian Rupiah |
| KRW | – South Korean Won |
| MXN | – Mexican Peso |

---

---

| | |
|:---|:---|
| MYR | – Malaysian Ringgit |
| PEN | – Peruvian Sol |
| PLN | – Polish Zloty |
| RON | – Romania New Leu |
| RSD | – Serbian Dinar |
| SGD | – Singapore Dollar |
| THB | – Thai Baht |
| TRY | – New Turkish Lira |
| UAH | – Ukrainian Hryvnia |
| USD | – United States Dollar |
| UYU | – Uruguayan Peso |
| UZS | – Uzbekistani Som |
| ZAR | – South African Rand |
| ZMW | – Zambian Kwacha |

---

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

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

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

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

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

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Affiliated Investments

At January 31, 2023, the value of the Portfolio's investment in funds they may be deemed affiliated was $124,919,064, which represents 10.6% of the Portfolio's net assets. Transactions in such funds by the Portfolio for the fiscal year to date ended January 31, 2023 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **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> | $34198985 | $439455348 | $(348735269) | $— | $— | $124919064 | $1386178 | 124919064 |

---

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

Fair Value Measurements

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

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

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

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

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

At January 31, 2023, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Foreign Corporate Bonds | &nbsp;&nbsp;$— | &nbsp;&nbsp;$23251223 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$23251223 |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;21767958 | &nbsp;&nbsp;&nbsp;&nbsp; 21767958 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 754224250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 754224250 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;124919064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 124919064 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2996749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2996749 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 136917420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 136917420 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 908429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 908429 |
| **Total Investments** | &nbsp;&nbsp;**$124919064** | &nbsp;&nbsp;**$918298071** | &nbsp;&nbsp;**$21767958** | &nbsp;&nbsp;**$1064985093** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$50260964 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$50260964 |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1499819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1499819 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 140525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 140525 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 31319976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 31319976 |
| **Total** | &nbsp;&nbsp;**$125059589** | &nbsp;&nbsp;**$1001378830** | &nbsp;&nbsp;**$21767958** | &nbsp;&nbsp;**$1148206377** |
| **Liability Description** |  |  |  |  |
| Written Currency Options | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(274170) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(274170) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21318449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21318449) |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13101) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Futures Contracts | &nbsp;&nbsp;$(19406) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(19406) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (49071051) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (49071051) |
| **Total** | &nbsp;&nbsp;**$(19406)** | &nbsp;&nbsp;**$(70676771)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(70696177)** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Loan<br> Participation Notes** | &nbsp;&nbsp;**Sovereign<br> Government<br> Bonds** | &nbsp;&nbsp;**Sovereign<br> Government<br> Securities** | &nbsp;&nbsp;**Total** |
| **Balance as of October 31, 2022** | &nbsp;&nbsp;**$29380678** | &nbsp;&nbsp;**$39170230** | &nbsp;&nbsp;**$2887584** | &nbsp;&nbsp;**$71438492** |
| Realized gains (losses) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1000732) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1000732) |
| Change in net unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp; 817405 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 817405 |
| Cost of purchases | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Proceeds from sales, including return of capital | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7429393) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7429393) |
| Accrued discount (premium) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers to Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers from Level 3<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(39170230) | &nbsp;&nbsp;&nbsp;&nbsp;(2887584) | &nbsp;&nbsp;&nbsp;&nbsp;(42057814) |
| **Balance as of January 31, 2023** | &nbsp;&nbsp;**$21767958** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$21767958** |
| **Change in net unrealized appreciation (depreciation) on investments still held as of January 31, 2023** | &nbsp;&nbsp;**$(92211)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(92211)** |

---

<sup>(1)</sup> Transferred from Level 3 based on the observability of valuation inputs resulting from new market activity.

The following is a summary of quantitative information about significant unobservable valuation inputs for Level 3 investments held as of January 31, 2023:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Investment** | &nbsp;&nbsp;**Fair Value as of<br> January 31, 2023** | &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\*** |
| Loan Participation Notes | &nbsp;&nbsp;$21767958 | &nbsp;&nbsp;Matrix Pricing | &nbsp;&nbsp;Adjusted Credit Spread to the Central Bank of Uzbekistan Quoted Policy Rate | &nbsp;&nbsp;2.24% | &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.

**Investment Valuation - Derivatives. U.S. exchange-traded options are valued at the mean between the bid and asked prices at valuation time as reported by the Options Price Reporting Authority. Non-U.S. exchange-traded options and over-the-counter options (including options on securities, indices and foreign currencies) are valued by a third party pricing service using techniques that consider factors including the value of the underlying instrument, the volatility of the underlying instrument and the period of time until option expiration.**

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Emerging Markets Local Income Portfolio

- **b. Investment Company Act file number:** 811-22048

- **c. CIK number of Registrant:** 0001394395

- **d. LEI of Registrant:** TJHVIYYZOASBZ463H550

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

  - **Street Address 1:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Emerging Markets Local Income Portfolio

- **b. EDGAR series identifier (if any):** S000017994

- **c. LEI of Series:** TJHVIYYZOASBZ463H550

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1204426410.84

**Total Liabilities:** $27350996.69

**Net Assets:** $1177075414.15

**Delayed Delivery Securities:** $540483.24

**Cash Not Reported:** $80593198.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17.04000000 | **1-Year:** -1676.88000000 | **5-Year:** -2434.92000000 | **10-Year:** -692.67000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1902.88000000 | **1-Year:** -8148.43000000 | **5-Year:** -7333.60000000 | **10-Year:** -1652.07000000 | **30-Year:** -373.83000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049877 | 7.81%                | 2.30%                | 4.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23086678.65            | $69886329.18                               |
| Month 2  | $-5181152.86             | $13048103.93                               |
| Month 3  | $-14087144.37            | $33550301.85                               |

**Designated Index Information**

- **Index Name:** JPMorgan GBI-EM Global Diversified Index

- **Index Identifier:** JPMGBIEGDV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Goldman Sachs International     | PURCHASED EUR / SOLD HUF                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-47622.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBKMDT0 IRS MYR R F  3.73100 2 NDF / Short: BMIBKMDT0 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |     16700000 | OU      | $33579.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | Long: BEV2V8B56 IRS THB R F  1.87000 / Short: BEV2V8B56 IRS THB P V 06MTHFX THFX6M+0BPS                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | TH        |    330000000 | OU      | $18036.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-5910.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED EUR / SOLD PLN                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-59715.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIB55DG2 IRS THB R F  1.95500 2 CCPNDFOIS / Short: SMIB55DG2 IRS THB P V 12MTHOR 1 CCPNDFOIS                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     93000000 | OU      | $-20048.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED HUF / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $-73024.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA            | Colombian TES                                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  14398000000 | PA      | $2416781.65   | 0.21%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZMW                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5778.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIBKVBK1 EATON VANCE                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -70900000 | OU      | $-274170.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBL77U6 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL77U6 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  67000000000 | OU      | $187180.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4MA091 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MA091 IRS COP P F  4.54500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12079200000 | OU      | $383305.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED EUR / SOLD CZK                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-56437.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    568540000 | PA      | $8431834.41   | 0.72%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED CLP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1240319.68   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $73218.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED ZAR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $15397.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: SEV0ZTTF9 IRS PLN R F  2.44000 2 CCP VANILLA ICE / Short: SEV0ZTTF9 IRS PLN P V 03MWIBOR 2 CCP VANILLA ICE                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | PL        |     11400000 | OU      | $-177073.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4GNNA2 IRS THB R F   .89500 2 CCPNDF / Short: SEV4GNNA2 IRS THB P V 06MTHBSR 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    291000000 | OU      | $-291925.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT             | Malaysia Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     27750000 | PA      | $6624722.32   | 0.56%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED ZAR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $-22327.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $63027.93     | 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      | $-34677.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND         | Romania Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57650000 | PA      | $11270340.22  | 0.96%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-12756.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PRGM SPC         | CBB International Sukuk Programme Co WLL                                                                                             | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |      2624000 | PA      | $2662252.67   | 0.23%             | 2024-11-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED PLN / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $598645.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6935.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED EUR / SOLD RON                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-221852.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBGZZA3 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGZZA3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  25537800000 | OU      | $109080.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3SPFP2 IRS HUF R F   .70500 CCP LCH / Short: SEV3SPFP2 IRS HUF P V 06MBUBOR BUBOR06M+0BPS CCP LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   3500000000 | OU      | $-1705271.39  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia            | Colombia Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3500000 | PA      | $3495385.57   | 0.30%             | 2023-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBJG911 IRS BRL R F 13.69000 2 CCPNDFPREDISWAP / Short: SMIBJG911 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    716538000 | OU      | $181241.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $-1464.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4NL799 IRS CLP R F  2.87000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4NL799 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    584900000 | OU      | $-83419.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3YEVZ0 IRS CZK R F  1.40250 CCP LCH / Short: SEV3YEVZ0 IRS CZK P V 06MPRIBO PRIB06M+0BPS CCP LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |    200800000 | OU      | $-820467.86   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD COP                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-128885.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Ltd               | Sharjah Sukuk Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VHQQGE2OA0DQ91 | Long             | DBT              | NUSS              | KY        |      2747000 | PA      | $2697608.94   | 0.23%             | 2024-09-17      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $61545.38     | 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      | $-56882.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan          | Republic of Azerbaijan International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |      3142000 | PA      | $3122582.44   | 0.27%             | 2024-03-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV2RX4K1 IRS MXN R F  7.86000 CCP CME / Short: SEV2RX4K1 IRS MXN P V 01MTIIE MXIBTIIE+0BPS CCP CME                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    176000000 | OU      | $-240881.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN          | Republic of Uzbekistan International Bond                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      3100000 | PA      | $3049237.50   | 0.26%             | 2024-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4KHAJ5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KHAJ5 IRS COP P F  4.56250 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  17723600000 | OU      | $575292.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4FSR34 IRS MXN R F  7.94500 2 CCPVANILLA / Short: SEV4FSR34 IRS MXN P V 01MTIIE 1 CCPVANILLA                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     29200000 | OU      | $-42677.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV5A80T2 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV5A80T2 IRS COP P F  9.41500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3792000000 | OU      | $18365.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $59441.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $136621.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT           | Costa Rica Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    749400000 | PA      | $1362621.38   | 0.12%             | 2026-09-30      | Fixed         | 9.66%                 | Yes           |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS           | Serbia Treasury Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1114580000 | PA      | $9916824.51   | 0.84%             | 2026-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-275190.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4J8B07 IRS CZK R F  1.46070 2 CCPVANILLA / Short: SEV4J8B07 IRS CZK P V 06MPRIBO 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000000 | OU      | $-1498286.09  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBE7JA5 IRS BRL R F 14.19000 2 CCPNDFPREDISWAP / Short: SMIBE7JA5 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    226440000 | OU      | $287253.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-797698.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4W3443 IRS CZK R F  2.46750 2 CCPVANILLA / Short: SEV4W3443 IRS CZK P V 06MPRIBO 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    243250000 | OU      | $-1572799.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD UYU                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-68657.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBLJSN3 IRS BRL R F 13.54750 2 CCPNDFPREDISWAP / Short: SMIBLJSN3 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    137700000 | OU      | $2151.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-48548.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $209741.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $921.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-74416.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $38934.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     31964000 | PA      | $640862.38    | 0.05%             | 2023-11-01      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| ROMANIA                         | Romanian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2755000 | PA      | $2549787.79   | 0.22%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBECZ40 IRS BRL R F 14.07000 2 CCPNDFPREDISWAP / Short: SMIBECZ40 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    180220000 | OU      | $184657.78    | 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        |    831767938 | PA      | $51625302.37  | 4.39%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      8763000 | PA      | $2027436.15   | 0.17%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV484E54 IRS CLP R F  1.33000 2 CCPNDFCAMARAPROMEDIO / Short: SEV484E54 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3700000000 | OU      | $-767139.51   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7461.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                 | North Macedonia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      4592000 | PA      | $5002927.48   | 0.43%             | 2023-07-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-42857.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBF6L70 IRS CNY R F  2.75000 2 CCPNDF / Short: SMIBF6L70 IRS CNY P V 00MCNRR 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     59300000 | OU      | $-47666.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4GQH87 IRS CLP R F  1.92000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4GQH87 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-510395.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4LFY60 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4LFY60 IRS COP P F  4.05260 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11354500000 | OU      | $391178.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     59887000 | PA      | $14618720.88  | 1.24%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIB5A0W0 IRS THB R F  2.02200 2 CCPNDFOIS / Short: SMIB5A0W0 IRS THB P V 12MTHOR 1 CCPNDFOIS                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    219000000 | OU      | $-33919.46    | -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        |     36140000 | PA      | $508029.69    | 0.04%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC         | Long: BEV56EAN6 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPUNDING / Short: BEV56EAN6 IRS CLP P F  2.10000 CLF LEG 2.1 FIXED RATE         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |    381027240 | OU      | $-58091.90    | -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      | $-1022548.21  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED EUR / SOLD CZK                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-54818.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3MSNX6 IRS PLN R F  1.76470 CCP LCH / Short: SEV3MSNX6 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     27850000 | OU      | $-446098.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $492172.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS           | Serbia Treasury Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3298130000 | PA      | $25679065.72  | 2.18%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $798.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    940181000 | PA      | $16232085.33  | 1.38%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-80354.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED EGP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $-1126914.19  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $466023.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4RDK64 IRS CLP R F  4.22000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4RDK64 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4871900000 | OU      | $-461525.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $1899519.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia            | Colombia Government International Bond                                                                                               | CUSIP: 195325BQ7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3429000 | PA      | $3381077.05   | 0.29%             | 2024-02-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-12438.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-4411.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4XRZY9 IRS THB R F  1.71500 2 CCPNDF / Short: SEV4XRZY9 IRS THB P V 06MTHBSR 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    204600000 | OU      | $-380239.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $55541.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJV3A4 IRS KRW R F  3.40000 2 CCPNDF / Short: SMIBJV3A4 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5560000000 | OU      | $15385.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                | Dominican Republic Central Bank Notes                                                                                                | CUSIP: 25714RDA9<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    221270000 | PA      | $3673471.90   | 0.31%             | 2025-10-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT         | Mexican Bonos                                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    230000000 | PA      | $11037019.73  | 0.94%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $279762.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV3F1QG7 IRS CLP R F  4.02000 CCP CME / Short: SEV3F1QG7 IRS CLP P V 00MCLICP CLICP+0BPS CCP CME                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |    794000000 | OU      | $-100034.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4K3JC2 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JC2 IRS COP P F  4.82500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5315600000 | OU      | $221505.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                  | Czech Republic Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    140000000 | PA      | $4955445.47   | 0.42%             | 2030-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV3YYUK0 IRS ZAR R V 03MJIBAR JIBA3M+0BPS CCP LCH / Short: BEV3YYUK0 IRS ZAR P F  7.04000 CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    244000000 | OU      | $68707.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN          | Republic of Uzbekistan International Bond                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  11470000000 | PA      | $1002939.66   | 0.09%             | 2023-11-25      | Fixed         | 14.50%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $134745.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                 | North Macedonia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |       913000 | PA      | $933616.63    | 0.08%             | 2025-01-18      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD CNH                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-196208.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV3DE2X0 IRS MXN R F  8.13000 CCP CME / Short: SEV3DE2X0 IRS MXN P V 01MMXTIE MXIBTIIE+0BPS CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    185000000 | OU      | $-268075.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $85407.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV43EYV8 IRS CLP R F  1.38000 CCP OIS CME / Short: SEV43EYV8 IRS CLP P V 00MCLICP CLICP OIS CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   2650000000 | OU      | $-437014.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    111360000 | PA      | $1661501.68   | 0.14%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $708419.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED COP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $54816.83     | 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      | $4326.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBFX2J6 TRS COP R F   .00000 NO INDEX+ 0BPS COLUMBIA TRS / Short: BMIBFX2J6 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  36489600000 | OU      | $121183.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED HUF / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $2618532.53   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Alicorp SAA                     | Alicorp SAA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300Z1XH47TTIIJS11 | Long             | DBT              | CORP              | PE        |     25530000 | PA      | $6208205.46   | 0.53%             | 2027-04-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBL2SW0 TRS COP R F   .00000 NOINDEX+0BPS COLUMBIA TRS / Short: BMIBL2SW0 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  28233600000 | OU      | $-6307.03     | -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      | $-266812.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3MSPD8 IRS HUF R F   .78500 CCP LCH / Short: SEV3MSPD8 IRS HUF P V 06MBUBOR BUBOR06M+0BPS CCP LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    480000000 | OU      | $-212414.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED EUR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $190770.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  54928000000 | PA      | $3722205.63   | 0.32%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFGUN3 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFGUN3 IRS CLP P F  5.73500 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2662000000 | OU      | $13401.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     38483000 | PA      | $809667.08    | 0.07%             | 2023-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-46467.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFCAX2 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFCAX2 IRS CLP P F  5.62000 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3089000000 | OU      | $34740.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4W8830 IRS CZK R F  2.51000 2 CCPVANILLA / Short: SEV4W8830 IRS CZK P V 06MPRIBO 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    116720000 | OU      | $-738400.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4D69R1 IRS MXN R F  5.37000 2 CCPVANILLA / Short: SEV4D69R1 IRS MXN P V 01MTIIE 1 CCPVANILLA                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    124500000 | OU      | $-1136623.75  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                         | Romanian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2755000 | PA      | $2859391.18   | 0.24%             | 2026-02-26      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4Y4NN6 IRS THB R F  1.69000 2 CCPNDF / Short: SEV4Y4NN6 IRS THB P V 06MTHBSR 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000000 | OU      | $-384734.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBKMEK8 IRS MYR R F  3.71500 2 NDF / Short: BMIBKMEK8 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |      7600000 | OU      | $13958.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND         | Romania Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16020000 | PA      | $3346132.46   | 0.28%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED SGD / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $297033.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBFX5V6 TRS COP R F   .00000 NO INDEX+ 0BPS COLUMBIA TRS / Short: BMIBFX5V6 TRS COP P V 00MDTF DTF RATE 90D COMPOUNDING RATE | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   4122000000 | OU      | $12833.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED PLN / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $11815.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBBF3E9 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIBBF3E9 IRS COP P F 11.93300 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  31412000000 | OU      | $-589034.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3JRC71 IRS CZK R F  1.73500 CCP LCH / Short: SEV3JRC71 IRS CZK P V 06MPRIBO PRIB06M+0BPS CCP LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |    422198000 | OU      | $-3044301.44  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3QBGK5 IRS PLN R F  1.65670 CCP LCH / Short: SEV3QBGK5 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     12200000 | OU      | $-215916.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4WBCU8 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BEV4WBCU8 IRS PLN P F  2.18500 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    102370000 | OU      | $2635699.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBK1MG4 IRS KRW R F  3.35500 2 CCPNDF / Short: SMIBK1MG4 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3414000000 | OU      | $6064.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBCKQ36 IRS CNY R F  2.46500 2 CCPNDF / Short: SMIBCKQ36 IRS CNY P V 00MCNRR 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    215650000 | OU      | $-589449.82   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC         | Long: BEV56GJV4 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPOUNDING / Short: BEV56GJV4 IRS CLP P F  2.25000 CLF LEG 2.25 FIXED RATE       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |   1174947580 | OU      | $-200696.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT         | Mexican Bonos                                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    410468700 | PA      | $21340753.92  | 1.81%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS           | Serbia Treasury Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    970810000 | PA      | $8885920.75   | 0.75%             | 2028-02-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBL76L7 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL76L7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  24000000000 | OU      | $25948.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBGSNW4 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGSNW4 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   6183000000 | OU      | $26840.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $286532.13    | 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      | $-860268.94   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4V6ZN1 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BEV4V6ZN1 IRS PLN P F  1.69280 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     48000000 | OU      | $1396936.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-50130.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $11420.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-69084.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4ATVG3 IRS HUF R F  1.20220 2 CCPVANILLA / Short: SEV4ATVG3 IRS HUF P V 06MBUBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000000 | OU      | $-583021.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3DDKA2 IRS PLN R F  2.00500 CCP LCH / Short: SEV3DDKA2 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     16000000 | OU      | $-179161.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10378.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV479W54 IRS PLN R F   .68720 2 CCPVANILLA / Short: SEV479W54 IRS PLN P V 06MWIBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $-313959.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | Long: BEV37XXS2 IRS THB R F  2.12500 / Short: BEV37XXS2 IRS THB P V 06MTHFX THFX6M +0BPS                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | TH        |    324320000 | OU      | $30586.89     | 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      | $-43212.10    | -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        |    822104514 | PA      | $51025523.07  | 4.33%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $146101.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND         | Romania Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     48045000 | PA      | $9257040.12   | 0.79%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 261090000000 | PA      | $17819610.22  | 1.51%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-74596.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD UYU                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-114112.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV5AA299 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV5AA299 IRS COP P F  9.23300 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5496000000 | OU      | $32141.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3L5M91 IRS PLN R F  1.78570 CCP LCH / Short: SEV3L5M91 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     37000000 | OU      | $-565994.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 130320000000 | PA      | $8566779.51   | 0.73%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-11175.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV58H438 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58H438 IRS COP P F  8.85000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5427000000 | OU      | $43214.61     | 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      | $117569.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | BR        |            1 | NC      | $150334.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY        | Uruguay Government International Bond                                                                                                | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    662090280 | PA      | $18368960.81  | 1.56%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      7309000 | PA      | $1519088.80   | 0.13%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $9890.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV54GJD6 IRS PLN R F  3.91000 2 CCPVANILLA / Short: SEV54GJD6 IRS PLN P V 06MWIBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99138111 | OU      | $-1328261.18  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| PATRIMONIO AUTONOMO UNIO        | Patrimonio Autonomo Union Del Sur                                                                                                    | CUSIP: 70338LAA7<br>LEI: 549300ML8J9167SJSI62 | Long             | DBT              | CORP              | CO        |  18185000000 | PA      | $3427443.02   | 0.29%             | 2041-02-28      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     19284000 | PA      | $4394502.32   | 0.37%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $49781.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $104639.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBCBKD0 IRS CNY R F  2.40250 2 CCPNDF / Short: SMIBCBKD0 IRS CNY P V 00MCNRR 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     92600422 | OU      | $-292293.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury          | United States Treasury Bill                                                                                                          | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     73317700 | PA      | $72926828.68  | 6.20%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBHA668 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBHA668 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  43166100000 | OU      | $159091.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT        | Suriname Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      5529000 | PA      | $4384497.00   | 0.37%             | 2026-10-26      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED CZK / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $746532.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4X1LB1 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BEV4X1LB1 IRS ZAR P F  6.63880 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    132000000 | OU      | $190363.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBCDK12 IRS KRW R F  4.04000 2 CCPNDF / Short: SMIBCDK12 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1263900000 | OU      | $41690.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    914377000 | PA      | $11090216.09  | 0.94%             | 2027-05-26      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3CLKW7 IRS PLN R F  2.04000 CCP LCH / Short: SEV3CLKW7 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     20000000 | OU      | $-216783.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4EVDX7 IRS PLN R F   .63970 2 CCPVANILLA / Short: SEV4EVDX7 IRS PLN P V 06MWIBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     42000000 | OU      | $-1337233.18  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFCCA0 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFCCA0 IRS CLP P F  5.67000 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3089000000 | OU      | $26397.27     | 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      | $-2804.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $314237.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED CNH / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |            1 | NC      | $178374.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | BMIBKBQG8 EATON VANCE                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       121000 | OU      | $9192.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD BRL                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1509668.72  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-13987.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND         | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |       174281 | PA      | $95379.84     | 0.01%             | 2025-12-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD CNH                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-50456.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    587800000 | PA      | $10563992.97  | 0.90%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | PURCHASED ZAR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |            1 | NC      | $-128162.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED EUR / SOLD CZK                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-88852.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $1100617.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4N57K9 IRS ZAR R F  5.96120 2 CCPVANILLA / Short: SEV4N57K9 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79000000 | OU      | $-182818.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                | Dominican Republic Central Bank Notes                                                                                                | CUSIP: 25714PER5<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    383340000 | PA      | $6339006.97   | 0.54%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV3Z0MW6 IRS CZK R V 06MPRIBO PRIB06M+0BPS CCP LCH / Short: BEV3Z0MW6 IRS CZK P F  1.36500 CCP LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |    258400000 | OU      | $1072984.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED SGD / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |            1 | NC      | $316531.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND          | Zambia Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     21670000 | PA      | $763997.45    | 0.06%             | 2026-12-27      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD ZMW                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $230.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE T-BILL                  | Ukraine Treasury Bill                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | STIV             | NUSS              | UA        |    122375000 | PA      | $2996748.69   | 0.25%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND        | Thailand Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    528144000 | PA      | $13997861.22  | 1.19%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV2RH6F5 IRS PLN R F  2.84000 CCP LCH / Short: SEV2RH6F5 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     75000000 | OU      | $-1900102.16  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT         | Mexican Bonos                                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     22074400 | PA      | $1299271.95   | 0.11%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: SEV1X3MG1 IRS ZAR R F  8.79000 2 CCPIRS ICE / Short: SEV1X3MG1 IRS ZAR P V 03MJIBOR 1 CCPIRS ICE                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | ZA        |     68770000 | OU      | $160120.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED PLN / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |            1 | NC      | $1108.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED ZAR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $2652876.85   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4YY8W7 IRS THB R F  1.30000 2 CCPNDF / Short: SEV4YY8W7 IRS THB P V 06MTHBSR 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000000 | OU      | $-108916.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV59J0J2 IRS THB R F  2.45000 2 CCPNDFOIS / Short: SEV59J0J2 IRS THB P V 03MTHOR 1 CCPNDFOIS                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    155000000 | OU      | $69107.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | Long: BEV3F0TU5 IRS THB R F  1.96250 / Short: BEV3F0TU5 IRS THB P V 06MTHFX THFX6M+0BPS                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | TH        |     87340000 | OU      | $6720.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $1279409.68   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $6702.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  22764000000 | PA      | $1722319.08   | 0.15%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | Long: BEV36YM04 IRS THB R F  2.22250 / Short: BEV36YM04 IRS THB P V 06MTHFX THFX6M+0BPS                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | TH        |    250000000 | OU      | $30744.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4D7N69 IRS HUF R F  1.05500 2 CCPVANILLA / Short: SEV4D7N69 IRS HUF P V 06MBUBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000000 | OU      | $-1206434.63  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED CZK / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $782086.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV3Z8RT1 IRS MXN R V 01MMXIBT MXIBTIIE+0BPS CCP CME / Short: BEV3Z8RT1 IRS MXN P F  7.35000 CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MN        |    408300000 | OU      | $807180.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Seychelles          | Seychelles International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SC        |       589500 | PA      | $584047.13    | 0.05%             | 2026-01-01      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED CZK / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $805176.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND         | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |         4796 | PA      | $2624.41      | 0.00%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBCDC52 IRS KRW R F  4.05000 2 CCPNDF / Short: SMIBCDC52 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1923400000 | OU      | $64154.40     | 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      | $-340975.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIB6RQ38 IRS ZAR R F  8.06500 2 CCPVANILLA / Short: SMIB6RQ38 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    185000000 | OU      | $192386.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV479VW6 IRS ZAR R F  4.97470 2 CCPVANILLA / Short: SEV479VW6 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000000 | OU      | $-153462.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    589859000 | PA      | $10366333.91  | 0.88%             | 2024-05-22      | Fixed         | 9.99%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBAE9L1 IRS BRL R F 11.47500 2 CCPNDFPREDISWAP / Short: SMIBAE9L1 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     57316000 | OU      | $-337681.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $117746.39    | 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      | $-222960.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED TRY / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $30052.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBK05U4 IRS KRW R F  3.38550 2 CCPNDF / Short: SMIBK05U4 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3676000000 | OU      | $9090.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFCKY9 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBFCKY9 IRS PLN P F  5.85000 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16260000 | OU      | $-137938.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN               | Jordan Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      4503000 | PA      | $4374034.08   | 0.37%             | 2025-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR             | Ecuador Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      6852713 | PA      | $2908755.19   | 0.25%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND        | Thailand Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    594751000 | PA      | $18792452.03  | 1.60%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV3H1VU8 IRS CLP R F  3.49000 CCP CME / Short: SEV3H1VU8 IRS CLP P V 00MCLICP CLICP +0BPS CCP CME                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   1140000000 | OU      | $-116886.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFGX91 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFGX91 IRS CLP P F  5.68000 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2731600000 | OU      | $21867.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4JL8Z5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JL8Z5 IRS COP P F  3.76000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6031600000 | OU      | $217541.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  11609000000 | PA      | $854922.69    | 0.07%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV58NJZ8 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58NJZ8 IRS COP P F  8.75000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10304000000 | OU      | $87738.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBCBKA6 IRS CNY R F  2.39750 2 CCPNDF / Short: SMIBCBKA6 IRS CNY P V 00MCNRR 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    507399578 | OU      | $-1618787.09  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBJZ1U3 IRS BRL R F 12.48500 2 CCPNDFPREDISWAP / Short: SMIBJZ1U3 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     12750000 | OU      | $-22065.54    | -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      | $90352.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD BRL                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-388199.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $235981.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 357135000000 | PA      | $23581154.70  | 2.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4MD7M9 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MD7M9 IRS COP P F  4.73000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5979100000 | OU      | $183625.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $100021.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                 | North Macedonia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |       600000 | PA      | $606368.96    | 0.05%             | 2026-06-03      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $1314.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $722883.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-93468.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBJL8J2 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBJL8J2 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   4072000000 | OU      | $21064.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD UYU                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-73078.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD COP                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-78933.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT         | Mexican Bonos                                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    178520100 | PA      | $9404716.26   | 0.80%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3SQ4U1 IRS THB R F  1.29000 CCP LCH / Short: SEV3SQ4U1 IRS THB P V 06MBKIBO BOFX6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | TH        |    175000000 | OU      | $-59356.86    | -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      | $-97640.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED HUF / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $38866.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND        | Thailand Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    205000000 | PA      | $6658360.88   | 0.57%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND          | Oman Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      3173000 | PA      | $3145379.04   | 0.27%             | 2025-02-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFCEY6 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFCEY6 IRS CLP P F  5.64000 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3089000000 | OU      | $31403.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED CZK / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $90269.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBL7744 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL7744 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  14598340000 | OU      | $25191.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV58QP27 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58QP27 IRS COP P F  8.59700 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5427000000 | OU      | $50795.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD CNH                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-1358998.42  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBGE109 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBGE109 IRS CLP P F  5.57600 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4504000000 | OU      | $61360.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4380000 | PA      | $1036444.62   | 0.09%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 267486000000 | PA      | $18749715.79  | 1.59%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3X9KW1 IRS ZAR R F  6.64000 CCP LCH / Short: SEV3X9KW1 IRS ZAR P V 03MJIBAR JIBA3M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     55027000 | OU      | $-38513.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV56GJY8 IRS CLP R F  6.35000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56GJY8 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1432670000 | OU      | $110693.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC         | BMIBK5XK4 EATON VANCE                                                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      3070000 | OU      | $218384.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-41674.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV3YWA18 IRS MXN R V 01MMXIBT MXIBTIIE+0BPS CCP CME / Short: BEV3YWA18 IRS MXN P F  6.76000 CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MN        |    600760000 | OU      | $1371387.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6376.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED EUR / SOLD CZK                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-31987.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBH4PP9 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBH4PP9 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   5496000000 | OU      | $20158.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBL76A1 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL76A1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  73500000000 | OU      | $66809.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC         | Long: BEV56Z3G2 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPOUNDING / Short: BEV56Z3G2 IRS CLP P F  1.85000 CLF LEG 1.85 FIXED            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |    214234175 | OU      | $-24644.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-221379.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBEDAM5 IRS BRL R F 14.34000 2 CCPNDFPREDISWAP / Short: SMIBEDAM5 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    155360000 | OU      | $242887.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED RON / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | RO        |            1 | NC      | $239180.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $224387.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBCDK46 IRS KRW R F  4.02600 2 CCPNDF / Short: SMIBCDK46 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1198400000 | OU      | $38910.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-5255.03     | -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      | $49368.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFGPY5 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFGPY5 IRS CLP P F  5.72000 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2327000000 | OU      | $13600.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED CNH / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $2215765.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4K3J73 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3J73 IRS COP P F  4.81500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7441800000 | OU      | $310749.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $180805.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN          | Republic of Uzbekistan International Bond                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   7500000000 | PA      | $636228.98    | 0.05%             | 2024-07-19      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    118929000 | PA      | $2384467.57   | 0.20%             | 2023-11-22      | Fixed         | 11.67%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  70753000000 | PA      | $4970032.45   | 0.42%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-57725.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  45427000000 | PA      | $3184556.95   | 0.27%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                | Iraq International Bond                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |      1710000 | PA      | $1703353.23   | 0.14%             | 2023-03-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND         | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        54742 | PA      | $28173.55     | 0.00%             | 2027-09-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland               | EURO-BOBL FUTURE MAR23                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -23 | NC      | $58010.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIB1ASA2 IRS BRL R F 13.06500 2 CCPNDFPREDISWAP / Short: SMIB1ASA2 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15200000 | OU      | $42956.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND         | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |      1668598 | PA      | $917601.48    | 0.08%             | 2025-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4ZEUV7 IRS KRW R F  2.07000 2 CCPNDF / Short: SEV4ZEUV7 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11700000000 | OU      | $-739374.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-54857.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND          | Zambia Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    100560000 | PA      | $3849135.91   | 0.33%             | 2026-01-25      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL        | Brazil Notas do Tesouro Nacional Serie F                                                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     22375000 | PA      | $4051332.15   | 0.34%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4G88A2 IRS MXN R F  4.65200 2 CCPVANILLA / Short: SEV4G88A2 IRS MXN P V 01MTIIE 1 CCPVANILLA                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    391500000 | OU      | $-1953075.73  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | Long: BEV510V32 IRS MYR R F  2.95100 2 NDF / Short: BEV510V32 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     88787483 | OU      | $-433317.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIB3FEL0 IRS PLN R F  5.18870 2 CCPVANILLA / Short: SMIB3FEL0 IRS PLN P V 06MWIBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20500000 | OU      | $-58739.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4NB0J6 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BEV4NB0J6 IRS PLN P F  2.01530 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18500000 | OU      | $940265.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: B91ZBY231 CDS USD R V 03MEVENT 2I65BZDL3 CCP ICE / Short: B91ZBY231 CDS USD P F  1.00000 CCP ICE                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |        86000 | OU      | $79.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV434C28 IRS ZAR R F  5.40470 CCP LCH / Short: SEV434C28 IRS ZAR P V 03MJIBAR JIBA3M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     43340000 | OU      | $-100903.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $32843.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $4946.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZMW                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1505.28     | -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      | $3661197.61   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD CNH                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-877312.10   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIALIST REP OF VIETNAM        | Vietnam Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |      3124000 | PA      | $3092760.00   | 0.26%             | 2024-11-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV3YZQH9 IRS THB R V 06MBOFX BOFX6M+0BPS CCP LCH / Short: BEV3YZQH9 IRS THB P F  1.02000 CCP LCH                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | TH        |    233000000 | OU      | $126763.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | PURCHASED SGD / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |            1 | NC      | $156052.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJV1S7 IRS KRW R F  3.43000 2 CCPNDF / Short: SMIBJV1S7 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6141000000 | OU      | $21197.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED ZAR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |            1 | NC      | $14293.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND         | Romania Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     32030000 | PA      | $6599556.99   | 0.56%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    369200000 | PA      | $17273817.69  | 1.47%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIB2LN87 IRS BRL R F 13.16750 2 CCPNDFPREDISWAP / Short: SMIB2LN87 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     19090000 | OU      | $68044.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIB57Z33 IRS THB R F  2.03500 2 CCPNDFOIS / Short: SMIB57Z33 IRS THB P V 12MTHOR 1 CCPNDFOIS                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     93000000 | OU      | $-12726.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIBKVBF2 EATON VANCE                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     70900000 | OU      | $680852.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3JP466 IRS PLN R F  1.99470 CCP LCH / Short: SEV3JP466 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     18000000 | OU      | $-252817.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4100000 | PA      | $906124.29    | 0.08%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBKCYE2 IRS KRW R F  3.24000 2 CCPNDF / Short: SMIBKCYE2 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3098000000 | OU      | $-2123.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV2V3AS8 IRS MXN R F  7.57539 CCP LCH / Short: SEV2V3AS8 IRS MXN P V 01MTIIE MXIBTIIE+0BPS CCP LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | MX        |    267700000 | OU      | $-63278.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $371517.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $339632.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBAE4B8 IRS BRL R F 11.48500 2 CCPNDFPREDISWAP / Short: SMIBAE4B8 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     57254000 | OU      | $-334999.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV57RNC6 IRS ZAR R F  8.37570 2 CCPVANILLA / Short: SEV57RNC6 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    108000000 | OU      | $-95144.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    408487000 | PA      | $18538032.16  | 1.57%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                     | Ivory Coast Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1726000 | PA      | $1820166.33   | 0.15%             | 2025-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD BRL                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-243901.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND         | Hungary Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   4850000000 | PA      | $9581536.99   | 0.81%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMPAR FINANCE SARL             | Simpar Finance S.a.r.l                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     53195000 | PA      | $7755573.84   | 0.66%             | 2028-02-12      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $110902.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD SGD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-315559.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBGHUR1 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBGHUR1 IRS CLP P F  5.57000 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    416000000 | OU      | $5802.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4D6AC2 IRS MXN R F  4.70500 2 CCPVANILLA / Short: SEV4D6AC2 IRS MXN P V 01MTIIE 1 CCPVANILLA                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    222000000 | OU      | $-1292332.26  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBEJL73 IRS BRL R F 14.23500 2 CCPNDFPREDISWAP / Short: SMIBEJL73 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     71470000 | OU      | $96412.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA            | Colombian TES                                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3528300000 | PA      | $739439.61    | 0.06%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV41AGN6 IRS PLN R V 06MWIBOR WIBO6M+0BPS CCP LCH / Short: BEV41AGN6 IRS PLN P F   .92500 CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     23000000 | OU      | $1390605.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV3DE8Z9 IRS CLP R F  3.68000 CCP CME / Short: SEV3DE8Z9 IRS CLP P V 00MCLICP CLICP+0BPS CCP CME                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   5000000000 | OU      | $-571571.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4MD2U6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MD2U6 IRS COP P F  4.78000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25137100000 | OU      | $765051.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIB2G5H8 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB2G5H8 IRS COP P F 10.28000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6495000000 | OU      | $436.66       | 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      | $-41373.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury          | United States Treasury Bill                                                                                                          | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     15950000 | PA      | $15906649.18  | 1.35%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $1447946.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED EUR / SOLD CZK                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-52326.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    836870000 | PA      | $13938198.88  | 1.18%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $81158.14     | 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      | $2620421.30   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED COP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $1088894.25   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia             | Republic of Armenia International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |      5828000 | PA      | $5924342.67   | 0.50%             | 2025-03-26      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV505WR8 IRS CZK R F  2.64970 2 CCPVANILLA / Short: SEV505WR8 IRS CZK P V 06MPRIBO 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    388980000 | OU      | $-2312914.77  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-742735.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4PB1Y0 IRS MXN R F  6.10970 2 CCPVANILLA / Short: SEV4PB1Y0 IRS MXN P V 01MTIIE 1 CCPVANILLA                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    165000000 | OU      | $-690543.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED HUF / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $-61141.14    | -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      | $-99822.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND         | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        88482 | PA      | $48579.40     | 0.00%             | 2023-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4KPKY3 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KPKY3 IRS COP P F  4.34380 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6488700000 | OU      | $213112.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV3Z18G5 IRS MXN R V 01MMXIBT MXIBTIIE+0BPS CCP CME / Short: BEV3Z18G5 IRS MXN P F  7.40000 CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MN        |    144000000 | OU      | $335717.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $19342.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 242576000000 | PA      | $18062283.40  | 1.53%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | Long: BMIB310M4 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB310M4 IRS COP P F 10.00200 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |   9065738000 | OU      | $14525.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $100917.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3E7QE0 IRS PLN R F  2.04900 CCP LCH / Short: SEV3E7QE0 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     13000000 | OU      | $-149605.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV38N7Y9 IRS MXN R F  8.98000 CCP CME / Short: SEV38N7Y9 IRS MXN P V 01MTIIE MXIBTIIE+0BPS CCP CME                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    350500000 | OU      | $-312966.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6106.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV46AKS5 IRS PLN R F   .48220 2 CCPVANILLA / Short: SEV46AKS5 IRS PLN P V 06MWIBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10800000 | OU      | $-315260.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4G8A50 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BEV4G8A50 IRS BRL P F  6.35500 2 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     72000000 | OU      | $2523106.20   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     82487000 | PA      | $1204636.88   | 0.10%             | 2026-05-13      | Fixed         | 12.52%                | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4MAY37 IRS CZK R F  1.73470 2 CCPVANILLA / Short: SEV4MAY37 IRS CZK P V 06MPRIBO 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    147500000 | OU      | $-703038.64   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBJBA36 IRS BRL R F 13.66000 2 CCPNDFPREDISWAP / Short: SMIBJBA36 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    195900000 | OU      | $39416.95     | 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      | $204222.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | Long: BEV510UV1 IRS MYR R F  2.95200 2 NDF / Short: BEV510UV1 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     17412517 | OU      | $-84821.40    | -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      | $-75626.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV3SAZB4 IRS MXN R V 01MMXIBO MXIBTIIE+0BPS CCP CME / Short: BEV3SAZB4 IRS MXN P F  6.66000 CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MN        |    130204000 | OU      | $379152.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.   | PURCHASED CNH / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |            1 | NC      | $149015.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.        | Telefonica del Peru SAA                                                                                                              | CUSIP: 87938YAA7<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |     24500000 | PA      | $5335838.75   | 0.45%             | 2027-04-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD CNH                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-348806.67   | -0.03%            |  |  |  | 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        |    124919064 | NS      | $124919064.48 | 10.61%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                          | PURCHASED EUR / SOLD PLN                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-13199.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND             | Benin Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       316000 | PA      | $337055.19    | 0.03%             | 2026-03-26      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.              | PURCHASED ZAR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-24796.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | Long: BMIBKMC12 IRS MYR R F  3.73600 2 NDF / Short: BMIBKMC12 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |      8300000 | OU      | $17140.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV54GJL8 IRS PLN R F  3.87000 2 CCPVANILLA / Short: SEV54GJL8 IRS PLN P V 06MWIBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13249889 | OU      | $-181868.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFPEW1 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBFPEW1 IRS PLN P F  5.55500 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21250000 | OU      | $-21115.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    143361000 | PA      | $3087229.46   | 0.26%             | 2023-04-19      | Fixed         | 15.97%                | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL           | Uruguay Monetary Regulation Bill                                                                                                     | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     83929000 | PA      | $2165541.48   | 0.18%             | 2023-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4F4KD2 IRS CLP R F  1.59000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4F4KD2 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-410107.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $3119886.34   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.              | PURCHASED PLN / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |            1 | NC      | $52397.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV41L5J3 IRS MXN R F  5.90500 CCP CME / Short: SEV41L5J3 IRS MXN P V 01MMXIBO MXIBTIIE+0BPS CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     15300000 | OU      | $-108902.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBE7G00 IRS BRL R F 14.15000 2 CCPNDFPREDISWAP / Short: SMIBE7G00 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    184280000 | OU      | $219002.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3EUCQ7 IRS PLN R F  2.01250 CCP LCH / Short: SEV3EUCQ7 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     15522000 | OU      | $-185321.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED HUF / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HU        |            1 | NC      | $52909.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV56Z3D9 IRS CLP R F  6.40000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56Z3D9 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    274770000 | OU      | $22954.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBLYC80 TRS COP R V 00MDTF DTF RATE 90D NON COMPOUNDING / Short: BMIBLYC80 TRS COP P F   .00000 NO INDEX+0BPS COLUMBIA TRS   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  28680000000 | OU      | $-6793.74     | -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      | $1248023.66   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV3QBZH1 IRS MXN R F  6.77000 CCP CME / Short: SEV3QBZH1 IRS MXN P V 01MMXIBO MXIBTIIE+0BPS CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MN        |     83120000 | OU      | $-364805.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-4676.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBL72A5 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL72A5 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  27573800000 | OU      | $19447.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIB2M5A0 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB2M5A0 IRS COP P F 10.17000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3383000000 | OU      | $2282.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV3L69U7 IRS MXN R F  7.18500 CCP CME / Short: SEV3L69U7 IRS MXN P V 01MMIBOR MXIBTIIE+0BPS CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    224000000 | OU      | $-517321.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-6772.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic              | Dominican Republic International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    145250000 | PA      | $2562757.57   | 0.22%             | 2023-02-15      | Fixed         | 8.90%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV23PBZ3 IRS MXN R F  6.21000 2 CCP IRS CME / Short: BEV23PBZ3 IRS MXN P V 01MTIIE0 1 CCP IRS C7643 CME                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    130000000 | OU      | $-527573.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  19717000000 | PA      | $1347569.48   | 0.11%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT             | Malaysia Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     28100000 | PA      | $6555717.45   | 0.56%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | Long: BEV31L8Y9 IRS THB R F  2.14500 / Short: BEV31L8Y9 IRS THB P V 06MBOFX BOFX6M+0BPS                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | TH        |    650000000 | OU      | $76980.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND         | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |       144554 | PA      | $79948.21     | 0.01%             | 2026-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4GPM42 IRS ZAR R F  5.55500 2 CCPVANILLA / Short: SEV4GPM42 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     54900000 | OU      | $-150501.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBF87A5 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBF87A5 IRS CLP P F  5.58000 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3112000000 | OU      | $41723.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 5YR NOTE (CBT) MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -18 | NC      | $-19406.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                     | Long: BMIBFCLK8 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBFCLK8 IRS PLN P F  6.01900 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     24350000 | OU      | $-133136.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED PLN / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $29307.44     | 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      | $-17649.52    | -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      | $474372.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $314169.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos             | Petroleos Mexicanos                                                                                                                  | CUSIP: 71654QBM3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10630000 | PA      | $524161.56    | 0.04%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBKMDQ6 IRS MYR R F  3.74100 2 NDF / Short: BMIBKMDQ6 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |      8400000 | OU      | $17804.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED MXN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $5705553.94   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-641247.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $649943.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJV0E9 IRS KRW R F  3.40000 2 CCPNDF / Short: SMIBJV0E9 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6720000000 | OU      | $26472.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBF8731 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBF8731 IRS CLP P F  5.68500 2 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1674000000 | OU      | $12948.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | Long: BMIBKMEG7 IRS MYR R F  3.71500 2 NDF / Short: BMIBKMEG7 IRS MYR P V 03MKLIBO 1 NDF                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      8300000 | OU      | $15243.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4QYEQ2 IRS PLN R F  1.73720 2 CCPVANILLA / Short: SEV4QYEQ2 IRS PLN P V 06MWIBOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     26700000 | OU      | $-1479249.77  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $18798.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Provincia de Cordoba            | Provincia de Cordoba                                                                                                                 | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      1276238 | PA      | $1105888.44   | 0.09%             | 2025-12-10      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $626649.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $153297.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBCDD44 IRS KRW R F  4.08000 2 CCPNDF / Short: SMIBCDD44 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    211000000 | OU      | $7271.48      | 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      | $164005.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $2267.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD CNH                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-461918.61   | -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      | $-149278.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV56EAS5 IRS CLP R F  6.20000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56EAS5 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    466400000 | OU      | $29464.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBEJ7V6 IRS BRL R F 14.25000 2 CCPNDFPREDISWAP / Short: SMIBEJ7V6 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    101330000 | OU      | $139713.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBLJDM1 IRS CZK R F  4.40420 2 CCPVANILLA / Short: SMIBLJDM1 IRS CZK P V 06MPRIBO 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96600000 | OU      | $-58063.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV3YYNA0 IRS HUF R V 06MBUBOR BUBOR06M+0BPS CCP LCH / Short: BEV3YYNA0 IRS HUF P F  1.30000 CCP LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   6619000000 | OU      | $3274794.29   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4QYQB2 IRS CLP R F  4.18000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QYQB2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1759504000 | OU      | $-176126.31   | -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      | $-120030.24   | -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      | $-7072.02     | -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      | $-10057.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4JQGM4 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4JQGM4 IRS COP P F  4.00000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12063100000 | OU      | $419094.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV3Z0ES4 IRS PLN R V 06MWIBOR WIBOR6M +0BPS CCP LCH / Short: BEV3Z0ES4 IRS PLN P F  1.44000 CCP LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     37000000 | OU      | $804079.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3VGZC5 IRS PLN R F  1.96500 CCP LCH / Short: SEV3VGZC5 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     50000000 | OU      | $-920930.58   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBJ2VM1 IRS BRL R F 13.46000 2 CCPNDFPREDISWAP / Short: SMIBJ2VM1 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    204700000 | OU      | $-30828.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD BRL                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-717825.43   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED UZS / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $-9449.40     | -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        |    147394000 | PA      | $7451867.92   | 0.63%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4K3JN8 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JN8 IRS COP P F  4.20000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12063100000 | OU      | $405773.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBGEE62 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGEE62 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   6183000000 | OU      | $25417.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD PEN                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-5596.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-5097.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   5702000000 | PA      | $468418.92    | 0.04%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | Long: BMIBAJM84 CYS PLN R V 03MWIBOR WIBO3+0BPS / Short: BMIBAJM84 CYS EUR P V 03MEURIB EUR003M+0BPS                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $736210.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     98697000 | PA      | $2198695.54   | 0.19%             | 2023-05-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $908243.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND         | Romania Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70650000 | PA      | $12719458.56  | 1.08%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4M9R95 IRS MXN R F  6.06500 2 CCPVANILLA / Short: SEV4M9R95 IRS MXN P V 01MTIIE 1 CCPVANILLA                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    111000000 | OU      | $-466566.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBFX2E7 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBFX2E7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  28680000000 | OU      | $117373.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBJGCM1 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBJGCM1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  48000000000 | OU      | $307007.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV2YF0R1 IRS PLN R F  2.43200 CCP LCH / Short: SEV2YF0R1 IRS PLN P V 06MWIBOR WIBR6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     25000000 | OU      | $-98449.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD CNH                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-421903.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $59750.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBGNHC6 TRS COP R F   .00000 NO INDEX+0BP COLUMBIA TRS / Short: BMIBGNHC6 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |   7756000000 | OU      | $29924.18     | 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        |    231000000 | PA      | $10515810.34  | 0.89%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4X1H91 IRS CZK R V 06MPRIBO 1 CCPVANILLA / Short: BEV4X1H91 IRS CZK P F  2.74800 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    391000000 | OU      | $2174171.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV3YW282 IRS MXN R V 01MMXIBT MXIBTIIE+0BPS CCP CME / Short: BEV3YW282 IRS MXN P F  6.79000 CCP CME                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MN        |    166961000 | OU      | $378363.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4MG411 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4MG411 IRS COP P F  4.52900 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20568100000 | OU      | $654498.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4724.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | Long: BEV545JT5 IRS ZAR R F  6.54000 2 VANILLA / Short: BEV545JT5 IRS ZAR P V 03MJIBAR 1 VANILLA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | ZA        |     15850000 | OU      | $-29762.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4K5F80 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K5F80 IRS COP P F  4.28000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12063100000 | OU      | $400445.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBK0617 IRS KRW R F  3.38750 2 CCPNDF / Short: SMIBK0617 IRS KRW P V 03MKSDA 1 CCPNDF                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5357000000 | OU      | $13492.96     | 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      | $74565.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $92733.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4K3JX6 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JX6 IRS COP P F  4.16000 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12992300000 | OU      | $439899.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34796000 | PA      | $749319.80    | 0.06%             | 2023-04-19      | Fixed         | 15.97%                | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $125938.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4WDUC4 IRS COP R F  5.68000 2 CCPNDFOIS / Short: SEV4WDUC4 IRS COP P V 03MCOOVI 1 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20568100000 | OU      | $-523784.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4QWVA2 IRS CLP R F  4.08000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QWVA2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3362600000 | OU      | $-364948.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED CLP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $71685.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBL77D4 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL77D4 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  56900000000 | OU      | $99407.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV0U0G38 IRS MXN R F  6.08000 2 CCPVANILLA A2075 / Short: SEV0U0G38 IRS MXN P V 01MMXIBT 1 CCPVANILLA A2075                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     67771000 | OU      | $-208604.61   | -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      | $-20826.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD ZAR                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $79389.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL           | Uruguay Monetary Regulation Bill                                                                                                     | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     97971000 | PA      | $2532433.80   | 0.22%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4L1225 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4L1225 IRS COP P F  4.10500 2 CCPNDFOIS                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15464200000 | OU      | $528290.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND         | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        32491 | PA      | $17989.58     | 0.00%             | 2023-06-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL           | Uruguay Monetary Regulation Bill                                                                                                     | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     38225000 | PA      | $847621.46    | 0.07%             | 2024-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD SGD                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-380539.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV3Z0AF6 IRS ZAR R V 03MJIBA JIBA3M+0BPS CCP LCH / Short: BEV3Z0AF6 IRS ZAR P F  6.90530 CCCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     65700000 | OU      | $28538.72     | 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      | $2344615.79   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT              | Bolivian Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      2562000 | PA      | $2497950.00   | 0.21%             | 2023-08-22      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED PEN / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $-181.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBFX4S4 TRS COP R F   .00000 NO INDEX+ 0BPS COLUMBIA TRS / Short: BMIBFX4S4 TRS COP P V 00MDTF DTF RATE 90D COMPOUNDING RATE | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  18000000000 | OU      | $125860.67    | 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      | $-33782.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK ICB (DARYO FNC)           | Uzbek Industrial and Construction Bank ATB via Daryo Finance BV                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        | 159708000000 | PA      | $14224654.93  | 1.21%             | 2023-06-15      | Fixed         | 18.75%                | No            |                  3 | On Loan: No      |
| United States Treasury          | United States Treasury Bill                                                                                                          | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     48382300 | PA      | $48083942.32  | 4.09%             | 2023-03-23      | None          | 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      | $26713.76     | 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      | $-144695.12   | -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      | $-45165.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASAKA BANK                      | Asaka Bank                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | SN               | CORP              | UZ        |  84485999916 | PA      | $7543303.43   | 0.64%             | 2023-07-26      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| UBS AG                          | PURCHASED CZK / SOLD EUR                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |            1 | NC      | $9972.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    312000000 | PA      | $5727717.72   | 0.49%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND        | Thailand Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    183489000 | PA      | $6447050.72   | 0.55%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUMMY BROKER                    | Long: BMIBAJM8S CYS EUR R F   .00000 / Short: BMIBAJM8S CYS PLN P F   .00000                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DE        |            1 | NC      | $-732217.49   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4DCTA3 IRS CLP R F  1.48000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4DCTA3 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5200000000 | OU      | $-917857.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND         | Republic of Srpska Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |       160089 | PA      | $88013.30     | 0.01%             | 2025-06-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFPFA8 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBFPFA8 IRS PLN P F  5.53000 2 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14240000 | OU      | $-41069.40    | -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      | $182711.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT             | Honduras Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      2218000 | PA      | $2214747.02   | 0.19%             | 2024-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                | Mexican Udibonos                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    446552184 | PA      | $23436739.51  | 1.99%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     39203000 | PA      | $8926637.80   | 0.76%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED COP / SOLD USD                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-92507.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV4USZV6 IRS MXN R F  6.53500 2 CCPVANILLA / Short: SEV4USZV6 IRS MXN P V 01MTIIE 1 CCPVANILLA                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    160000000 | OU      | $-578580.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  46500000000 | PA      | $3037079.72   | 0.26%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA            | Colombian TES                                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18865200000 | PA      | $3136725.07   | 0.27%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD MXN                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1707401.11  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland               | EURO-BUND FUTURE MAR23                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -15 | NC      | $82514.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    334480000 | PA      | $15868577.01  | 1.35%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIB1EVB8 IRS CZK R F  5.14700 2 CCPVANILLA / Short: SMIB1EVB8 IRS CZK P V 06MPRIBO 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    143000000 | OU      | $76190.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED EUR / SOLD HUF                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-712634.47   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBAEAH8 IRS BRL R F 11.50500 2 CCPNDFPREDISWAP / Short: SMIBAEAH8 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     37730000 | OU      | $-217707.67   | -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      | $-1727026.23  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Emerging Markets Local Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer