# EDGAR Filing Document

**Accession Number:** 0001588812
**File Stem:** 0001752724-23-075986
**Filing Date:** 2023-3
**Character Count:** 196440
**Document Hash:** 0a5f10eb7115caa8fd756c7e60ffd3ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075986.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075986

**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:** Global Macro Capital Opportunities Portfolio
- **CENTRAL INDEX KEY:** 0001588812
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22896
- **FILM NUMBER:** 23788044

**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

## Series and Classes Contracts Data

### Global Macro Capital Opportunities Portfolio (Series ID: S000043509)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000134926 | Global Macro Capital Opportunities Portfolio |  |

## Nport-Ex

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited)

------

Common Stocks — 92.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Bulgaria — 0.6% | Bulgaria — 0.6% | Bulgaria — 0.6% |
| Eurohold Bulgaria AD<sup>(1)</sup> | 1253909 | &nbsp;&nbsp;$1220776 |
|  |  | &nbsp;&nbsp;**$1220776** |
| China — 4.6% | China — 4.6% | China — 4.6% |
| Agricultural Bank of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;$61139 |
| Alibaba Group Holding, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65100 | &nbsp;&nbsp;&nbsp;&nbsp; 893333 |
| Alibaba Health Information Technology, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp; 33778 |
| Anhui Conch Cement Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp; 35983 |
| ANTA Sports Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp; 96639 |
| Baidu, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp; 176451 |
| Bank of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;384000 | &nbsp;&nbsp;&nbsp;&nbsp; 146428 |
| Bank of Communications, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp; 38887 |
| BeiGene, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 68427 |
| Bilibili, Inc., Class Z<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp; 35278 |
| BYD Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 38067 |
| BYD Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 124982 |
| China CITIC Bank Corp., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp; 34227 |
| China Conch Venture Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp; 30660 |
| China Construction Bank Corp., Class H | &nbsp;&nbsp;&nbsp;&nbsp;439000 | &nbsp;&nbsp;&nbsp;&nbsp; 284412 |
| China Gas Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp; 35786 |
| China International Capital Corp., Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp; 30318 |
| China Life Insurance Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp; 75295 |
| China Longyuan Power Group Corp., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp; 35745 |
| China Mengniu Dairy Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp; 81844 |
| China Merchants Bank Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp; 48181 |
| China Merchants Bank Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp; 126458 |
| China National Building Material Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp; 31133 |
| China Overseas Land & Investment, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp; 59341 |
| China Pacific Insurance (Group) Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp; 47161 |
| China Petroleum & Chemical Corp., Class H | &nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp; 75346 |
| China Resources Beer Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 75180 |
| China Resources Gas Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp; 32777 |
| China Resources Land, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; 86314 |
| China Resources Mixc Lifestyle Services, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp; 33397 |
| China Resources Power Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp; 33220 |
| China Shenhua Energy Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp; 60556 |
| China Tourism Group Duty Free Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 31420 |
| China Tower Corp., Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp; 37229 |
| China Vanke Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp; 30706 |
| China Yangtze Power Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; 33845 |
| Chow Tai Fook Jewellery Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp; 34158 |
| CITIC Securities Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp; 36525 |
| CITIC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp; 45560 |
| Contemporary Amperex Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 61963 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| China (continued) | China (continued) | China (continued) |
| COSCO SHIPPING Holdings Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;$30474 |
| Country Garden Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp; 35995 |
| Country Garden Services Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 40555 |
| CSPC Pharmaceutical Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp; 59287 |
| ENN Energy Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 66215 |
| Foshan Haitian Flavouring & Food Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp; 27007 |
| Fuyao Glass Industry Group Co., Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 29498 |
| Ganfeng Lithium Group Co., Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 54799 |
| GCL Technology Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp; 39943 |
| Geely Automobile Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp; 58032 |
| Genscript Biotech Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 33732 |
| Great Wall Motor Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp; 33669 |
| Guangdong Investment, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp; 30388 |
| H World Group, Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp; 56976 |
| Haidilao International Holding, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; 29811 |
| Haier Smart Home Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp; 52156 |
| Hengan International Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 29460 |
| Hygeia Healthcare Holdings Co., Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp; 26862 |
| Industrial & Commercial Bank of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;273000 | &nbsp;&nbsp;&nbsp;&nbsp; 145880 |
| Industrial Bank Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp; 29728 |
| Innovent Biologics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 37896 |
| iQIYI, Inc. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp; 28140 |
| JD Health International, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp; 55369 |
| JD.com, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp; 290934 |
| Kanzhun, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 34006 |
| KE Holdings, Inc. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp; 67858 |
| Kingdee International Software Group Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; 39209 |
| Kingsoft Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp; 30853 |
| Koolearn Technology Holding, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 28478 |
| Kuaishou Technology Co., Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp; 82298 |
| Kunlun Energy Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp; 28373 |
| Kweichow Moutai Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 109266 |
| Lenovo Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp; 41581 |
| Li Auto, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp; 75117 |
| Li Ning Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 118146 |
| Longfor Group Holdings, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp; 42940 |
| LONGi Green Energy Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp; 29929 |
| Luzhou Laojiao Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 28060 |
| Meituan, Class B<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp; 438663 |
| NetEase, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp; 167473 |
| New Oriental Education & Technology Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp; 43835 |
| NIO, Inc. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp; 86904 |
| Nongfu Spring Co., Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp; 58690 |
| People's Insurance Co. Group of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp; 27608 |
| PetroChina Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp; 63817 |
| PICC Property & Casualty Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp; 43236 |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| China (continued) | China (continued) | China (continued) |
| Pinduoduo, Inc. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;$225354 |
| Ping An Insurance Group Co. of China, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp; 36970 |
| Ping An Insurance Group Co. of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp; 228366 |
| Postal Savings Bank of China Co., Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp; 38746 |
| Shandong Weigao Group Medical Polymer Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 33158 |
| Shanxi Xinghuacun Fen Wine Factory Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 30204 |
| Shenzhen Mindray Bio-Medical Electronics Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 29538 |
| Shenzhou International Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp; 60144 |
| Silergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 101747 |
| Sino Biopharmaceutical, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp; 41199 |
| Sinopharm Group Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 29414 |
| Smoore International Holdings, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; 27088 |
| Sunny Optical Technology Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp; 56456 |
| TAL Education Group ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp; 29971 |
| Tencent Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;&nbsp; 1330680 |
| Tencent Music Entertainment Group ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 41950 |
| Tingyi (Cayman Islands) Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; 29888 |
| Tongcheng Travel Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 27088 |
| Trip.com Group, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp; 102928 |
| Tsingtao Brewery Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 38489 |
| Vipshop Holdings, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp; 44863 |
| Wanhua Chemical Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp; 27166 |
| Want Want China Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp; 28618 |
| Weichai Power Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp; 28641 |
| Wuliangye Yibin Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 46397 |
| WuXi AppTec Co., Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp; 34950 |
| WuXi Biologics Cayman, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp; 145626 |
| Xinyi Solar Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp; 44055 |
| Xpeng, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp; 34385 |
| Yadea Group Holdings, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 27333 |
| Yankuang Energy Group Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 38489 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 129381 |
| Zai Lab, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 33712 |
| Zhongsheng Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp; 31038 |
| Zhuzhou CRRC Times Electric Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp; 27654 |
| Zijin Mining Group Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp; 55936 |
| ZTO Express Cayman, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp; 68424 |
|  |  | &nbsp;&nbsp;**$9773341** |
| Cyprus — 5.1% | Cyprus — 5.1% | Cyprus — 5.1% |
| Bank of Cyprus Holdings PLC<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45800 | &nbsp;&nbsp;$102327 |
| Bank of Cyprus Holdings PLC<sup>(1)(3)</sup> | 4887389 | &nbsp;&nbsp;&nbsp;&nbsp; 10772713 |
|  |  | &nbsp;&nbsp;**$10875040** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Georgia — 9.5% | Georgia — 9.5% | Georgia — 9.5% |
| Bank of Georgia Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;187390 | &nbsp;&nbsp;$6181217 |
| Georgia Capital PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;638176 | &nbsp;&nbsp;&nbsp;&nbsp; 6024089 |
| TBC Bank Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;268522 | &nbsp;&nbsp;&nbsp;&nbsp; 7892964 |
|  |  | &nbsp;&nbsp;**$20098270** |
| Greece — 16.1% | Greece — 16.1% | Greece — 16.1% |
| Alpha Services and Holdings S.A.<sup>(1)</sup> | 2559562 | &nbsp;&nbsp;$3487363 |
| Athens Water Supply & Sewage Co. S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51438 | &nbsp;&nbsp;&nbsp;&nbsp; 392098 |
| Eurobank Ergasias Services and Holdings S.A.<sup>(1)</sup> | 3017650 | &nbsp;&nbsp;&nbsp;&nbsp; 4094559 |
| GEK Terna Holding Real Estate Construction S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66445 | &nbsp;&nbsp;&nbsp;&nbsp; 902374 |
| Hellenic Telecommunications Organization S.A. | &nbsp;&nbsp;&nbsp;&nbsp;231741 | &nbsp;&nbsp;&nbsp;&nbsp; 3653221 |
| Helleniq Energy Holdings S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64933 | &nbsp;&nbsp;&nbsp;&nbsp; 548152 |
| Holding Co. ADMIE IPTO S.A. | &nbsp;&nbsp;&nbsp;&nbsp;146320 | &nbsp;&nbsp;&nbsp;&nbsp; 316765 |
| JUMBO S.A. | &nbsp;&nbsp;&nbsp;&nbsp;135139 | &nbsp;&nbsp;&nbsp;&nbsp; 2426785 |
| LAMDA Development S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81571 | &nbsp;&nbsp;&nbsp;&nbsp; 557872 |
| Motor Oil (Hellas) Corinth Refineries S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71176 | &nbsp;&nbsp;&nbsp;&nbsp; 1739384 |
| Mytilineos S.A. | &nbsp;&nbsp;&nbsp;&nbsp;115688 | &nbsp;&nbsp;&nbsp;&nbsp; 2992857 |
| National Bank of Greece S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;359515 | &nbsp;&nbsp;&nbsp;&nbsp; 1709376 |
| OPAP S.A. | &nbsp;&nbsp;&nbsp;&nbsp;226496 | &nbsp;&nbsp;&nbsp;&nbsp; 3400983 |
| Piraeus Financial Holdings S.A.<sup>(1)</sup> | 1553470 | &nbsp;&nbsp;&nbsp;&nbsp; 3217354 |
| Public Power Corp. S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;243955 | &nbsp;&nbsp;&nbsp;&nbsp; 1943540 |
| Sarantis S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45317 | &nbsp;&nbsp;&nbsp;&nbsp; 379266 |
| Terna Energy S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67592 | &nbsp;&nbsp;&nbsp;&nbsp; 1473532 |
| Titan Cement International S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53409 | &nbsp;&nbsp;&nbsp;&nbsp; 850071 |
|  |  | &nbsp;&nbsp;**$34085552** |
| India — 3.5% | India — 3.5% | India — 3.5% |
| Apollo Hospitals Enterprise, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2648 | &nbsp;&nbsp;$138643 |
| Asian Paints, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5393 | &nbsp;&nbsp;&nbsp;&nbsp; 180370 |
| Avenue Supermarts, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp; 127528 |
| Bajaj Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347 | &nbsp;&nbsp;&nbsp;&nbsp; 241851 |
| Bajaj Finserv, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003 | &nbsp;&nbsp;&nbsp;&nbsp; 148511 |
| Bharti Airtel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25836 | &nbsp;&nbsp;&nbsp;&nbsp; 243666 |
| Cipla, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9553 | &nbsp;&nbsp;&nbsp;&nbsp; 119325 |
| Divi's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp; 142057 |
| Dr. Reddy's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp; 124129 |
| Eicher Motors, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 140498 |
| Grasim Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp; 138775 |
| HCL Technologies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14329 | &nbsp;&nbsp;&nbsp;&nbsp; 197829 |
| HDFC Life Insurance Co., Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17902 | &nbsp;&nbsp;&nbsp;&nbsp; 127008 |
| Hindalco Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23052 | &nbsp;&nbsp;&nbsp;&nbsp; 133232 |
| Hindustan Unilever, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp; 282365 |
| Housing Development Finance Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16421 | &nbsp;&nbsp;&nbsp;&nbsp; 529821 |
| Infosys, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32237 | &nbsp;&nbsp;&nbsp;&nbsp; 607292 |
| ITC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41403 | &nbsp;&nbsp;&nbsp;&nbsp; 178806 |
| JSW Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13857 | &nbsp;&nbsp;&nbsp;&nbsp; 122250 |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) |
| Larsen & Toubro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;$214289 |
| Mahindra & Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11722 | &nbsp;&nbsp;&nbsp;&nbsp; 197892 |
| Maruti Suzuki India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp; 182146 |
| Nestle India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp; 127341 |
| NTPC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67413 | &nbsp;&nbsp;&nbsp;&nbsp; 140947 |
| Power Grid Corp. of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51616 | &nbsp;&nbsp;&nbsp;&nbsp; 137829 |
| Reliance Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28115 | &nbsp;&nbsp;&nbsp;&nbsp; 812009 |
| SBI Life Insurance Co., Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8341 | &nbsp;&nbsp;&nbsp;&nbsp; 124565 |
| Sun Pharmaceutical Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13606 | &nbsp;&nbsp;&nbsp;&nbsp; 172696 |
| Tata Consultancy Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9389 | &nbsp;&nbsp;&nbsp;&nbsp; 387495 |
| Tata Consumer Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15171 | &nbsp;&nbsp;&nbsp;&nbsp; 135559 |
| Tata Motors, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26747 | &nbsp;&nbsp;&nbsp;&nbsp; 148759 |
| Tata Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;107773 | &nbsp;&nbsp;&nbsp;&nbsp; 158589 |
| Tech Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10448 | &nbsp;&nbsp;&nbsp;&nbsp; 130600 |
| Titan Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5424 | &nbsp;&nbsp;&nbsp;&nbsp; 158591 |
| UltraTech Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp; 150987 |
| Wipro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26044 | &nbsp;&nbsp;&nbsp;&nbsp; 127498 |
|  |  | &nbsp;&nbsp;**$7431748** |
| Indonesia — 7.0% | Indonesia — 7.0% | Indonesia — 7.0% |
| Adaro Energy Indonesia Tbk PT | 2449800 | &nbsp;&nbsp;$485416 |
| Astra International Tbk PT | 3027700 | &nbsp;&nbsp;&nbsp;&nbsp; 1216384 |
| Bank Central Asia Tbk PT | 5995400 | &nbsp;&nbsp;&nbsp;&nbsp; 3402443 |
| Bank Jago Tbk PT<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;626600 | &nbsp;&nbsp;&nbsp;&nbsp; 134915 |
| Bank Mandiri Persero Tbk PT | 2193400 | &nbsp;&nbsp;&nbsp;&nbsp; 1461542 |
| Bank Negara Indonesia Persero Tbk PT | 1209700 | &nbsp;&nbsp;&nbsp;&nbsp; 741535 |
| Bank Rakyat Indonesia Persero Tbk PT | 7475184 | &nbsp;&nbsp;&nbsp;&nbsp; 2292398 |
| Barito Pacific Tbk PT | 4812879 | &nbsp;&nbsp;&nbsp;&nbsp; 265411 |
| Charoen Pokphand Indonesia Tbk PT | 1315900 | &nbsp;&nbsp;&nbsp;&nbsp; 511921 |
| Kalbe Farma Tbk PT | 3818800 | &nbsp;&nbsp;&nbsp;&nbsp; 525770 |
| Merdeka Copper Gold Tbk PT<sup>(1)</sup> | 2079800 | &nbsp;&nbsp;&nbsp;&nbsp; 658673 |
| Sumber Alfaria Trijaya Tbk PT | 2968200 | &nbsp;&nbsp;&nbsp;&nbsp; 561086 |
| Telkom Indonesia Persero Tbk PT | 6925700 | &nbsp;&nbsp;&nbsp;&nbsp; 1789827 |
| Unilever Indonesia Tbk PT | 1221400 | &nbsp;&nbsp;&nbsp;&nbsp; 380199 |
| United Tractors Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;284400 | &nbsp;&nbsp;&nbsp;&nbsp; 466916 |
|  |  | &nbsp;&nbsp;**$14894436** |
| Kazakhstan — 2.7% | Kazakhstan — 2.7% | Kazakhstan — 2.7% |
| Halyk Savings Bank of Kazakhstan JSC GDR<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76020 | &nbsp;&nbsp;$790608 |
| Kaspi.kz JSC GDR<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45590 | &nbsp;&nbsp;&nbsp;&nbsp; 3341747 |
| NAC Kazatomprom JSC GDR<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58340 | &nbsp;&nbsp;&nbsp;&nbsp; 1709362 |
|  |  | &nbsp;&nbsp;**$5841717** |
| Lithuania — 0.6% | Lithuania — 0.6% | Lithuania — 0.6% |
| Ignitis Grupe AB GDR<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18970 | &nbsp;&nbsp;$393341 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Lithuania (continued) | Lithuania (continued) | Lithuania (continued) |
| Siauliu Bankas AB | 1040213 | &nbsp;&nbsp;$845896 |
|  |  | &nbsp;&nbsp;**$1239237** |
| Malaysia — 3.8% | Malaysia — 3.8% | Malaysia — 3.8% |
| AMMB Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;167600 | &nbsp;&nbsp;$160636 |
| Axiata Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;267100 | &nbsp;&nbsp;&nbsp;&nbsp; 190293 |
| CIMB Group Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;563100 | &nbsp;&nbsp;&nbsp;&nbsp; 760552 |
| Dialog Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp; 201193 |
| Digi.com Bhd | &nbsp;&nbsp;&nbsp;&nbsp;280700 | &nbsp;&nbsp;&nbsp;&nbsp; 277612 |
| Genting Bhd | &nbsp;&nbsp;&nbsp;&nbsp;189200 | &nbsp;&nbsp;&nbsp;&nbsp; 220200 |
| Genting Malaysia Bhd | &nbsp;&nbsp;&nbsp;&nbsp;268500 | &nbsp;&nbsp;&nbsp;&nbsp; 179264 |
| Hong Leong Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56600 | &nbsp;&nbsp;&nbsp;&nbsp; 272664 |
| IHH Healthcare Bhd | &nbsp;&nbsp;&nbsp;&nbsp;157400 | &nbsp;&nbsp;&nbsp;&nbsp; 218838 |
| Inari Amertron Bhd | &nbsp;&nbsp;&nbsp;&nbsp;255100 | &nbsp;&nbsp;&nbsp;&nbsp; 156349 |
| IOI Corp. Bhd | &nbsp;&nbsp;&nbsp;&nbsp;222200 | &nbsp;&nbsp;&nbsp;&nbsp; 199384 |
| Kuala Lumpur Kepong Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38400 | &nbsp;&nbsp;&nbsp;&nbsp; 193180 |
| Malayan Banking Bhd | &nbsp;&nbsp;&nbsp;&nbsp;392400 | &nbsp;&nbsp;&nbsp;&nbsp; 804808 |
| Maxis Bhd | &nbsp;&nbsp;&nbsp;&nbsp;213400 | &nbsp;&nbsp;&nbsp;&nbsp; 198513 |
| MISC Bhd | &nbsp;&nbsp;&nbsp;&nbsp;120700 | &nbsp;&nbsp;&nbsp;&nbsp; 207311 |
| Nestle Malaysia Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp; 202888 |
| Petronas Chemicals Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;209300 | &nbsp;&nbsp;&nbsp;&nbsp; 410739 |
| Petronas Dagangan Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp; 144197 |
| Petronas Gas Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71500 | &nbsp;&nbsp;&nbsp;&nbsp; 282216 |
| PPB Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56900 | &nbsp;&nbsp;&nbsp;&nbsp; 234965 |
| Press Metal Aluminium Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;329700 | &nbsp;&nbsp;&nbsp;&nbsp; 402156 |
| Public Bank Bhd | 1190400 | &nbsp;&nbsp;&nbsp;&nbsp; 1184945 |
| QL Resources Bhd | &nbsp;&nbsp;&nbsp;&nbsp;103700 | &nbsp;&nbsp;&nbsp;&nbsp; 142686 |
| RHB Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;133800 | &nbsp;&nbsp;&nbsp;&nbsp; 180626 |
| Sime Darby Bhd | &nbsp;&nbsp;&nbsp;&nbsp;266400 | &nbsp;&nbsp;&nbsp;&nbsp; 144672 |
| Sime Darby Plantation Bhd | &nbsp;&nbsp;&nbsp;&nbsp;142400 | &nbsp;&nbsp;&nbsp;&nbsp; 144782 |
| Tenaga Nasional Bhd | &nbsp;&nbsp;&nbsp;&nbsp;216900 | &nbsp;&nbsp;&nbsp;&nbsp; 479307 |
|  |  | &nbsp;&nbsp;**$8194976** |
| Romania — 2.8% | Romania — 2.8% | Romania — 2.8% |
| Banca Transilvania S.A. | &nbsp;&nbsp;&nbsp;&nbsp;467000 | &nbsp;&nbsp;$2049068 |
| BRD-Groupe Societe Generale S.A. | &nbsp;&nbsp;&nbsp;&nbsp;182000 | &nbsp;&nbsp;&nbsp;&nbsp; 552043 |
| MED Life S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp; 287251 |
| OMV Petrom S.A. | 13700000 | &nbsp;&nbsp;&nbsp;&nbsp; 1398792 |
| Societatea Energetica Electrica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp; 221567 |
| Societatea Nationala de Gaze Naturale ROMGAZ S.A. | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp; 887435 |
| Teraplast S.A. | &nbsp;&nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp; 128266 |
| Transelectrica S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp; 106432 |
| Transgaz S.A. Medias | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp; 262226 |
|  |  | &nbsp;&nbsp;**$5893080** |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Saudi Arabia — 7.1% | Saudi Arabia — 7.1% | Saudi Arabia — 7.1% |
| Advanced Petrochemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48600 | &nbsp;&nbsp;$609928 |
| Al Rajhi Bank<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;109100 | &nbsp;&nbsp;&nbsp;&nbsp; 2394881 |
| Alinma Bank | &nbsp;&nbsp;&nbsp;&nbsp;121300 | &nbsp;&nbsp;&nbsp;&nbsp; 1068657 |
| Almarai Co. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp; 263793 |
| Arab National Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36200 | &nbsp;&nbsp;&nbsp;&nbsp; 267626 |
| Bank AlBilad | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp; 342243 |
| Banque Saudi Fransi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90900 | &nbsp;&nbsp;&nbsp;&nbsp; 993978 |
| Dr Sulaiman Al Habib Medical Services Group Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp; 318765 |
| Etihad Etisalat Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp; 612243 |
| Riyad Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63800 | &nbsp;&nbsp;&nbsp;&nbsp; 526247 |
| SABIC Agri-Nutrients Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp; 410650 |
| Saudi Arabian Mining Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp; 763791 |
| Saudi Arabian Oil Co.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;106100 | &nbsp;&nbsp;&nbsp;&nbsp; 936066 |
| Saudi Basic Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40600 | &nbsp;&nbsp;&nbsp;&nbsp; 1007514 |
| Saudi British Bank (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46700 | &nbsp;&nbsp;&nbsp;&nbsp; 452493 |
| Saudi Electricity Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49600 | &nbsp;&nbsp;&nbsp;&nbsp; 305634 |
| Saudi Industrial Investment Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93300 | &nbsp;&nbsp;&nbsp;&nbsp; 616531 |
| Saudi Investment Bank (The) | &nbsp;&nbsp;&nbsp;&nbsp;133100 | &nbsp;&nbsp;&nbsp;&nbsp; 637660 |
| Saudi National Bank (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90100 | &nbsp;&nbsp;&nbsp;&nbsp; 1140628 |
| Saudi Telecom Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68400 | &nbsp;&nbsp;&nbsp;&nbsp; 675053 |
| Savola Group (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80200 | &nbsp;&nbsp;&nbsp;&nbsp; 640019 |
|  |  | &nbsp;&nbsp;**$14984400** |
| Serbia — 0.5% | Serbia — 0.5% | Serbia — 0.5% |
| Metalac AD<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67357 | &nbsp;&nbsp;$1004237 |
|  |  | &nbsp;&nbsp;**$1004237** |
| Slovenia — 2.7% | Slovenia — 2.7% | Slovenia — 2.7% |
| Nova Ljubljanska Banka dd<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61521 | &nbsp;&nbsp;$4382737 |
| Nova Ljubljanska Banka dd GDR<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60052 | &nbsp;&nbsp;&nbsp;&nbsp; 884528 |
| Petrol | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp; 451307 |
|  |  | &nbsp;&nbsp;**$5718572** |
| South Korea — 10.2% | South Korea — 10.2% | South Korea — 10.2% |
| AMOREPACIFIC Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;$135508 |
| Celltrion Healthcare Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp; 143350 |
| Celltrion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011 | &nbsp;&nbsp;&nbsp;&nbsp; 397395 |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp; 95110 |
| Coway Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186 | &nbsp;&nbsp;&nbsp;&nbsp; 99131 |
| Doosan Enerbility Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13566 | &nbsp;&nbsp;&nbsp;&nbsp; 185511 |
| Ecopro BM Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp; 139452 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9769 | &nbsp;&nbsp;&nbsp;&nbsp; 388095 |
| Hanwha Solutions Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp; 168620 |
| HLB, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241 | &nbsp;&nbsp;&nbsp;&nbsp; 105526 |
| HMM Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9451 | &nbsp;&nbsp;&nbsp;&nbsp; 168073 |
| HYBE Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp; 67968 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Korea (continued) | South Korea (continued) | South Korea (continued) |
| Hyundai Engineering & Construction Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;$105051 |
| Hyundai Glovis Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp; 103123 |
| Hyundai Mobis Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp; 319198 |
| Hyundai Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4067 | &nbsp;&nbsp;&nbsp;&nbsp; 554419 |
| Hyundai Steel Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 69833 |
| Kakao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9381 | &nbsp;&nbsp;&nbsp;&nbsp; 472214 |
| KakaoBank Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp; 54848 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12130 | &nbsp;&nbsp;&nbsp;&nbsp; 552793 |
| Kia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7832 | &nbsp;&nbsp;&nbsp;&nbsp; 426702 |
| Korea Aerospace Industries, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp; 112617 |
| Korea Electric Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9138 | &nbsp;&nbsp;&nbsp;&nbsp; 147535 |
| Korea Investment Holdings Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp; 63226 |
| Korea Shipbuilding & Offshore Engineering Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746 | &nbsp;&nbsp;&nbsp;&nbsp; 113399 |
| Korea Zinc Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp; 145343 |
| Korean Air Lines Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6673 | &nbsp;&nbsp;&nbsp;&nbsp; 132033 |
| Krafton, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp; 127630 |
| KT&G Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp; 266666 |
| L&F Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp; 141639 |
| LG Chem, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 | &nbsp;&nbsp;&nbsp;&nbsp; 813869 |
| LG Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3183 | &nbsp;&nbsp;&nbsp;&nbsp; 214357 |
| LG Display Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9346 | &nbsp;&nbsp;&nbsp;&nbsp; 104069 |
| LG Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp; 280889 |
| LG Energy Solution, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp; 290514 |
| LG H&H Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp; 191578 |
| LG Innotek Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp; 116296 |
| Lotte Chemical Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp; 85327 |
| Naver Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3924 | &nbsp;&nbsp;&nbsp;&nbsp; 651877 |
| NCSoft Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp; 212825 |
| Pearl Abyss Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp; 32987 |
| POSCO Chemical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp; 214277 |
| POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp; 579915 |
| Samsung Biologics Co., Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp; 344147 |
| Samsung C&T Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp; 262219 |
| Samsung Electro-Mechanics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp; 217585 |
| Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;134116 | &nbsp;&nbsp;&nbsp;&nbsp; 6680349 |
| Samsung Engineering Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp; 142769 |
| Samsung Fire & Marine Insurance Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp; 177253 |
| Samsung Heavy Industries Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25662 | &nbsp;&nbsp;&nbsp;&nbsp; 121273 |
| Samsung Life Insurance Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 172716 |
| Samsung SDI Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp; 885996 |
| Samsung SDS Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp; 132875 |
| Shinhan Financial Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14332 | &nbsp;&nbsp;&nbsp;&nbsp; 484628 |
| SK Bioscience Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp; 57810 |
| SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15615 | &nbsp;&nbsp;&nbsp;&nbsp; 1129649 |
| SK Innovation Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp; 237785 |
| SK Square Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3831 | &nbsp;&nbsp;&nbsp;&nbsp; 113491 |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Korea (continued) | South Korea (continued) | South Korea (continued) |
| SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;$199610 |
| S-Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp; 126747 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18413 | &nbsp;&nbsp;&nbsp;&nbsp; 192062 |
| Yuhan Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp; 105051 |
|  |  | &nbsp;&nbsp;**$21574803** |
| Taiwan — 3.3% | Taiwan — 3.3% | Taiwan — 3.3% |
| ASE Technology Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36358 | &nbsp;&nbsp;$122673 |
| Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 91084 |
| Cathay Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92234 | &nbsp;&nbsp;&nbsp;&nbsp; 131312 |
| Chailease Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16348 | &nbsp;&nbsp;&nbsp;&nbsp; 123201 |
| China Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;128000 | &nbsp;&nbsp;&nbsp;&nbsp; 135454 |
| Chunghwa Telecom Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp; 142010 |
| CTBC Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp; 137632 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18680 | &nbsp;&nbsp;&nbsp;&nbsp; 181149 |
| E.Sun Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;148462 | &nbsp;&nbsp;&nbsp;&nbsp; 121596 |
| First Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;124408 | &nbsp;&nbsp;&nbsp;&nbsp; 108508 |
| Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp; 106053 |
| Formosa Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp; 131158 |
| Fubon Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75046 | &nbsp;&nbsp;&nbsp;&nbsp; 151149 |
| Hon Hai Precision Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99508 | &nbsp;&nbsp;&nbsp;&nbsp; 331832 |
| Hotai Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 87821 |
| Hua Nan Financial Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;122525 | &nbsp;&nbsp;&nbsp;&nbsp; 93220 |
| Largan Precision Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 71361 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp; 314092 |
| Mega Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;120875 | &nbsp;&nbsp;&nbsp;&nbsp; 129072 |
| Nan Ya Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp; 130865 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 95263 |
| Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp; 92407 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; 118128 |
| Taiwan Cement Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81343 | &nbsp;&nbsp;&nbsp;&nbsp; 98528 |
| Taiwan Cooperative Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;120604 | &nbsp;&nbsp;&nbsp;&nbsp; 106574 |
| Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp; 3282301 |
| Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53960 | &nbsp;&nbsp;&nbsp;&nbsp; 121226 |
| United Microelectronics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp; 189828 |
| Yuanta Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;130694 | &nbsp;&nbsp;&nbsp;&nbsp; 98276 |
|  |  | &nbsp;&nbsp;**$7043773** |
| United Arab Emirates — 4.8% | United Arab Emirates — 4.8% | United Arab Emirates — 4.8% |
| Abu Dhabi Commercial Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;340924 | &nbsp;&nbsp;$778640 |
| Abu Dhabi Islamic Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;168170 | &nbsp;&nbsp;&nbsp;&nbsp; 432255 |
| Abu Dhabi National Oil Co. for Distribution PJSC | &nbsp;&nbsp;&nbsp;&nbsp;334600 | &nbsp;&nbsp;&nbsp;&nbsp; 401381 |
| Al Yah Satellite Communications Co. PJSC (Yahsat) | 2178438 | &nbsp;&nbsp;&nbsp;&nbsp; 1526835 |
| Aldar Properties PJSC | &nbsp;&nbsp;&nbsp;&nbsp;522500 | &nbsp;&nbsp;&nbsp;&nbsp; 622265 |
| Aramex PJSC | &nbsp;&nbsp;&nbsp;&nbsp;442000 | &nbsp;&nbsp;&nbsp;&nbsp; 436392 |
| Dubai Electricity & Water Authority PJSC | 1686287 | &nbsp;&nbsp;&nbsp;&nbsp; 1088742 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| United Arab Emirates (continued) | United Arab Emirates (continued) | United Arab Emirates (continued) |
| Dubai Islamic Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;213067 | &nbsp;&nbsp;$322997 |
| Emaar Properties PJSC | &nbsp;&nbsp;&nbsp;&nbsp;519900 | &nbsp;&nbsp;&nbsp;&nbsp; 789996 |
| Emirates Telecommunications Group Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;226500 | &nbsp;&nbsp;&nbsp;&nbsp; 1586988 |
| First Abu Dhabi Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;336154 | &nbsp;&nbsp;&nbsp;&nbsp; 1246923 |
| National Central Cooling Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;689840 | &nbsp;&nbsp;&nbsp;&nbsp; 508391 |
| Ras Al Khaimah Ceramics | &nbsp;&nbsp;&nbsp;&nbsp;650700 | &nbsp;&nbsp;&nbsp;&nbsp; 494946 |
|  |  | &nbsp;&nbsp;**$10236751** |
| Vietnam — 7.2% | Vietnam — 7.2% | Vietnam — 7.2% |
| Bao Viet Holdings | &nbsp;&nbsp;&nbsp;&nbsp;177200 | &nbsp;&nbsp;$382454 |
| FPT Corp. | 1251279 | &nbsp;&nbsp;&nbsp;&nbsp; 4767908 |
| Gelex Group JSC | &nbsp;&nbsp;&nbsp;&nbsp;528300 | &nbsp;&nbsp;&nbsp;&nbsp; 331552 |
| Hoa Sen Group<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;684800 | &nbsp;&nbsp;&nbsp;&nbsp; 454951 |
| Hoang Huy Investment Financial Services JSC | &nbsp;&nbsp;&nbsp;&nbsp;845200 | &nbsp;&nbsp;&nbsp;&nbsp; 281775 |
| Masan Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99900 | &nbsp;&nbsp;&nbsp;&nbsp; 432198 |
| Mobile World Investment Corp. | 1041098 | &nbsp;&nbsp;&nbsp;&nbsp; 2209184 |
| Nam Kim Steel JSC | &nbsp;&nbsp;&nbsp;&nbsp;534800 | &nbsp;&nbsp;&nbsp;&nbsp; 364560 |
| No Va Land Investment Group Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7524 | &nbsp;&nbsp;&nbsp;&nbsp; 4571 |
| Phat Dat Real Estate Development Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 |
| Phu Nhuan Jewelry JSC | &nbsp;&nbsp;&nbsp;&nbsp;757866 | &nbsp;&nbsp;&nbsp;&nbsp; 2924475 |
| Refrigeration Electrical Engineering Corp. | &nbsp;&nbsp;&nbsp;&nbsp;547655 | &nbsp;&nbsp;&nbsp;&nbsp; 1864374 |
| Vietnam Construction and Import-Export JSC | &nbsp;&nbsp;&nbsp;&nbsp;485300 | &nbsp;&nbsp;&nbsp;&nbsp; 453591 |
| Vietnam National Petroleum Group | &nbsp;&nbsp;&nbsp;&nbsp;269100 | &nbsp;&nbsp;&nbsp;&nbsp; 423872 |
| Vietnam Rubber Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;486700 | &nbsp;&nbsp;&nbsp;&nbsp; 348330 |
|  |  | &nbsp;&nbsp;**$15245735** |
| Total Common Stocks<br> (identified cost $161,681,168) |  | &nbsp;&nbsp;**$195356444** |

---

Preferred Stocks — 0.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Korea — 0.5% | South Korea — 0.5% | South Korea — 0.5% |
| Hanwha Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;$1266 |
| Hyundai Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp; 104973 |
| Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23936 | &nbsp;&nbsp;&nbsp;&nbsp; 1074106 |
| Total Preferred Stocks<br> (identified cost $980,972) |  | &nbsp;&nbsp;**$1180345** |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Short-Term Investments — 3.5%

Affiliated Fund — 2.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.14%<sup>(5)</sup> | 5827110 | &nbsp;&nbsp;$5827110 |
| Total Affiliated Fund<br> (identified cost $5,827,110) |  | &nbsp;&nbsp;**$5827110** |

---

U.S. Treasury Obligations — 0.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bill, 0.00%, 2/23/23<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;$1495923 |
| Total U.S. Treasury Obligations<br> (identified cost $1,495,935) |  | &nbsp;&nbsp;**$1495923** |
| Total Short-Term Investments<br> (identified cost $7,323,045) |  | &nbsp;&nbsp;**$7323033** |

---

---

| | |
|:---|:---|
| Total Purchased Options — 0.1%<br> (identified cost $227,077) | &nbsp;&nbsp;**$205504** |
| Total Investments — 96.2%<br> (identified cost $170,212,262) | &nbsp;&nbsp;**$204065326** |
| Total Written Options — (0.0)%<sup>(7)</sup><br> (premiums received $81,857) | &nbsp;&nbsp;**$(82754)** |
| Other Assets, Less Liabilities — 3.8% | &nbsp;&nbsp;**$8150372** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$212132944** |

---

---

| | |
|:---|:---|
| 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> | Non-income producing security. |
| <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 $7,302,042 or 3.4% of the Portfolio's net assets. |

---

<sup>(3)</sup> Securities are traded on separate exchanges for the same entity.

<sup>(4)</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 $7,119,586 or 3.4% of the Portfolio's net assets.

<sup>(5)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2023.

<sup>(6)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

<sup>(7)</sup> Amount is less than (0.05)%.

---

| | | |
|:---|:---|:---|
| Sector Classification of Portfolio | Sector Classification of Portfolio | Sector Classification of Portfolio |
| **Sector** | &nbsp;&nbsp;&nbsp;**Percentage<br> of Net Assets** | &nbsp;&nbsp;&nbsp;**Value** |
| Financials | &nbsp;&nbsp;&nbsp;40.5% | &nbsp;&nbsp;&nbsp;&nbsp;$85871593 |
| Information Technology | &nbsp;&nbsp;&nbsp;10.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22214064 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;9.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20497669 |
| Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;6.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14426120 |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;5.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11061299 |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;5.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10907510 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10617760 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;3.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8234225 |
| Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;3.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6558245 |
| Health Care | &nbsp;&nbsp;&nbsp;&nbsp;1.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3774554 |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;1.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373750 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;3.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7323033 |
| **Total Investments** | &nbsp;&nbsp;&nbsp;**96.1%** | &nbsp;&nbsp;&nbsp;**$203859822** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 USD vs. Put CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;7.00 | &nbsp;&nbsp;1/18/24 | &nbsp;&nbsp;$74903 |
| Call USD vs. Put CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;13600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;7.00 | &nbsp;&nbsp;1/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;130601 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$205504** |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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; 7800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;7.50 | &nbsp;&nbsp;1/18/24 | &nbsp;&nbsp;$(30163) |
| Call USD vs. Put CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;13600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;7.50 | &nbsp;&nbsp;1/18/24 | &nbsp;&nbsp;(52591) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(82754)** |

---

<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)** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;20365596 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$344593 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1296988 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1390207 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23523 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;4629000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3544926 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213856 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;5073000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3909224 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210089 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;3498000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2698782 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141619 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 304500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;10044733 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147151 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1661404 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28112) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2265661 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2113739 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38336) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2549262 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2378324 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43134) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3830880 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3574004 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64820) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4446219 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4148082 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75231) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7333599 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6841851 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(124087) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$707111** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp; 31435 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 33838 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;$356 | &nbsp;&nbsp;$— |
| EUR | &nbsp;&nbsp; 31448 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 33871 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 338 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 27346 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 29437 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 309 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 27357 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 29464 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2627 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2439 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26) |
| USD | &nbsp;&nbsp; 2701 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2509 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28) |
| USD | &nbsp;&nbsp; 4456726 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 16370000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/19/23 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1657609 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 6100000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3041) |
| CNH | &nbsp;&nbsp;43814225 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6125311 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;6/16/23 | &nbsp;&nbsp;&nbsp;&nbsp; 414730 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp;68300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9800517 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;6/16/23 | &nbsp;&nbsp;&nbsp;&nbsp; 394454 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp;43785775 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6174130 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/16/23 | &nbsp;&nbsp;&nbsp;&nbsp; 361664 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp;87600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12382886 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/16/23 | &nbsp;&nbsp;&nbsp;&nbsp; 692949 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Global Macro Capital Opportunities 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)** |
| **Currency Purchased** | **Currency Purchased** | &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;36233394 &nbsp;&nbsp;CNH | &nbsp;&nbsp;243500000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;6/16/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(113247) |
|  |  |  |  |  | &nbsp;&nbsp;**$1865280** | &nbsp;&nbsp;**$(116342)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Equity Futures** |  |  |  |  |  |
| Hang Seng China Enterprises Index | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;2/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;$9478364 | &nbsp;&nbsp;&nbsp;&nbsp;$51346 |
| Hang Seng Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;2/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10771370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178057 |
| MSCI Emerging Markets Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4700700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280102 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$509505** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;13144 | &nbsp;&nbsp;&nbsp;&nbsp;Positive Return on 167 contracts of KOSPI 200 Index Futures 3/2023 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Negative Return on 167 contracts of KOSPI 200 Index Futures 3/2023 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/9/23 | &nbsp;&nbsp;&nbsp;&nbsp;$129612 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$129612** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | – American Depositary Receipt |
| GDR | – Global Depositary Receipt |
| OTC | – Over-the-counter |
| PFC Shares | – Preference Shares |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AED | – United Arab Emirates Dirham |
| CNH | – Yuan Renminbi Offshore |
| EUR | – Euro |
| KRW | – South Korean Won |
| TWD | – Taiwan New Dollar |
| USD | – United States Dollar |

---

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

Equity Price Risk: During the fiscal year to date ended January 31, 2023, the Portfolio entered into equity futures contracts and total return swaps to enhance total return, to manage certain investment risks and/or as a substitute for the purchase of securities.

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Foreign Exchange Risk: The Portfolio engages in forward foreign currency exchange contracts and currency options 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.

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

Affiliated Investments

At January 31, 2023, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $5,827,110, which represents 2.8% 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> | $2240401 | $35440772 | $(31854063) | $— | $— | $5827110 | $31842 | 5827110 |

---

<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** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Asia/Pacific | &nbsp;&nbsp;$7367433 | &nbsp;&nbsp;$82633096 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$90000529 |
| &nbsp;&nbsp;&nbsp;Emerging Europe | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 80134764 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 80134764 |
| &nbsp;&nbsp;&nbsp;Middle East/Africa | &nbsp;&nbsp;&nbsp;&nbsp; 637660 | &nbsp;&nbsp;&nbsp;&nbsp; 24583491 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25221151 |
| **Total Common Stocks** | &nbsp;&nbsp;**$8005093** | &nbsp;&nbsp;**$187,351,351\*** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$195356444** |
| Preferred Stocks | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1180345 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1180345 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5827110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5827110 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1495923 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1495923 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 205504 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 205504 |
| **Total Investments** | &nbsp;&nbsp;**$13832203** | &nbsp;&nbsp;**$190233123** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$204065326** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$2946111 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$2946111 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 509505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 509505 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 129612 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 129612 |
| **Total** | &nbsp;&nbsp;**$14341708** | &nbsp;&nbsp;**$193308846** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$207650554** |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Written Currency Options | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(82754) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(82754) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (490062) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (490062) |
| **Total** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(572816)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(572816)** |

---

\* Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

**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. Total return swaps are valued using valuations provided by a third party pricing service based on the value of the underlying index. Future cash flows on swaps are discounted to their present value using swap rates provided by electronic data services or by broker/dealers.**

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:** Global Macro Capital Opportunities Portfolio

- **b. Investment Company Act file number:** 811-22896

- **c. CIK number of Registrant:** 0001588812

- **d. LEI of Registrant:** 549300SKGAQ18F9L3O15

- **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:** Global Macro Capital Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000043509

- **c. LEI of Series:** 549300SKGAQ18F9L3O15

**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:** $214491378.04

**Total Liabilities:** $2052087.41

**Net Assets:** $212439290.63

**Cash Not Reported:** $4940619.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000134926 | 7.46%                | -2.21%               | 8.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10427296.20            | $23473829.62                               |
| Month 2  | $1400126.64              | $-5051719.43                               |
| Month 3  | $-254044.22              | $14934181.06                               |

**Designated Index Information**

- **Index Name:** MSCI EM Equal Weight Index

- **Index Identifier:** M705621US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AUO Corp                                         | AUO Corp                                                            | CUSIP: 000000000<br>LEI: 391200L7PIS4QXYJUQ72 | Long             | EC               | CORP              | TW        |      183200 | NS      | $103016.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                             | HCL Technologies Ltd                                                | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |       21829 | NS      | $301375.31    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Inc                                    | Celltrion Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        3011 | NS      | $397395.41    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| China Steel Corp                                 | China Steel Corp                                                    | CUSIP: 000000000<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |      248000 | NS      | $262442.74    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                       | HMM Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        9451 | NS      | $168072.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co                          | Saudi Arabian Mining Co                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       38600 | NS      | $763791.33    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | BMIBKVBK1 EATON VANCE                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |   -21400000 | OU      | $-82753.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Engineering & Construction Co Ltd        | Hyundai Engineering & Construction Co Ltd                           | CUSIP: 000000000<br>LEI: 988400CEQG9N710HN313 | Long             | EC               | CORP              | KR        |        3379 | NS      | $105050.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co Ltd                 | Korea Investment Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1239 | NS      | $63225.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD EUR                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-26.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Titan Cement International SA                    | Titan Cement International SA                                       | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |       53409 | NS      | $850070.78    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuhan Corp                                       | Yuhan Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2468 | NS      | $105051.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Innovation Co Ltd                             | SK Innovation Co Ltd                                                | CUSIP: 000000000<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |        1789 | NS      | $237784.98    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Holding Co ADMIE IPTO SA                         | Holding Co ADMIE IPTO SA                                            | CUSIP: 000000000<br>LEI: 213800CO5OAZT7F4F862 | Long             | EC               | CORP              | GR        |      146320 | NS      | $316764.84    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp                      | Saudi Basic Industries Corp                                         | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |       40600 | NS      | $1007513.95   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                      | Bank of Cyprus Holdings PLC                                         | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |       45800 | NS      | $102326.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cement Corp                               | Taiwan Cement Corp                                                  | CUSIP: 000000000<br>LEI: 529900C56C3PB9X9ZO58 | Long             | EC               | CORP              | TW        |      142343 | NS      | $172414.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB Bank Bhd                                     | RHB Bank Bhd                                                        | CUSIP: 000000000<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | EC               | CORP              | MY        |      133800 | NS      | $180626.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                      | Dr Reddy's Laboratories Ltd                                         | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |        2932 | NS      | $156065.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HYBE Co Ltd                                      | HYBE Co Ltd                                                         | CUSIP: 000000000<br>LEI: 988400NYDQI538IJ3K23 | Long             | EC               | CORP              | KR        |         432 | NS      | $67967.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chailease Holding Co Ltd                         | Chailease Holding Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | KY        |       33348 | NS      | $251315.19    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                    | Axis Bank Ltd                                                       | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |       40818 | NS      | $436276.62    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen & Toubro Ltd                              | Larsen & Toubro Ltd                                                 | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |       13445 | NS      | $349437.21    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Rubber Group Ltd                         | Vietnam Rubber Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      486700 | NS      | $348329.87    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd                          | Hindalco Industries Ltd                                             | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |       33152 | NS      | $191606.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                | H World Group Ltd                                                   | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |        1200 | NS      | $56976.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Indonesia Tbk PT                        | Unilever Indonesia Tbk PT                                           | CUSIP: 000000000<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |     1221400 | NS      | $380199.19    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                       | Riyad Bank                                                          | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |       63800 | NS      | $526247.44    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinduoduo Inc                                    | Pinduoduo Inc                                                       | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        2300 | NS      | $225354.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                         | Kia Corp                                                            | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |        7832 | NS      | $426702.34    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                 | Saudi Telecom Co                                                    | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |       68400 | NS      | $675052.70    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cooperative Financial Holding Co Ltd      | Taiwan Cooperative Financial Holding Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      155604 | NS      | $137502.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                              | Georgia Capital PLC                                                 | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |      638176 | NS      | $6024088.94   | 2.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Gelex Group JSC                                  | Gelex Group JSC                                                     | CUSIP: 000000000<br>LEI: 254900UZ9XPJL8YEZZ51 | Long             | EC               | CORP              | VN        |      528300 | NS      | $331552.07    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MED Life SA                                      | MED Life SA                                                         | CUSIP: 000000000<br>LEI: 254900RJWPQ4SLGCPI85 | Long             | EC               | CORP              | RO        |       68000 | NS      | $287250.89    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                         | Doosan Enerbility Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |       13566 | NS      | $185511.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dialog Group Bhd                                 | Dialog Group Bhd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      329000 | NS      | $201193.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | PURCHASED KRW / SOLD USD                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |           1 | NC      | $213855.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                      | Abu Dhabi Islamic Bank PJSC                                         | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |      168170 | NS      | $432254.68    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                           | Hindustan Unilever Ltd                                              | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |       14850 | NS      | $468504.78    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                | Eicher Motors Ltd                                                   | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |        3500 | NS      | $140497.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dixon Technologies India Ltd                     | Dixon Technologies India Ltd                                        | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |        6000 | NS      | $197359.28    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Woori Financial Group Inc                        | Woori Financial Group Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       18413 | NS      | $192062.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Georgia Group PLC                        | Bank of Georgia Group PLC                                           | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |      187390 | NS      | $6181217.61   | 2.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                    | Piraeus Financial Holdings SA                                       | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |     1553470 | NS      | $3217353.98   | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrisemezz PLC                                  | Sunrisemezz PLC                                                     | CUSIP: 000000000<br>LEI: 213800ZHKUVSY51WLW40 | Long             | EC               | CORP              | CY        |           1 | NS      | $0.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petrol DD Ljubljana                              | Petrol DD Ljubljana                                                 | CUSIP: 000000000<br>LEI: 549300CAAOUTT4QDOZ16 | Long             | EC               | CORP              | SI        |       18600 | NS      | $451306.99    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GEK Terna Holding Real Estate Construction SA    | GEK Terna Holding Real Estate Construction SA                       | CUSIP: 000000000<br>LEI: 2138003TO2MTRHWVP686 | Long             | EC               | CORP              | GR        |       66445 | NS      | $902373.60    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-28111.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Teraplast SA                                     | Teraplast SA                                                        | CUSIP: 000000000<br>LEI: 254900CX9UNGB7VM0R35 | Long             | EC               | CORP              | RO        |      940000 | NS      | $128266.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NCSoft Corp                                      | NCSoft Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         575 | NS      | $212825.47    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Masan Group Corp                                 | Masan Group Corp                                                    | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |       99900 | NS      | $432198.19    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societatea Energetica Electrica SA               | Societatea Energetica Electrica SA                                  | CUSIP: 000000000<br>LEI: 213800P4SUNUM5AUDX61 | Long             | EC               | CORP              | RO        |      122000 | NS      | $221567.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Construction and Import-Export JSC       | Vietnam Construction and Import-Export JSC                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      485300 | NS      | $453590.96    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton Inc                                      | Krafton Inc                                                         | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |         869 | NS      | $127630.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                             | Hyundai Mobis Co Ltd                                                | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        1909 | NS      | $319198.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                        | KT&G Corp                                                           | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        3555 | NS      | $266665.91    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Chemical Co Ltd                            | POSCO Chemical Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1169 | NS      | $214276.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bao Viet Holdings                                | Bao Viet Holdings                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      177200 | NS      | $382454.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corp                              | CJ CheilJedang Corp                                                 | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |         339 | NS      | $95109.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AL Yah Satellite Communications Co-Pjsc-Yah Sat  | AL Yah Satellite Communications Co-Pjsc-Yah Sat                     | CUSIP: 000000000<br>LEI: 254900EPYJTFVMJEOA69 | Long             | EC               | CORP              | AE        |     2178438 | NS      | $1526835.29   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                      | Infosys Ltd                                                         | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       56237 | NS      | $1059412.94   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| NAC Kazatomprom JSC                              | NAC Kazatomprom JSC                                                 | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |       58340 | NS      | $1709362.00   | 0.80%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Formosa Plastics Corp                            | Formosa Plastics Corp                                               | CUSIP: 000000000<br>LEI: 254900KM6G17UTG1QN82 | Long             | EC               | CORP              | TW        |       82000 | NS      | $244431.19    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Dagangan Bhd                            | Petronas Dagangan Bhd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       28200 | NS      | $144197.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                  | Apollo Hospitals Enterprise Ltd                                     | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |        2648 | NS      | $138643.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaga Nasional Bhd                              | Tenaga Nasional Bhd                                                 | CUSIP: 000000000<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | CORP              | MY        |      216900 | NS      | $479306.47    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                       | Samsung Electronics Co Ltd                                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      134116 | NS      | $6680348.66   | 3.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                     | Mobile World Investment Corp                                        | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |     1041098 | NS      | $2209183.54   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Metalac AD Gornji Milanovac                      | Metalac AD Gornji Milanovac                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | RS        |       67357 | NS      | $1004237.05   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-43134.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                    | Novatek Microelectronics Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       13000 | NS      | $154802.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| No Va Land Investment Group Corp                 | No Va Land Investment Group Corp                                    | CUSIP: 000000000<br>LEI: 254900EFD5LHVZIE8I94 | Long             | EC               | CORP              | VN        |        7524 | NS      | $4571.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED CNH / SOLD USD                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $692949.09    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED TWD / SOLD USD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $147150.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                    | Tata Consultancy Services Ltd                                       | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       15889 | NS      | $655758.03    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Taishin Financial Holding Co Ltd                 | Taishin Financial Holding Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      186173 | NS      | $101198.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Almarai Co JSC                                   | Almarai Co JSC                                                      | CUSIP: 000000000<br>LEI: 549300B4EDUXYD2G6098 | Long             | EC               | CORP              | SA        |       17800 | NS      | $263793.01    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Inc                                           | SK Inc                                                              | CUSIP: 000000000<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |        1234 | NS      | $199610.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Amorepacific Corp                                | Amorepacific Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1140 | NS      | $135507.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | PURCHASED KRW / SOLD USD                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |           1 | NC      | $210089.31    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MISC Bhd                                         | MISC Bhd                                                            | CUSIP: 000000000<br>LEI: 9845002055U77FF6B972 | Long             | EC               | CORP              | MY        |      120700 | NS      | $207310.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi National Oil Co for Distribution PJSC  | Abu Dhabi National Oil Co for Distribution PJSC                     | CUSIP: 000000000<br>LEI: 213800YI1ZIOJB3HLB11 | Long             | EC               | CORP              | AE        |      334600 | NS      | $401381.08    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                          | Reliance Industries Ltd                                             | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       49515 | NS      | $1430077.37   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Nan Financial Holdings Co Ltd                | Hua Nan Financial Holdings Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      151525 | NS      | $115283.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                            | Hyundai Glovis Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |         762 | NS      | $103123.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QL Resources Bhd                                 | QL Resources Bhd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      103700 | NS      | $142685.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-75231.51    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ZTO Express Cayman Inc                           | ZTO Express Cayman Inc                                              | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |        2400 | NS      | $68424.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co Ltd                          | Chunghwa Telecom Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       79000 | NS      | $295232.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Aarti Industries Ltd                             | Aarti Industries Ltd                                                | CUSIP: 000000000<br>LEI: 335800JBE5SD89NHB831 | Long             | EC               | CORP              | IN        |       39500 | NS      | $260892.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Bank Bhd                                  | Public Bank Bhd                                                     | CUSIP: 000000000<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |     1190400 | NS      | $1184945.21   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                  | Telkom Indonesia Persero Tbk PT                                     | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |     6925700 | NS      | $1789826.65   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                          | OPAP SA                                                             | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      226496 | NS      | $3400982.83   | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Divi's Laboratories Ltd                          | Divi's Laboratories Ltd                                             | CUSIP: 000000000<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |        3488 | NS      | $142056.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                    | ASE Technology Holding Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |       73358 | NS      | $247512.95    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ras Al Khaimah Ceramics                          | Ras Al Khaimah Ceramics                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      650700 | NS      | $494945.83    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna Energy SA                                  | Terna Energy SA                                                     | CUSIP: 000000000<br>LEI: 5493006164JBW2E60O73 | Long             | EC               | CORP              | GR        |       67592 | NS      | $1473531.71   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                                    | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |        4067 | NS      | $554419.04    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sime Darby Bhd                                   | Sime Darby Bhd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      266400 | NS      | $144672.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CNH / SOLD USD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $414729.97    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                       | HDFC Life Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |       24402 | NS      | $173123.50    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MediaTek Inc                                     | MediaTek Inc                                                        | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       26000 | NS      | $628184.88    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW Steel Ltd                                    | JSW Steel Ltd                                                       | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |       18657 | NS      | $164596.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                       | National Bank of Greece SA                                          | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      359515 | NS      | $1709375.71   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT MAR23                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          90 | NC      | $280101.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd                                          | ITC Ltd                                                             | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       60603 | NS      | $261725.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Transgaz SA Medias                               | Transgaz SA Medias                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | RO        |        4100 | NS      | $262225.90    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxis Bhd                                        | Maxis Bhd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      213400 | NS      | $198512.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                      | Kanzhun Ltd                                                         | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |        1400 | NS      | $34006.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD USD                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $309.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd                | Sun Pharmaceutical Industries Ltd                                   | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |       20306 | NS      | $257736.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT             | Bank Rakyat Indonesia Persero Tbk PT                                | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |     7475184 | NS      | $2292398.36   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CNH / SOLD USD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $394454.43    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Chemicals Group Bhd                     | Petronas Chemicals Group Bhd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      209300 | NS      | $410738.52    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                               | POSCO Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |        2360 | NS      | $579914.99    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Electricity Co                             | Saudi Electricity Co                                                | CUSIP: 000000000<br>LEI: 549300FXO4ZXUIAXGP41 | Long             | EC               | CORP              | SA        |       49600 | NS      | $305633.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Malaysia Bhd                             | Genting Malaysia Bhd                                                | CUSIP: 000000000<br>LEI: 254900LABBWDEDUVRB07 | Long             | EC               | CORP              | MY        |      268500 | NS      | $179264.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd                                         | NTPC Ltd                                                            | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |       88413 | NS      | $184853.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Plastics Corp                             | Nan Ya Plastics Corp                                                | CUSIP: 000000000<br>LEI: 254900L66RP14M9UOM28 | Long             | EC               | CORP              | TW        |      108000 | NS      | $271795.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                              | Quanta Computer Inc                                                 | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |       67000 | NS      | $167331.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TAL Education Group                              | TAL Education Group                                                 | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | KY        |        4100 | NS      | $29971.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Shipbuilding & Offshore Engineering Co Ltd | Korea Shipbuilding & Offshore Engineering Co Ltd                    | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |        1746 | NS      | $113398.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                  | Cipla Ltd/India                                                     | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |       11853 | NS      | $148054.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                              | State Bank of India                                                 | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |       36504 | NS      | $249445.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                         | Bank Central Asia Tbk PT                                            | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     5995400 | NS      | $3402443.18   | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Co Ltd                   | E.Sun Financial Holding Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |      189462 | NS      | $155176.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                       | Kakao Corp                                                          | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |        9381 | NS      | $472214.05    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| KakaoBank Corp                                   | KakaoBank Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2472 | NS      | $54847.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd                     | Power Grid Corp of India Ltd                                        | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |       70916 | NS      | $189365.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                           | LG Energy Solution Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         683 | NS      | $290514.12    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Zinc Co Ltd                                | Korea Zinc Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400D0HSQUB1I1VO41 | Long             | EC               | CORP              | KR        |         330 | NS      | $145343.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumber Alfaria Trijaya Tbk PT                    | Sumber Alfaria Trijaya Tbk PT                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     2968200 | NS      | $561085.66    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                           | KB Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       12130 | NS      | $552793.05    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA           | Motor Oil Hellas Corinth Refineries SA                              | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |       71176 | NS      | $1739384.06   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopro BM Co Ltd                                 | Ecopro BM Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1708 | NS      | $139452.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BRD-Groupe Societe Generale SA                   | BRD-Groupe Societe Generale SA                                      | CUSIP: 000000000<br>LEI: 5493008QRHH0XCLJ4238 | Long             | EC               | CORP              | RO        |      182000 | NS      | $552043.16    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Avenue Supermarts Ltd                            | Avenue Supermarts Ltd                                               | CUSIP: 000000000<br>LEI: 335800B2ZPJKOU2ZM776 | Long             | EC               | CORP              | IN        |        3662 | NS      | $157666.01    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hanwha Solutions Corp                            | Hanwha Solutions Corp                                               | CUSIP: 000000000<br>LEI: 549300M2V0ZS71BRNR68 | Long             | EP               | CORP              | KR        |          45 | NS      | $1266.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athens Water Supply & Sewage Co SA               | Athens Water Supply & Sewage Co SA                                  | CUSIP: 000000000<br>LEI: 213800SA1M6NZ4YSQU91 | Long             | EC               | CORP              | GR        |       51438 | NS      | $392098.02    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| National Central Cooling Co PJSC                 | National Central Cooling Co PJSC                                    | CUSIP: 000000000<br>LEI: 254900E7M1Y3DXGQ1283 | Long             | EC               | CORP              | AE        |      689840 | NS      | $508390.54    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Charoen Pokphand Indonesia Tbk PT                | Charoen Pokphand Indonesia Tbk PT                                   | CUSIP: 000000000<br>LEI: 529900JL5SA37OU87X40 | Long             | EC               | CORP              | ID        |     1315900 | NS      | $511921.44    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd                 | Samsung Electro-Mechanics Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1863 | NS      | $217585.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB Holdings Bhd                                | AMMB Holdings Bhd                                                   | CUSIP: 000000000<br>LEI: 254900R0GQB7U67SCH62 | Long             | EC               | CORP              | MY        |      167600 | NS      | $160636.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramex PJSC                                      | Aramex PJSC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      442000 | NS      | $436392.06    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consumer Products Ltd                       | Tata Consumer Products Ltd                                          | CUSIP: 000000000<br>LEI: 335800LOXFWU8ZQJMD12 | Long             | EC               | CORP              | IN        |       15171 | NS      | $135558.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd                              | Malayan Banking Bhd                                                 | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |      392400 | NS      | $804807.68    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| iQIYI Inc                                        | iQIYI Inc                                                           | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | KY        |        4200 | NS      | $28140.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                      | Bank Mandiri Persero Tbk PT                                         | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |     2193400 | NS      | $1461541.46   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Ignitis Grupe AB                                 | Ignitis Grupe AB                                                    | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | EC               | CORP              | LT        |       28287 | NS      | $586527.52    | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vietnam National Petroleum Group                 | Vietnam National Petroleum Group                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      269100 | NS      | $423871.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                     | Ganfeng Lithium Group Co Ltd                                        | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |        2800 | NS      | $25572.91     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DUBAI ELECTRICITY AND WATER A                    | DUBAI ELECTRICITY AND WATER A                                       | CUSIP: 000000000<br>LEI: 213800K4OJF8DKATLT41 | Long             | EC               | CORP              | AE        |      410287 | NS      | $264899.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd           | Samsung Fire & Marine Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |        1075 | NS      | $177252.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LG H&H Co Ltd                                    | LG H&H Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         316 | NS      | $191577.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Bank                                      | Alinma Bank                                                         | CUSIP: 000000000<br>LEI: 558600HPAUTN6XSVBK93 | Long             | EC               | CORP              | SA        |       50600 | NS      | $445787.62    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                          | Maruti Suzuki India Ltd                                             | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |        2370 | NS      | $258494.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                         | Hana Financial Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        9769 | NS      | $388095.15    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co Ltd                         | Samsung Biologics Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         533 | NS      | $344147.54    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Emaar Properties PJSC                            | Emaar Properties PJSC                                               | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      519900 | NS      | $789996.20    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk PT                           | United Tractors Tbk PT                                              | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |      284400 | NS      | $466915.48    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                    | CTBC Financial Holding Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |      256000 | NS      | $195743.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-124086.94   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Electricity & Water Authority PJSC         | Dubai Electricity & Water Authority PJSC                            | CUSIP: 000000000<br>LEI: 213800K4OJF8DKATLT41 | Long             | EC               | CORP              | AE        |     1276000 | NS      | $823842.10    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                | Tencent Music Entertainment Group                                   | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |        5000 | NS      | $41950.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoang Huy Investment Financial Services JSC      | Hoang Huy Investment Financial Services JSC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      845200 | NS      | $281775.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Engineering Co Ltd                       | Samsung Engineering Co Ltd                                          | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |        6765 | NS      | $142768.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                   | Shinhan Financial Group Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |       14332 | NS      | $484627.60    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED CNH / SOLD USD                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $361664.08    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IOI Corp Bhd                                     | IOI Corp Bhd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      222200 | NS      | $199383.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd                          | Kotak Mahindra Bank Ltd                                             | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |       11314 | NS      | $240765.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                | Bharti Airtel Ltd                                                   | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |       40736 | NS      | $384192.31    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                      | Bank of Cyprus Holdings PLC                                         | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |     4887389 | NS      | $10772713.29  | 5.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD USD                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $338.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sime Darby Plantation Bhd                        | Sime Darby Plantation Bhd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      142400 | NS      | $144782.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Steel Co                                 | Hyundai Steel Co                                                    | CUSIP: 000000000<br>LEI: 9884006EYA94IB2C3132 | Long             | EC               | CORP              | KR        |        2500 | NS      | $69832.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                          | Dubai Islamic Bank PJSC                                             | CUSIP: 000000000<br>LEI: 5493003E7YRAQY3JGW88 | Long             | EC               | CORP              | AE        |      213067 | NS      | $322997.07    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                | Bajaj Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |        5047 | NS      | $364690.99    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                        | Wipro Ltd                                                           | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |       34344 | NS      | $168130.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD AED                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-3040.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uni-President Enterprises Corp                   | Uni-President Enterprises Corp                                      | CUSIP: 000000000<br>LEI: 254900DAXBDMVEXU5959 | Long             | EC               | CORP              | TW        |      108960 | NS      | $244788.14    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Ltd                                  | Tata Motors Ltd                                                     | CUSIP: 000000000<br>LEI: 335800BO2LHWJJ8TZI32 | Long             | EC               | CORP              | IN        |       38047 | NS      | $211606.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Chemicals & Fibre Corp                   | Formosa Chemicals & Fibre Corp                                      | CUSIP: 000000000<br>LEI: 254900OJX8UZOAIVSU82 | Long             | EC               | CORP              | TW        |       83000 | NS      | $200054.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                          | Mahindra & Mahindra Ltd                                             | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |       17622 | NS      | $297496.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle India Ltd                                 | Nestle India Ltd                                                    | CUSIP: 000000000<br>LEI: 3358008SYYY9CPWH5D94 | Long             | EC               | CORP              | IN        |         747 | NS      | $173900.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                            | Aldar Properties PJSC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      522500 | NS      | $622265.20    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMDA Development SA                             | LAMDA Development SA                                                | CUSIP: 000000000<br>LEI: 213800C7PQZVF38FYL54 | Long             | EC               | CORP              | GR        |       81571 | NS      | $557872.54    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIQ ENERGY HOLDINGS S.A.                    | HELLENIQ ENERGY HOLDINGS S.A.                                       | CUSIP: 000000000<br>LEI: 213800YUBJMZYR1SNG35 | Long             | EC               | CORP              | GR        |       64933 | NS      | $548152.34    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA      | Hellenic Telecommunications Organization SA                         | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |      231741 | NS      | $3653221.13   | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                               | LG Electronics Inc                                                  | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |        3428 | NS      | $280888.76    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                        | Nova Ljubljanska Banka dd                                           | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       61521 | NS      | $4382737.40   | 2.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Yum China Holdings Inc                           | Yum China Holdings Inc                                              | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |        2100 | NS      | $129381.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                   | Abu Dhabi Commercial Bank PJSC                                      | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |      340924 | NS      | $778640.31    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA       | Eurobank Ergasias Services and Holdings SA                          | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |     3017650 | NS      | $4094559.17   | 1.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Adaro Energy Indonesia Tbk PT                    | Adaro Energy Indonesia Tbk PT                                       | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |     2449800 | NS      | $485416.22    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd                          | CIMB Group Holdings Bhd                                             | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |      563100 | NS      | $760552.44    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD USD                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $355.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Holding Co Ltd                   | First Financial Holding Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900BC1U046Q2GUZ64 | Long             | EC               | CORP              | TW        |      164408 | NS      | $143395.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD USD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $344592.70    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Financial Holding Co Ltd                    | Mega Financial Holding Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      158875 | NS      | $169648.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                        | First Abu Dhabi Bank PJSC                                           | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |      336154 | NS      | $1246923.32   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Barito Pacific Tbk PT                            | Barito Pacific Tbk PT                                               | CUSIP: 000000000<br>LEI: 254900CLXCIVO1KCF078 | Long             | EC               | CORP              | ID        |     4812879 | NS      | $265410.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Solutions Corp                            | Hanwha Solutions Corp                                               | CUSIP: 000000000<br>LEI: 549300M2V0ZS71BRNR68 | Long             | EC               | CORP              | KR        |        4550 | NS      | $168619.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | BMIBKVBF2 EATON VANCE                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    21400000 | OU      | $205504.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                          | Largan Precision Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $142722.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp                                          | LG Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        3183 | NS      | $214356.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co Ltd                                     | Coway Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2186 | NS      | $99131.49     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT             | Bank Negara Indonesia Persero Tbk PT                                | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |     1209700 | NS      | $741534.96    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HSCEI FUTURES FEB23                                                 | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         199 | NC      | $51345.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                            | Banca Transilvania SA                                               | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | EC               | CORP              | RO        |      467000 | NS      | $2049068.00   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarantis SA                                      | Sarantis SA                                                         | CUSIP: 000000000<br>LEI: 21380078FJXYHFE8KP46 | Long             | EC               | CORP              | GR        |       45317 | NS      | $379266.58    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-64819.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                               | Trip.com Group Ltd                                                  | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |        2800 | NS      | $102928.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                            | Delta Electronics Inc                                               | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       38680 | NS      | $375097.89    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                         | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1500000 | PA      | $1495923.12   | 0.70%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Axiata Group Bhd                                 | Axiata Group Bhd                                                    | CUSIP: 000000000<br>LEI: 254900DM0V7OCPDUUC55 | Long             | EC               | CORP              | MY        |      267100 | NS      | $190292.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co Ltd                                | LG Innotek Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |         522 | NS      | $116295.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | Long: BMIBFNRJ1 TRS KRW R E / Short: BMIBFNRJ1 TRS KRW P F   .00000 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        | 13143981325 | OU      | $129612.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co                          | SABIC Agri-Nutrients Co                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       11200 | NS      | $410649.68    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearl Abyss Corp                                 | Pearl Abyss Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         890 | NS      | $32987.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Silergy Corp                                     | Silergy Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        8000 | NS      | $162795.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Korean Air Lines Co Ltd                          | Korean Air Lines Co Ltd                                             | CUSIP: 000000000<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |        6673 | NS      | $132033.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Transelectrica SA                                | Transelectrica SA                                                   | CUSIP: 000000000<br>LEI: 254900OLXCOUQC90M036 | Long             | EC               | CORP              | RO        |       22000 | NS      | $106432.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societatea Nationala de Gaze Naturale ROMGAZ SA  | Societatea Nationala de Gaze Naturale ROMGAZ SA                     | CUSIP: 000000000<br>LEI: 2549009R7KJ38D9RW354 | Long             | EC               | CORP              | RO        |      100000 | NS      | $887434.69    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HLB Inc                                          | HLB Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        4241 | NS      | $105525.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IHH Healthcare Bhd                               | IHH Healthcare Bhd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      157400 | NS      | $218838.08    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DiGi.Com Bhd                                     | DiGi.Com Bhd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      280700 | NS      | $277612.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd                             | Vipshop Holdings Ltd                                                | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |        2900 | NS      | $44863.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tech Mahindra Ltd                                | Tech Mahindra Ltd                                                   | CUSIP: 000000000<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |       13948 | NS      | $174350.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi British Bank/The                           | Saudi British Bank/The                                              | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |       46700 | NS      | $452493.23    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                               | Samsung SDI Co Ltd                                                  | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |        1581 | NS      | $885995.67    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co Ltd                   | Fubon Financial Holding Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EP               | CORP              | TW        |        2110 | NS      | $3998.68      | 0.00%             |  |  |  | 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        |     5827110 | NS      | $5827109.89   | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Zai Lab Ltd                                      | Zai Lab Ltd                                                         | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |         800 | NS      | $33712.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Leong Bank Bhd                              | Hong Leong Bank Bhd                                                 | CUSIP: 000000000<br>LEI: 549300BUPYUQGB5BFX94 | Long             | EC               | CORP              | MY        |       56600 | NS      | $272664.18    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Jago Tbk PT                                 | Bank Jago Tbk PT                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |      626600 | NS      | $134914.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Malaysia Bhd                              | Nestle Malaysia Bhd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |        6400 | NS      | $202888.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Petrom SA                                    | OMV Petrom SA                                                       | CUSIP: 000000000<br>LEI: 549300UKYDM6L8HEPU79 | Long             | EC               | CORP              | RO        |    19719384 | NS      | $2013379.94   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                 | Samsung C&T Corp                                                    | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |        2715 | NS      | $262218.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp Ltd             | Housing Development Finance Corp Ltd                                | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |       29521 | NS      | $952489.78    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| AU Small Finance Bank Ltd                        | AU Small Finance Bank Ltd                                           | CUSIP: 000000000<br>LEI: 3358006J6L5P5MWKCU97 | Long             | EC               | CORP              | IN        |       42800 | NS      | $326096.82    | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cathay Financial Holding Co Ltd                  | Cathay Financial Holding Co Ltd                                     | CUSIP: 000000000<br>LEI: 5299009XR1QLFAMQ3X77 | Long             | EC               | CORP              | TW        |      174234 | NS      | $248053.66    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                       | Realtek Semiconductor Corp                                          | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |       11000 | NS      | $118127.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                 | SK Square Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        3831 | NS      | $113491.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoa Sen Group                                    | Hoa Sen Group                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      684800 | NS      | $454950.45    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                     | Kaspi.KZ JSC                                                        | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |       45590 | NS      | $3341747.00   | 1.57%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD USD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $23522.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                               | Arab National Bank                                                  | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |       36200 | NS      | $267626.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                       | Astra International Tbk PT                                          | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |     3027700 | NS      | $1216384.03   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 ONE WAM Ltd                                  | 360 ONE WAM Ltd                                                     | CUSIP: 000000000<br>LEI: 335800DDYMCDBO5OLL32 | Long             | EC               | CORP              | IN        |       14800 | NS      | $331706.54    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                     | SK Hynix Inc                                                        | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       15615 | NS      | $1129648.88   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Mytilineos SA                                    | Mytilineos SA                                                       | CUSIP: 000000000<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | EC               | CORP              | GR        |      115688 | NS      | $2992856.69   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotte Chemical Corp                              | Lotte Chemical Corp                                                 | CUSIP: 000000000<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |         591 | NS      | $85326.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotai Motor Co Ltd                               | Hotai Motor Co Ltd                                                  | CUSIP: 000000000<br>LEI: 254900ZL0NDWNH1MNQ51 | Long             | EC               | CORP              | TW        |        8000 | NS      | $175640.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                   | Tata Steel Ltd                                                      | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |      162573 | NS      | $239227.75    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Heavy Industries Co Ltd                  | Samsung Heavy Industries Co Ltd                                     | CUSIP: 000000000<br>LEI: 988400OSK0T9LDTWNC20 | Long             | EC               | CORP              | KR        |       25662 | NS      | $121273.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Siauliu Bankas AB                                | Siauliu Bankas AB                                                   | CUSIP: 000000000<br>LEI: 549300TK038P6EV4YU51 | Long             | EC               | CORP              | LT        |     1051849 | NS      | $855358.30    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd                                 | Asian Paints Ltd                                                    | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |        7693 | NS      | $257294.64    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corp                                       | S-Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |        1757 | NS      | $126746.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Bhd                                      | Genting Bhd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      189200 | NS      | $220200.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Gas Bhd                                 | Petronas Gas Bhd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       71500 | NS      | $282215.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                     | United Microelectronics Corp                                        | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |      221000 | NS      | $361654.12    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD EUR                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-28.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                    | Al Rajhi Bank                                                       | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |       80300 | NS      | $1762684.96   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD USD                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $294.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                        | Korea Electric Power Corp                                           | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |        9138 | NS      | $147535.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT Corp                                         | FPT Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     1251279 | NS      | $4767907.98   | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                        | SBI Life Insurance Co Ltd                                           | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |       11041 | NS      | $164887.37    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd                           | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      392000 | NS      | $6917538.37   | 3.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                             | Eurohold Bulgaria AD                                                | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |     1253909 | NS      | $1220775.54   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                                    | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |        1499 | NS      | $104973.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp            | Phat Dat Real Estate Development Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        3271 | NS      | $1939.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                             | UltraTech Cement Ltd                                                | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |        2440 | NS      | $211728.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                          | Saudi National Bank/The                                             | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |       90100 | NS      | $1140627.66   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                               | TBC Bank Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |      268522 | NS      | $7892963.87   | 3.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Grasim Industries Ltd                            | Grasim Industries Ltd                                               | CUSIP: 000000000<br>LEI: 335800WLY7FOIT3ERV21 | Long             | EC               | CORP              | IN        |        7120 | NS      | $138774.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| L&F Co Ltd                                       | L&F Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         839 | NS      | $141638.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Globalwafers Co Ltd                              | Globalwafers Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |        6000 | NS      | $105270.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KEI Industries Ltd                               | KEI Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 335800UDWBC2AWPU7M56 | Long             | EC               | CORP              | IN        |       16600 | NS      | $329193.01    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Bioscience Co Ltd                             | SK Bioscience Co Ltd                                                | CUSIP: 000000000<br>LEI: 988400F5SGZAXEGIAM36 | Long             | EC               | CORP              | KR        |         942 | NS      | $57809.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                        | Nova Ljubljanska Banka dd                                           | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       60052 | NS      | $884528.08    | 0.42%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bajaj Finserv Ltd                                | Bajaj Finserv Ltd                                                   | CUSIP: 000000000<br>LEI: 3358001EH4I4IDMGQ326 | Long             | EC               | CORP              | IN        |        9003 | NS      | $148511.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                   | ICICI Bank Ltd                                                      | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       85168 | NS      | $874614.98    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Healthcare Co Ltd                      | Celltrion Healthcare Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400KI4VU01I1E7I73 | Long             | EC               | CORP              | KR        |        3063 | NS      | $143349.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                | Hon Hai Precision Industry Co Ltd                                   | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      218508 | NS      | $728665.56    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co Ltd                   | Fubon Financial Holding Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |      157046 | NS      | $316303.59    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                          | NIO Inc                                                             | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |        7200 | NS      | $86904.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KE Holdings Inc                                  | KE Holdings Inc                                                     | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |        3700 | NS      | $67858.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC             | Halyk Savings Bank of Kazakhstan JSC                                | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |       76020 | NS      | $790608.00    | 0.37%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Dr Sulaiman Al Habib Medical Services Group Co   | Dr Sulaiman Al Habib Medical Services Group Co                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        5100 | NS      | $318764.99    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merdeka Copper Gold Tbk PT                       | Merdeka Copper Gold Tbk PT                                          | CUSIP: 000000000<br>LEI: 894500DF5TJXCOE26L58 | Long             | EC               | CORP              | ID        |     2079800 | NS      | $658673.39    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Display Co Ltd                                | LG Display Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |        9346 | NS      | $104069.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Refrigeration Electrical Engineering Corp        | Refrigeration Electrical Engineering Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      547655 | NS      | $1864374.34   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-38335.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank AlBilad                                     | Bank AlBilad                                                        | CUSIP: 000000000<br>LEI: 558600YCBMF3KW9QH647 | Long             | EC               | CORP              | SA        |       28500 | NS      | $342242.78    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT FEB23                                             | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          77 | NC      | $178057.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                              | Banque Saudi Fransi                                                 | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |       33600 | NS      | $367411.23    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nam Kim Steel JSC                                | Nam Kim Steel JSC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      534800 | NS      | $364559.70    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                       | NAVER Corp                                                          | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        3924 | NS      | $651876.94    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                               | Kalbe Farma Tbk PT                                                  | CUSIP: 000000000<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |     3818800 | NS      | $525770.33    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                             | Saudi Arabian Oil Co                                                | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |      106100 | NS      | $936065.94    | 0.44%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Press Metal Aluminium Holdings Bhd               | Press Metal Aluminium Holdings Bhd                                  | CUSIP: 000000000<br>LEI: 254900RO5GQ4M0YV5S47 | Long             | EC               | CORP              | MY        |      329700 | NS      | $402155.63    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                    | Samsung Life Insurance Co Ltd                                       | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |        3000 | NS      | $172716.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PPB Group Bhd                                    | PPB Group Bhd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       56900 | NS      | $234965.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD AED                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $186.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Co Ltd                                     | Titan Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |        7324 | NS      | $214143.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Phu Nhuan Jewelry JSC                            | Phu Nhuan Jewelry JSC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      757866 | NS      | $2924475.22   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd                   | Korea Aerospace Industries Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2870 | NS      | $112617.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                       | Samsung Electronics Co Ltd                                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |       23936 | NS      | $1074105.75   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co Ltd                  | Yuanta Financial Holding Co Ltd                                     | CUSIP: 000000000<br>LEI: 21380045JG57LJEFFE13 | Long             | EC               | CORP              | TW        |      249694 | NS      | $187758.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                         | JUMBO SA                                                            | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |      135139 | NS      | $2426784.89   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CNH                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-113247.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Inari Amertron Bhd                               | Inari Amertron Bhd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      255100 | NS      | $156349.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Cards & Payment Services Ltd                 | SBI Cards & Payment Services Ltd                                    | CUSIP: 000000000<br>LEI: 335800HN4Y9OTCFH4236 | Long             | EC               | CORP              | IN        |       32800 | NS      | $291129.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuala Lumpur Kepong Bhd                          | Kuala Lumpur Kepong Bhd                                             | CUSIP: 000000000<br>LEI: 2549009JSTRFMR7A8D34 | Long             | EC               | CORP              | MY        |       38400 | NS      | $193179.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Kong Financial Holding Co Ltd               | Shin Kong Financial Holding Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900YF6H5G3WJC6V36 | Long             | EC               | CORP              | TW        |        8514 | NS      | $2556.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asustek Computer Inc                             | Asustek Computer Inc                                                | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |       17000 | NS      | $154843.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED KRW / SOLD USD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |           1 | NC      | $141619.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC        | Emirates Telecommunications Group Co PJSC                           | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | EC               | CORP              | AE        |      226500 | NS      | $1586987.66   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Services and Holdings SA                   | Alpha Services and Holdings SA                                      | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |     2559562 | NS      | $3487362.74   | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                      | LG Chem Ltd                                                         | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |        1442 | NS      | $813869.08    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corp SA                             | Public Power Corp SA                                                | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |      243955 | NS      | $1943540.32   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDS Co Ltd                               | Samsung SDS Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1303 | NS      | $132874.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Global Macro Capital Opportunities Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer