# EDGAR Filing Document

**Accession Number:** 0001394395
**File Stem:** 0001410368-26-034162
**Filing Date:** 2026-3
**Character Count:** 714470
**Document Hash:** f360908313cab17a08fefac387b26ff7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034162.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034162

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Emerging Markets Local Income Portfolio
- **CENTRAL INDEX KEY:** 0001394395

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22048
- **FILM NUMBER:** 26818237

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited)

------

Credit Linked Notes — 2.6%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt — 2.5% | Egypt — 2.5% | Egypt — 2.5% | Egypt — 2.5% |
| Absa Bank Ltd. (Arab Republic of Egypt): |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/19/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354350 | &nbsp;&nbsp;$7510389 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/16/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48175 | &nbsp;&nbsp;&nbsp;&nbsp; 982452 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/23/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345825 | &nbsp;&nbsp;&nbsp;&nbsp; 7020688 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/7/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp; 3623305 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/9/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp; 5219542 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/20/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389400 | &nbsp;&nbsp;&nbsp;&nbsp; 7360615 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/15/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48175 | &nbsp;&nbsp;&nbsp;&nbsp; 883598 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/22/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426500 | &nbsp;&nbsp;&nbsp;&nbsp; 7794724 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/5/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196875 | &nbsp;&nbsp;&nbsp;&nbsp; 3572636 |
|  |  |  | &nbsp;&nbsp;**$43967949** |
| South Africa — 0.1% | South Africa — 0.1% | South Africa — 0.1% | South Africa — 0.1% |
| Absa Bank Ltd. (United Republic of Tanzania): |  |  |  |
| &nbsp;&nbsp;&nbsp;13.50%, 8/2/35<sup>(2)</sup> | TZS | &nbsp;&nbsp;&nbsp;&nbsp;3104000 | &nbsp;&nbsp;$1369927 |
| &nbsp;&nbsp;&nbsp;13.75%, 9/27/50<sup>(2)</sup> | TZS | &nbsp;&nbsp;&nbsp;&nbsp;1044300 | &nbsp;&nbsp;&nbsp;&nbsp; 426595 |
|  |  |  | &nbsp;&nbsp;**$1796522** |
| Total Credit Linked Notes<br> (identified cost $45,244,523) |  |  | &nbsp;&nbsp;**$45764471** |

---

Foreign Corporate Bonds — 4.4%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Brazil — 0.5% | Brazil — 0.5% | Brazil — 0.5% | Brazil — 0.5% |
| Simpar Finance SARL, 10.75%, 2/12/28<sup>(3)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53195 | &nbsp;&nbsp;$8288424 |
|  |  |  | &nbsp;&nbsp;**$8288424** |
| Colombia — 0.2% | Colombia — 0.2% | Colombia — 0.2% | Colombia — 0.2% |
| Patrimonio Autonomo Union Del Sur, 6.66%, 2/28/41<sup>(4)</sup> | COP | 18050431 | &nbsp;&nbsp;$4443165 |
|  |  |  | &nbsp;&nbsp;**$4443165** |
| Georgia — 0.1% | Georgia — 0.1% | Georgia — 0.1% | Georgia — 0.1% |
| TBC Bank Group PLC, 22.00%, 6/5/28<sup>(4)</sup> | UZS | 30470000 | &nbsp;&nbsp;$2504863 |
|  |  |  | &nbsp;&nbsp;**$2504863** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Kazakhstan — 0.2% | Kazakhstan — 0.2% | Kazakhstan — 0.2% | Kazakhstan — 0.2% |
| Development Bank of Kazakhstan JSC, 13.00%, 4/15/27<sup>(4)</sup> | KZT | &nbsp;&nbsp;&nbsp;&nbsp;2076500 | &nbsp;&nbsp;$3971130 |
|  |  |  | &nbsp;&nbsp;**$3971130** |
| Peru — 0.2% | Peru — 0.2% | Peru — 0.2% | Peru — 0.2% |
| Integratel Peru SAA, 7.375%, 4/10/27<sup>(4)(5)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;$2690230 |
|  |  |  | &nbsp;&nbsp;**$2690230** |
| Supranational — 0.6% | Supranational — 0.6% | Supranational — 0.6% | Supranational — 0.6% |
| Asian Development Bank, 14.50%, 6/26/28 | UZS | 14946700 | &nbsp;&nbsp;$1254482 |
| Corp. Andina de Fomento: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, 4/4/34<sup>(3)</sup> | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp; 2913871 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/26/34 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp; 2469338 |
| European Bank for Reconstruction & Development: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.20%, 4/9/26<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2184435 |
| &nbsp;&nbsp;&nbsp;17.35%, 3/1/27<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp; 935874 |
|  |  |  | &nbsp;&nbsp;**$9758000** |
| Uzbekistan — 2.1% | Uzbekistan — 2.1% | Uzbekistan — 2.1% | Uzbekistan — 2.1% |
| Ipoteka-Bank ATIB: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.50%, 10/9/28<sup>(3)</sup> | UZS | 31300000 | &nbsp;&nbsp;$2595197 |
| &nbsp;&nbsp;&nbsp;20.50%, 4/25/27<sup>(3)</sup> | UZS | 25170000 | &nbsp;&nbsp;&nbsp;&nbsp; 2158432 |
| JSCB Agrobank, 20.75%, 9/15/28 | UZS | 177800000 | &nbsp;&nbsp;&nbsp;&nbsp; 14885556 |
| Uzbek Industrial & Construction Bank ATB: |  |  |  |
| &nbsp;&nbsp;&nbsp;19.95%, 4/25/28<sup>(3)</sup> | UZS | 42550000 | &nbsp;&nbsp;&nbsp;&nbsp; 3717505 |
| &nbsp;&nbsp;&nbsp;21.00%, 7/24/27<sup>(3)</sup> | UZS | 155110000 | &nbsp;&nbsp;&nbsp;&nbsp; 13642544 |
|  |  |  | &nbsp;&nbsp;**$36999234** |
| Venezuela — 0.5% | Venezuela — 0.5% | Venezuela — 0.5% | Venezuela — 0.5% |
| Petroleos de Venezuela SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 4/12/27<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3858 | &nbsp;&nbsp;$1128553 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/28/22<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp; 145130 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/16/24<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307 | &nbsp;&nbsp;&nbsp;&nbsp; 1621162 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/26<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12194 | &nbsp;&nbsp;&nbsp;&nbsp; 3688618 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/17/21<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp; 614160 |
| &nbsp;&nbsp;&nbsp;9.75%, 5/17/35<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498 | &nbsp;&nbsp;&nbsp;&nbsp; 930579 |
| &nbsp;&nbsp;&nbsp;12.75%, 2/17/22<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp; 753025 |
|  |  |  | &nbsp;&nbsp;**$8881227** |
| Total Foreign Corporate Bonds<br> (identified cost $77,497,046) |  |  | &nbsp;&nbsp;**$77536273** |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

Loan Participation Notes — 0.4%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uzbekistan — 0.4% | Uzbekistan — 0.4% | Uzbekistan — 0.4% | Uzbekistan — 0.4% |
| Europe Asia Investment Finance BV (borrower - Joint Stock Commercial Bank "Asaka"), 18.70%, 7/21/26<sup>(3)(6)(7)</sup> | UZS | 84113385 | &nbsp;&nbsp;$6898914 |
| Total Loan Participation Notes<br> (identified cost $7,179,996) |  |  | &nbsp;&nbsp;**$6898914** |

---

Sovereign Government Bonds — 58.7%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 1.5% | Albania — 1.5% | Albania — 1.5% | Albania — 1.5% |
| Albanian Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 1/10/28 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;$197268 |
| &nbsp;&nbsp;&nbsp;3.90%, 1/22/30 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79200 | &nbsp;&nbsp;&nbsp;&nbsp; 980336 |
| &nbsp;&nbsp;&nbsp;4.05%, 2/7/32 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106400 | &nbsp;&nbsp;&nbsp;&nbsp; 1327833 |
| &nbsp;&nbsp;&nbsp;4.30%, 7/10/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383300 | &nbsp;&nbsp;&nbsp;&nbsp; 4754289 |
| &nbsp;&nbsp;&nbsp;4.70%, 2/23/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp; 1129661 |
| &nbsp;&nbsp;&nbsp;4.95%, 7/22/29 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699000 | &nbsp;&nbsp;&nbsp;&nbsp; 8991547 |
| &nbsp;&nbsp;&nbsp;5.25%, 1/26/29 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567800 | &nbsp;&nbsp;&nbsp;&nbsp; 7354708 |
| &nbsp;&nbsp;&nbsp;5.59%, 2/19/40 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40900 | &nbsp;&nbsp;&nbsp;&nbsp; 552818 |
| &nbsp;&nbsp;&nbsp;6.13%, 7/25/34 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp; 516546 |
|  |  |  | &nbsp;&nbsp;**$25805006** |
| Angola — 1.0% | Angola — 1.0% | Angola — 1.0% | Angola — 1.0% |
| Angola Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.125%, 11/26/49<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 | &nbsp;&nbsp;$1699084 |
| &nbsp;&nbsp;&nbsp;9.244%, 1/15/31<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp; 3415504 |
| &nbsp;&nbsp;&nbsp;9.375%, 5/8/48<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3071 | &nbsp;&nbsp;&nbsp;&nbsp; 2740619 |
| &nbsp;&nbsp;&nbsp;9.875%, 10/15/35<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9041 | &nbsp;&nbsp;&nbsp;&nbsp; 9109359 |
|  |  |  | &nbsp;&nbsp;**$16964566** |
| Armenia — 1.8% | Armenia — 1.8% | Armenia — 1.8% | Armenia — 1.8% |
| Republic of Armenia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.60%, 4/29/30 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803605 | &nbsp;&nbsp;$2183960 |
| &nbsp;&nbsp;&nbsp;9.00%, 4/29/26 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212760 | &nbsp;&nbsp;&nbsp;&nbsp; 564497 |
| &nbsp;&nbsp;&nbsp;9.00%, 10/29/35 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;4207412 | &nbsp;&nbsp;&nbsp;&nbsp; 11614249 |
| &nbsp;&nbsp;&nbsp;9.60%, 10/29/33 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;4512022 | &nbsp;&nbsp;&nbsp;&nbsp; 12893670 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/50 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792413 | &nbsp;&nbsp;&nbsp;&nbsp; 2294980 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/52 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862400 | &nbsp;&nbsp;&nbsp;&nbsp; 2487008 |
|  |  |  | &nbsp;&nbsp;**$32038364** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Benin — 0.3% | Benin — 0.3% | Benin — 0.3% | Benin — 0.3% |
| Benin Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.875%, 1/19/52<sup>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;$1922364 |
| &nbsp;&nbsp;&nbsp;7.96%, 2/13/38<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp; 2293825 |
| Benin Sukuk SA, 6.20%, 1/29/33<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 199135 |
|  |  |  | &nbsp;&nbsp;**$4415324** |
| Bosnia and Herzegovina — 0.0%<sup>†</sup> | Bosnia and Herzegovina — 0.0%<sup>†</sup> | Bosnia and Herzegovina — 0.0%<sup>†</sup> | Bosnia and Herzegovina — 0.0%<sup>†</sup> |
| Republic of Srpska Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 9/25/26 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;$21729 |
| &nbsp;&nbsp;&nbsp;1.50%, 9/26/27 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp; 12792 |
|  |  |  | &nbsp;&nbsp;**$34521** |
| Brazil — 2.3% | Brazil — 2.3% | Brazil — 2.3% | Brazil — 2.3% |
| Brazil Letras do Tesouro Nacional, 0.00%, 7/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;$22331883 |
| Brazil Notas do Tesouro Nacional: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 5/15/35<sup>(8)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17675 | &nbsp;&nbsp;&nbsp;&nbsp; 14185314 |
| &nbsp;&nbsp;&nbsp;10.00%, 1/1/27 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22375 | &nbsp;&nbsp;&nbsp;&nbsp; 4143990 |
|  |  |  | &nbsp;&nbsp;**$40661187** |
| Congo — 0.6% | Congo — 0.6% | Congo — 0.6% | Congo — 0.6% |
| Congolese International Bonds, 9.875%, 11/7/32<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12227 | &nbsp;&nbsp;$11409274 |
|  |  |  | &nbsp;&nbsp;**$11409274** |
| Czech Republic — 0.3% | Czech Republic — 0.3% | Czech Republic — 0.3% | Czech Republic — 0.3% |
| Czech Republic Government Bonds, 4.50%, 11/11/32 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108140 | &nbsp;&nbsp;$5403495 |
|  |  |  | &nbsp;&nbsp;**$5403495** |
| Dominican Republic — 0.2% | Dominican Republic — 0.2% | Dominican Republic — 0.2% | Dominican Republic — 0.2% |
| Dominican Republic Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;10.75%, 6/1/36<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23100 | &nbsp;&nbsp;$404296 |
| &nbsp;&nbsp;&nbsp;11.25%, 9/15/35<sup>(4)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112750 | &nbsp;&nbsp;&nbsp;&nbsp; 2022762 |
| &nbsp;&nbsp;&nbsp;11.25%, 9/15/35<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32900 | &nbsp;&nbsp;&nbsp;&nbsp; 590234 |
| &nbsp;&nbsp;&nbsp;13.625%, 2/3/33<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp; 273406 |
|  |  |  | &nbsp;&nbsp;**$3290698** |
| Ecuador — 0.0%<sup>†</sup> | Ecuador — 0.0%<sup>†</sup> | Ecuador — 0.0%<sup>†</sup> | Ecuador — 0.0%<sup>†</sup> |
| Ecuador Government International Bonds, 0.00%, 7/31/30<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;$35805 |
|  |  |  | &nbsp;&nbsp;**$35805** |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt — 2.4% | Egypt — 2.4% | Egypt — 2.4% | Egypt — 2.4% |
| Egypt Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;19.98%, 5/20/30 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826542 | &nbsp;&nbsp;$18198074 |
| &nbsp;&nbsp;&nbsp;24.458%, 10/1/27 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;1122526 | &nbsp;&nbsp;&nbsp;&nbsp; 24492323 |
|  |  |  | &nbsp;&nbsp;**$42690397** |
| Ethiopia — 0.8% | Ethiopia — 0.8% | Ethiopia — 0.8% | Ethiopia — 0.8% |
| Ethiopia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 12/11/24<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13254 | &nbsp;&nbsp;$14061169 |
| &nbsp;&nbsp;&nbsp;6.625%, 12/11/24<sup>(4)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp; 828563 |
|  |  |  | &nbsp;&nbsp;**$14889732** |
| Gabon — 0.2% | Gabon — 0.2% | Gabon — 0.2% | Gabon — 0.2% |
| Gabon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 2/6/31<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;$1259287 |
| &nbsp;&nbsp;&nbsp;7.00%, 11/24/31<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp; 579351 |
| &nbsp;&nbsp;&nbsp;9.50%, 2/18/29<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp; 1630746 |
|  |  |  | &nbsp;&nbsp;**$3469384** |
| Ghana — 0.1% | Ghana — 0.1% | Ghana — 0.1% | Ghana — 0.1% |
| Ghana Cocoa Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;13.00%, 8/30/27 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;$162998 |
| &nbsp;&nbsp;&nbsp;13.00%, 8/28/28 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5899 | &nbsp;&nbsp;&nbsp;&nbsp; 527690 |
| Republic of Ghana Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.80% (5.00% cash and 3.80% PIK), 2/12/30 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4032 | &nbsp;&nbsp;&nbsp;&nbsp; 306272 |
| &nbsp;&nbsp;&nbsp;9.85% (5.00% cash and 4.85% PIK), 2/3/37 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 | &nbsp;&nbsp;&nbsp;&nbsp; 115297 |
| &nbsp;&nbsp;&nbsp;10.00% (5.00% cash and 5.00% PIK), 2/2/38 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp; 150112 |
|  |  |  | &nbsp;&nbsp;**$1262369** |
| Guatemala — 0.1% | Guatemala — 0.1% | Guatemala — 0.1% | Guatemala — 0.1% |
| Guatemala Government International Bonds, 6.60%, 6/13/36<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;$880551 |
|  |  |  | &nbsp;&nbsp;**$880551** |
| Hungary — 2.1% | Hungary — 2.1% | Hungary — 2.1% | Hungary — 2.1% |
| Hungary Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/27/38 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;3933640 | &nbsp;&nbsp;$8377772 |
| &nbsp;&nbsp;&nbsp;3.00%, 4/25/41 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;2663240 | &nbsp;&nbsp;&nbsp;&nbsp; 5303327 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/28/51 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845620 | &nbsp;&nbsp;&nbsp;&nbsp; 1673172 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/24/35 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;6835490 | &nbsp;&nbsp;&nbsp;&nbsp; 21924237 |
|  |  |  | &nbsp;&nbsp;**$37278508** |
| India — 0.9% | India — 0.9% | India — 0.9% | India — 0.9% |
| India Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.09%, 8/5/54 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228900 | &nbsp;&nbsp;$2398051 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) | India (continued) |
| India Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;7.24%, 8/18/55 | INR | &nbsp;&nbsp;&nbsp;&nbsp;1120240 | &nbsp;&nbsp;$12071617 |
| &nbsp;&nbsp;&nbsp;7.30%, 6/19/53 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp; 2070561 |
|  |  |  | &nbsp;&nbsp;**$16540229** |
| Indonesia — 4.7% | Indonesia — 4.7% | Indonesia — 4.7% | Indonesia — 4.7% |
| Indonesia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 4/15/32 | IDR | 50050000 | &nbsp;&nbsp;$3017611 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/15/35 | IDR | 166600000 | &nbsp;&nbsp;&nbsp;&nbsp; 10198481 |
| &nbsp;&nbsp;&nbsp;6.875%, 7/15/54 | IDR | 21000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1269884 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/38 | IDR | 163285000 | &nbsp;&nbsp;&nbsp;&nbsp; 10194976 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/42 | IDR | 152790000 | &nbsp;&nbsp;&nbsp;&nbsp; 9516946 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/43 | IDR | 168241000 | &nbsp;&nbsp;&nbsp;&nbsp; 10534483 |
| &nbsp;&nbsp;&nbsp;7.375%, 5/15/48 | IDR | 16622000 | &nbsp;&nbsp;&nbsp;&nbsp; 1060897 |
| &nbsp;&nbsp;&nbsp;7.50%, 6/15/35 | IDR | 129185000 | &nbsp;&nbsp;&nbsp;&nbsp; 8270611 |
| &nbsp;&nbsp;&nbsp;7.50%, 5/15/38 | IDR | 139015000 | &nbsp;&nbsp;&nbsp;&nbsp; 8941766 |
| &nbsp;&nbsp;&nbsp;7.50%, 4/15/40 | IDR | 147586000 | &nbsp;&nbsp;&nbsp;&nbsp; 9495271 |
| &nbsp;&nbsp;&nbsp;8.25%, 5/15/36 | IDR | 154676000 | &nbsp;&nbsp;&nbsp;&nbsp; 10446274 |
| &nbsp;&nbsp;&nbsp;9.50%, 5/15/41 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;5702000 | &nbsp;&nbsp;&nbsp;&nbsp; 425781 |
|  |  |  | &nbsp;&nbsp;**$83372981** |
| Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> |
| Jordan Government International Bonds, 7.375%, 10/10/47<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;$492581 |
|  |  |  | &nbsp;&nbsp;**$492581** |
| Kazakhstan — 1.5% | Kazakhstan — 1.5% | Kazakhstan — 1.5% | Kazakhstan — 1.5% |
| Kazakhstan Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 4/18/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1234276 | &nbsp;&nbsp;$1955559 |
| &nbsp;&nbsp;&nbsp;5.50%, 9/20/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34685 | &nbsp;&nbsp;&nbsp;&nbsp; 53530 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/24/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565995 | &nbsp;&nbsp;&nbsp;&nbsp; 682615 |
| &nbsp;&nbsp;&nbsp;7.22%, 12/10/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377330 | &nbsp;&nbsp;&nbsp;&nbsp; 599276 |
| &nbsp;&nbsp;&nbsp;7.68%, 8/13/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490529 | &nbsp;&nbsp;&nbsp;&nbsp; 756693 |
| &nbsp;&nbsp;&nbsp;8.44%, 5/10/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207531 | &nbsp;&nbsp;&nbsp;&nbsp; 305088 |
| &nbsp;&nbsp;&nbsp;8.66%, 4/4/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;2905555 | &nbsp;&nbsp;&nbsp;&nbsp; 4059631 |
| &nbsp;&nbsp;&nbsp;10.55%, 7/28/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1782069 | &nbsp;&nbsp;&nbsp;&nbsp; 3007360 |
| &nbsp;&nbsp;&nbsp;10.69%, 8/23/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399269 | &nbsp;&nbsp;&nbsp;&nbsp; 618247 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/12/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;2398144 | &nbsp;&nbsp;&nbsp;&nbsp; 4416890 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/19/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52027 | &nbsp;&nbsp;&nbsp;&nbsp; 95804 |
| &nbsp;&nbsp;&nbsp;14.00%, 2/13/35 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;2346899 | &nbsp;&nbsp;&nbsp;&nbsp; 4260397 |
| &nbsp;&nbsp;&nbsp;14.45%, 6/5/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186299 | &nbsp;&nbsp;&nbsp;&nbsp; 347505 |
| &nbsp;&nbsp;&nbsp;14.50%, 3/6/34 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75467 | &nbsp;&nbsp;&nbsp;&nbsp; 140864 |
| &nbsp;&nbsp;&nbsp;14.60%, 3/6/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36548 | &nbsp;&nbsp;&nbsp;&nbsp; 69001 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Kazakhstan (continued) | Kazakhstan (continued) | Kazakhstan (continued) | Kazakhstan (continued) |
| Kazakhstan Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;16.95%, 10/9/30 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;2713728 | &nbsp;&nbsp;$5513342 |
|  |  |  | &nbsp;&nbsp;**$26881802** |
| Lebanon — 0.5% | Lebanon — 0.5% | Lebanon — 0.5% | Lebanon — 0.5% |
| Lebanon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 4/14/20<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4141 | &nbsp;&nbsp;$1213365 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/27/23<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp; 561578 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/4/22<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4869 | &nbsp;&nbsp;&nbsp;&nbsp; 1426861 |
| &nbsp;&nbsp;&nbsp;6.15%, 6/19/20<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 | &nbsp;&nbsp;&nbsp;&nbsp; 304947 |
| &nbsp;&nbsp;&nbsp;6.20%, 2/26/25<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp; 293419 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/27/22<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp; 153434 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/4/24<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp; 282075 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/12/25<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp; 165215 |
| &nbsp;&nbsp;&nbsp;6.375%, 3/9/20<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 | &nbsp;&nbsp;&nbsp;&nbsp; 606305 |
| &nbsp;&nbsp;&nbsp;6.40%, 5/26/23<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6373 | &nbsp;&nbsp;&nbsp;&nbsp; 1875096 |
| &nbsp;&nbsp;&nbsp;6.60%, 11/27/26<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp; 83624 |
| &nbsp;&nbsp;&nbsp;6.65%, 4/22/24<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp; 426886 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/3/28<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp; 109034 |
| &nbsp;&nbsp;&nbsp;6.65%, 2/26/30<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp; 2360 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/29/27<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp; 168890 |
| &nbsp;&nbsp;&nbsp;6.85%, 3/23/27<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp; 140014 |
| &nbsp;&nbsp;&nbsp;6.85%, 5/25/29<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp; 274710 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/3/24<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp; 3832 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/20/28<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 | &nbsp;&nbsp;&nbsp;&nbsp; 444244 |
| &nbsp;&nbsp;&nbsp;7.00%, 4/22/31<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp; 15539 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/23/32<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp; 189773 |
| &nbsp;&nbsp;&nbsp;7.05%, 11/2/35<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp; 4463 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/23/37<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp; 163294 |
| &nbsp;&nbsp;&nbsp;8.20%, 5/17/33<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp; 4451 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/12/21<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp; 495029 |
|  |  |  | &nbsp;&nbsp;**$9408438** |
| Malaysia — 0.3% | Malaysia — 0.3% | Malaysia — 0.3% | Malaysia — 0.3% |
| Malaysia Government Bonds, 3.757%, 5/22/40 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17415 | &nbsp;&nbsp;$4401307 |
|  |  |  | &nbsp;&nbsp;**$4401307** |
| Mexico — 8.3% | Mexico — 8.3% | Mexico — 8.3% | Mexico — 8.3% |
| Mexican Bonos: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, 5/26/33 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161360 | &nbsp;&nbsp;$8725172 |
| &nbsp;&nbsp;&nbsp;7.75%, 5/29/31 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48449 | &nbsp;&nbsp;&nbsp;&nbsp; 2708307 |
| &nbsp;&nbsp;&nbsp;7.75%, 11/23/34 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577544 | &nbsp;&nbsp;&nbsp;&nbsp; 31218724 |
| &nbsp;&nbsp;&nbsp;7.75%, 11/13/42 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318000 | &nbsp;&nbsp;&nbsp;&nbsp; 15898790 |
| &nbsp;&nbsp;&nbsp;8.00%, 2/21/36 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp; 3189160 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Mexico (continued) | Mexico (continued) | Mexico (continued) | Mexico (continued) |
| Mexican Bonos: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 7/31/53 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201119 | &nbsp;&nbsp;$10063791 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/2/28 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 23316320 |
| &nbsp;&nbsp;&nbsp;8.50%, 11/18/38 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622879 | &nbsp;&nbsp;&nbsp;&nbsp; 34195820 |
| &nbsp;&nbsp;&nbsp;8.50%, 11/18/38 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298029 | &nbsp;&nbsp;&nbsp;&nbsp; 16361708 |
|  |  |  | &nbsp;&nbsp;**$145677792** |
| Mongolia — 0.1% | Mongolia — 0.1% | Mongolia — 0.1% | Mongolia — 0.1% |
| Mongolia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$208348 |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2083480 |
|  |  |  | &nbsp;&nbsp;**$2291828** |
| Montenegro — 0.4% | Montenegro — 0.4% | Montenegro — 0.4% | Montenegro — 0.4% |
| Montenegro Government International Bonds, 4.875%, 4/1/32<sup>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5762 | &nbsp;&nbsp;$7030196 |
|  |  |  | &nbsp;&nbsp;**$7030196** |
| Nigeria — 0.6% | Nigeria — 0.6% | Nigeria — 0.6% | Nigeria — 0.6% |
| Nigeria Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.95%, 6/25/32 | NGN | 10975700 | &nbsp;&nbsp;$8084840 |
| &nbsp;&nbsp;&nbsp;18.50%, 2/21/31 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1134374 | &nbsp;&nbsp;&nbsp;&nbsp; 857142 |
| &nbsp;&nbsp;&nbsp;19.00%, 2/21/34 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;3162561 | &nbsp;&nbsp;&nbsp;&nbsp; 2476697 |
|  |  |  | &nbsp;&nbsp;**$11418679** |
| Paraguay — 0.8% | Paraguay — 0.8% | Paraguay — 0.8% | Paraguay — 0.8% |
| Paraguay Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(4)</sup> | PYG | 74301000 | &nbsp;&nbsp;$10894796 |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(3)</sup> | PYG | 16011000 | &nbsp;&nbsp;&nbsp;&nbsp; 2347702 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/4/35<sup>(4)</sup> | PYG | 10265000 | &nbsp;&nbsp;&nbsp;&nbsp; 1518670 |
|  |  |  | &nbsp;&nbsp;**$14761168** |
| Peru — 2.6% | Peru — 2.6% | Peru — 2.6% | Peru — 2.6% |
| Peru Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.35%, 8/12/40 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;$1658654 |
| &nbsp;&nbsp;&nbsp;5.40%, 8/12/34 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58352 | &nbsp;&nbsp;&nbsp;&nbsp; 17346192 |
| &nbsp;&nbsp;&nbsp;6.85%, 8/12/35<sup>(3)(4)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40841 | &nbsp;&nbsp;&nbsp;&nbsp; 13064334 |
| &nbsp;&nbsp;&nbsp;6.90%, 8/12/37 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20770 | &nbsp;&nbsp;&nbsp;&nbsp; 6504997 |
| &nbsp;&nbsp;&nbsp;7.60%, 8/12/39<sup>(3)(4)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19620 | &nbsp;&nbsp;&nbsp;&nbsp; 6415213 |
|  |  |  | &nbsp;&nbsp;**$44989390** |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Poland — 2.0% | Poland — 2.0% | Poland — 2.0% | Poland — 2.0% |
| Republic of Poland Government Bonds, 2.00%, 8/25/36<sup>(8)</sup> | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133795 | &nbsp;&nbsp;$34897730 |
|  |  |  | &nbsp;&nbsp;**$34897730** |
| Romania — 4.0% | Romania — 4.0% | Romania — 4.0% | Romania — 4.0% |
| Romania Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 10/25/27 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70650 | &nbsp;&nbsp;$15526238 |
| &nbsp;&nbsp;&nbsp;3.25%, 6/24/26 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57650 | &nbsp;&nbsp;&nbsp;&nbsp; 13286720 |
| &nbsp;&nbsp;&nbsp;4.15%, 1/26/28 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21190 | &nbsp;&nbsp;&nbsp;&nbsp; 4764341 |
| &nbsp;&nbsp;&nbsp;4.25%, 4/28/36 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57850 | &nbsp;&nbsp;&nbsp;&nbsp; 11147871 |
| &nbsp;&nbsp;&nbsp;4.85%, 4/22/26 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32030 | &nbsp;&nbsp;&nbsp;&nbsp; 7438129 |
| &nbsp;&nbsp;&nbsp;5.80%, 7/26/27 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16020 | &nbsp;&nbsp;&nbsp;&nbsp; 3717803 |
| &nbsp;&nbsp;&nbsp;6.70%, 2/25/32 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17950 | &nbsp;&nbsp;&nbsp;&nbsp; 4229119 |
| &nbsp;&nbsp;&nbsp;6.75%, 4/25/35 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp; 2369378 |
| &nbsp;&nbsp;&nbsp;7.90%, 2/24/38 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 1151145 |
| &nbsp;&nbsp;&nbsp;8.25%, 9/29/32 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp; 4856729 |
| &nbsp;&nbsp;&nbsp;8.75%, 10/30/28 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp; 1494154 |
|  |  |  | &nbsp;&nbsp;**$69981627** |
| Serbia — 0.9% | Serbia — 0.9% | Serbia — 0.9% | Serbia — 0.9% |
| Serbia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 8/20/32 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255910 | &nbsp;&nbsp;$2542790 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/26/31 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;1119510 | &nbsp;&nbsp;&nbsp;&nbsp; 12564127 |
|  |  |  | &nbsp;&nbsp;**$15106917** |
| South Africa — 9.8% | South Africa — 9.8% | South Africa — 9.8% | South Africa — 9.8% |
| Republic of South Africa Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/31/30 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201829 | &nbsp;&nbsp;$12847318 |
| &nbsp;&nbsp;&nbsp;8.25%, 3/31/32 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261204 | &nbsp;&nbsp;&nbsp;&nbsp; 16643246 |
| &nbsp;&nbsp;&nbsp;8.50%, 1/31/37 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249325 | &nbsp;&nbsp;&nbsp;&nbsp; 15574267 |
| &nbsp;&nbsp;&nbsp;8.75%, 1/31/44 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420507 | &nbsp;&nbsp;&nbsp;&nbsp; 25645627 |
| &nbsp;&nbsp;&nbsp;8.75%, 2/28/48 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117694 | &nbsp;&nbsp;&nbsp;&nbsp; 7199483 |
| &nbsp;&nbsp;&nbsp;8.875%, 2/28/35 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766296 | &nbsp;&nbsp;&nbsp;&nbsp; 50042460 |
| &nbsp;&nbsp;&nbsp;9.00%, 1/31/40 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557588 | &nbsp;&nbsp;&nbsp;&nbsp; 35383662 |
| &nbsp;&nbsp;&nbsp;10.00%, 3/31/33 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131100 | &nbsp;&nbsp;&nbsp;&nbsp; 9058557 |
|  |  |  | &nbsp;&nbsp;**$172394620** |
| Sri Lanka — 1.1% | Sri Lanka — 1.1% | Sri Lanka — 1.1% | Sri Lanka — 1.1% |
| Sri Lanka Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 6/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;$327811 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp; 477321 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/1/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1365000 | &nbsp;&nbsp;&nbsp;&nbsp; 4432011 |
| &nbsp;&nbsp;&nbsp;10.25%, 9/15/34 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1018000 | &nbsp;&nbsp;&nbsp;&nbsp; 3179854 |
| &nbsp;&nbsp;&nbsp;10.35%, 10/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp; 198767 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Sri Lanka (continued) | Sri Lanka (continued) | Sri Lanka (continued) | Sri Lanka (continued) |
| Sri Lanka Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/28 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1320000 | &nbsp;&nbsp;$4453006 |
| &nbsp;&nbsp;&nbsp;11.00%, 9/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp; 303648 |
| &nbsp;&nbsp;&nbsp;11.00%, 12/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759000 | &nbsp;&nbsp;&nbsp;&nbsp; 2565175 |
| &nbsp;&nbsp;&nbsp;11.00%, 5/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp; 91396 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531000 | &nbsp;&nbsp;&nbsp;&nbsp; 1799862 |
| &nbsp;&nbsp;&nbsp;11.25%, 3/15/31 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 85096 |
| &nbsp;&nbsp;&nbsp;11.50%, 12/15/32 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591000 | &nbsp;&nbsp;&nbsp;&nbsp; 2020842 |
|  |  |  | &nbsp;&nbsp;**$19934789** |
| Suriname — 0.8% | Suriname — 0.8% | Suriname — 0.8% | Suriname — 0.8% |
| Suriname Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.70%, 11/6/30<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;$2663163 |
| &nbsp;&nbsp;&nbsp;8.50%, 11/6/35<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9993 | &nbsp;&nbsp;&nbsp;&nbsp; 10779549 |
|  |  |  | &nbsp;&nbsp;**$13442712** |
| Thailand — 0.9% | Thailand — 0.9% | Thailand — 0.9% | Thailand — 0.9% |
| Thailand Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 6/17/38 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383618 | &nbsp;&nbsp;$13617457 |
| &nbsp;&nbsp;&nbsp;3.35%, 6/17/33 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp; 2122548 |
|  |  |  | &nbsp;&nbsp;**$15740005** |
| Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> |
| Tunisian Republic, 4.30%, 8/2/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;$58501 |
|  |  |  | &nbsp;&nbsp;**$58501** |
| Turkey — 1.4% | Turkey — 1.4% | Turkey — 1.4% | Turkey — 1.4% |
| Turkiye Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.30%, 7/19/28 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$3612031 |
| &nbsp;&nbsp;&nbsp;17.80%, 7/13/33 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 161211 |
| &nbsp;&nbsp;&nbsp;26.20%, 10/5/33 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504548 | &nbsp;&nbsp;&nbsp;&nbsp; 10902428 |
| &nbsp;&nbsp;&nbsp;27.70%, 9/27/34 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273038 | &nbsp;&nbsp;&nbsp;&nbsp; 6281880 |
| &nbsp;&nbsp;&nbsp;30.00%, 9/12/29 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69266 | &nbsp;&nbsp;&nbsp;&nbsp; 1572953 |
| &nbsp;&nbsp;&nbsp;31.08%, 11/8/28 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 230208 |
| &nbsp;&nbsp;&nbsp;38.39%, 6/16/27<sup>(9)</sup> | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80650 | &nbsp;&nbsp;&nbsp;&nbsp; 1909758 |
|  |  |  | &nbsp;&nbsp;**$24670469** |
| Uganda — 1.4% | Uganda — 1.4% | Uganda — 1.4% | Uganda — 1.4% |
| Republic of Uganda Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;14.25%, 6/22/34 | UGX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167700 | &nbsp;&nbsp;$44495 |
| &nbsp;&nbsp;&nbsp;14.375%, 2/3/33 | UGX | &nbsp;&nbsp;&nbsp;&nbsp;1352400 | &nbsp;&nbsp;&nbsp;&nbsp; 365077 |
| &nbsp;&nbsp;&nbsp;15.00%, 6/18/43 | UGX | &nbsp;&nbsp;&nbsp;&nbsp;7004900 | &nbsp;&nbsp;&nbsp;&nbsp; 1841255 |
| &nbsp;&nbsp;&nbsp;15.80%, 6/23/39 | UGX | 60290500 | &nbsp;&nbsp;&nbsp;&nbsp; 16832943 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uganda (continued) | Uganda (continued) | Uganda (continued) | Uganda (continued) |
| Republic of Uganda Government Bonds: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;16.25%, 11/8/35 | UGX | 20683000 | &nbsp;&nbsp;$6008487 |
|  |  |  | &nbsp;&nbsp;**$25092257** |
| Ukraine — 0.3% | Ukraine — 0.3% | Ukraine — 0.3% | Ukraine — 0.3% |
| Ukraine Government International Bonds, 4.00% to 2/1/27, 2/1/32<sup>(3)(10)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6373 | &nbsp;&nbsp;$5088345 |
|  |  |  | &nbsp;&nbsp;**$5088345** |
| Uruguay — 0.0%<sup>†</sup> | Uruguay — 0.0%<sup>†</sup> | Uruguay — 0.0%<sup>†</sup> | Uruguay — 0.0%<sup>†</sup> |
| Uruguay Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 5/16/45 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14035 | &nbsp;&nbsp;$373716 |
| &nbsp;&nbsp;&nbsp;3.875%, 7/2/40<sup>(8)</sup> | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9027 | &nbsp;&nbsp;&nbsp;&nbsp; 251676 |
|  |  |  | &nbsp;&nbsp;**$625392** |
| Uzbekistan — 0.4% | Uzbekistan — 0.4% | Uzbekistan — 0.4% | Uzbekistan — 0.4% |
| National Bank of Uzbekistan, 19.875%, 7/5/27<sup>(3)</sup> | UZS | 50140000 | &nbsp;&nbsp;$4250698 |
| Republic of Uzbekistan Bonds, 15.50%, 2/25/28<sup>(3)</sup> | UZS | 24000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2061800 |
|  |  |  | &nbsp;&nbsp;**$6312498** |
| Venezuela — 0.6% | Venezuela — 0.6% | Venezuela — 0.6% | Venezuela — 0.6% |
| Venezuela Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/9/20<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;$210439 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/31/38<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 115530 |
| &nbsp;&nbsp;&nbsp;7.65%, 4/21/25<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp; 1135149 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/13/19<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp; 507680 |
| &nbsp;&nbsp;&nbsp;8.25%, 10/13/24<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549 | &nbsp;&nbsp;&nbsp;&nbsp; 1683400 |
| &nbsp;&nbsp;&nbsp;9.00%, 5/7/23<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp; 812715 |
| &nbsp;&nbsp;&nbsp;9.25%, 9/15/27<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5764 | &nbsp;&nbsp;&nbsp;&nbsp; 2493506 |
| &nbsp;&nbsp;&nbsp;9.25%, 5/7/28<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4134 | &nbsp;&nbsp;&nbsp;&nbsp; 1685100 |
| &nbsp;&nbsp;&nbsp;9.375%, 1/13/34<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp; 145759 |
| &nbsp;&nbsp;&nbsp;11.75%, 10/21/26<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp; 533185 |
| &nbsp;&nbsp;&nbsp;11.95%, 8/5/31<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp; 414229 |
| &nbsp;&nbsp;&nbsp;12.75%, 8/23/22<sup>(3)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp; 336192 |
|  |  |  | &nbsp;&nbsp;**$10072884** |
| Zambia — 0.7% | Zambia — 0.7% | Zambia — 0.7% | Zambia — 0.7% |
| Zambia Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;16.00%, 10/27/28 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;$530816 |
| &nbsp;&nbsp;&nbsp;16.00%, 11/24/28 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp; 331447 |
| &nbsp;&nbsp;&nbsp;16.10%, 1/26/31 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12875 | &nbsp;&nbsp;&nbsp;&nbsp; 657989 |
| &nbsp;&nbsp;&nbsp;16.49%, 11/24/30 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14805 | &nbsp;&nbsp;&nbsp;&nbsp; 766481 |
| &nbsp;&nbsp;&nbsp;16.85%, 1/26/33 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19092 | &nbsp;&nbsp;&nbsp;&nbsp; 975731 |
| &nbsp;&nbsp;&nbsp;16.95%, 12/22/32 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13125 | &nbsp;&nbsp;&nbsp;&nbsp; 680390 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Zambia (continued) | Zambia (continued) | Zambia (continued) | Zambia (continued) |
| Zambia Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;17.00%, 11/24/32 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17381 | &nbsp;&nbsp;$893436 |
| &nbsp;&nbsp;&nbsp;17.19%, 1/26/36 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31968 | &nbsp;&nbsp;&nbsp;&nbsp; 1633794 |
| &nbsp;&nbsp;&nbsp;17.50%, 11/24/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20599 | &nbsp;&nbsp;&nbsp;&nbsp; 1064434 |
| &nbsp;&nbsp;&nbsp;17.50%, 12/22/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14625 | &nbsp;&nbsp;&nbsp;&nbsp; 755334 |
| &nbsp;&nbsp;&nbsp;18.79%, 1/26/41 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12876 | &nbsp;&nbsp;&nbsp;&nbsp; 658357 |
| &nbsp;&nbsp;&nbsp;18.99%, 10/27/40 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12701 | &nbsp;&nbsp;&nbsp;&nbsp; 656163 |
| &nbsp;&nbsp;&nbsp;18.99%, 11/24/40 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19312 | &nbsp;&nbsp;&nbsp;&nbsp; 997035 |
| &nbsp;&nbsp;&nbsp;19.00%, 6/23/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp; 348738 |
| &nbsp;&nbsp;&nbsp;19.00%, 8/18/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp; 349679 |
| &nbsp;&nbsp;&nbsp;19.00%, 9/29/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp; 122555 |
| &nbsp;&nbsp;&nbsp;22.50%, 11/25/34 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5794 | &nbsp;&nbsp;&nbsp;&nbsp; 370538 |
|  |  |  | &nbsp;&nbsp;**$11792917** |
| Total Sovereign Government Bonds<br> (identified cost $961,319,748) |  |  | &nbsp;&nbsp;**$1033007235** |

---

Short-Term Investments — 31.8%

Affiliated Fund — 14.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.61%<sup>(11)</sup> | 263110541 | &nbsp;&nbsp;$263110541 |
| Total Affiliated Fund<br> (identified cost $263,110,541) |  | &nbsp;&nbsp;**$263110541** |

---

Sovereign Government Securities — 8.3%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 0.1% | Albania — 0.1% | Albania — 0.1% | Albania — 0.1% |
| Albanian Treasury Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 3/12/26 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49300 | &nbsp;&nbsp;$603090 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/28/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174740 | &nbsp;&nbsp;&nbsp;&nbsp; 2071826 |
|  |  |  | &nbsp;&nbsp;**$2674916** |
| Egypt — 3.1% | Egypt — 3.1% | Egypt — 3.1% | Egypt — 3.1% |
| Egypt Treasury Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/17/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100250 | &nbsp;&nbsp;$2124782 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/24/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319600 | &nbsp;&nbsp;&nbsp;&nbsp; 6599400 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/31/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197350 | &nbsp;&nbsp;&nbsp;&nbsp; 4066820 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/12/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116175 | &nbsp;&nbsp;&nbsp;&nbsp; 2327983 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/16/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79475 | &nbsp;&nbsp;&nbsp;&nbsp; 1557093 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt (continued) | Egypt (continued) | Egypt (continued) | Egypt (continued) |
| Egypt Treasury Bills: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187725 | &nbsp;&nbsp;$3661491 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/7/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;1313850 | &nbsp;&nbsp;&nbsp;&nbsp; 25398873 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/27/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441200 | &nbsp;&nbsp;&nbsp;&nbsp; 8034425 |
|  |  |  | &nbsp;&nbsp;**$53770867** |
| Kazakhstan — 0.5% | Kazakhstan — 0.5% | Kazakhstan — 0.5% | Kazakhstan — 0.5% |
| Kazakhstan Treasury Bills, 0.00%, 5/15/26 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4778855 | &nbsp;&nbsp;$9061145 |
|  |  |  | &nbsp;&nbsp;**$9061145** |
| Nigeria — 4.5% | Nigeria — 4.5% | Nigeria — 4.5% | Nigeria — 4.5% |
| Nigeria OMO Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/3/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2251986 | &nbsp;&nbsp;$1623068 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/17/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4189202 | &nbsp;&nbsp;&nbsp;&nbsp; 3008540 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/10/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;9329000 | &nbsp;&nbsp;&nbsp;&nbsp; 6592226 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/17/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268468 | &nbsp;&nbsp;&nbsp;&nbsp; 188926 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/24/26 | NGN | 11291908 | &nbsp;&nbsp;&nbsp;&nbsp; 7914102 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/7/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1340468 | &nbsp;&nbsp;&nbsp;&nbsp; 935080 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/21/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;8534178 | &nbsp;&nbsp;&nbsp;&nbsp; 5908389 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/28/26 | NGN | 14516497 | &nbsp;&nbsp;&nbsp;&nbsp; 10013294 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/5/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;8318696 | &nbsp;&nbsp;&nbsp;&nbsp; 5716169 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/12/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2271489 | &nbsp;&nbsp;&nbsp;&nbsp; 1554773 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/19/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2133950 | &nbsp;&nbsp;&nbsp;&nbsp; 1454982 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/26/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2799884 | &nbsp;&nbsp;&nbsp;&nbsp; 1901698 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/2/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579080 | &nbsp;&nbsp;&nbsp;&nbsp; 390583 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/26 | NGN | 12016153 | &nbsp;&nbsp;&nbsp;&nbsp; 8038673 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/30/26 | NGN | 13786625 | &nbsp;&nbsp;&nbsp;&nbsp; 9188765 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/7/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1887648 | &nbsp;&nbsp;&nbsp;&nbsp; 1253460 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/10/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590704 | &nbsp;&nbsp;&nbsp;&nbsp; 392304 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/14/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1205450 | &nbsp;&nbsp;&nbsp;&nbsp; 797521 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/28/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2299810 | &nbsp;&nbsp;&nbsp;&nbsp; 1510473 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/11/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2134003 | &nbsp;&nbsp;&nbsp;&nbsp; 1391906 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/22/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2134003 | &nbsp;&nbsp;&nbsp;&nbsp; 1361786 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/12/27 | NGN | 11942405 | &nbsp;&nbsp;&nbsp;&nbsp; 7240044 |
|  |  |  | &nbsp;&nbsp;**$78376762** |
| Uruguay — 0.1% | Uruguay — 0.1% | Uruguay — 0.1% | Uruguay — 0.1% |
| Uruguay Monetary Regulation Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 3/6/26 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17818 | &nbsp;&nbsp;$456735 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/25/26 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58777 | &nbsp;&nbsp;&nbsp;&nbsp; 1501597 |
|  |  |  | &nbsp;&nbsp;**$1958332** |
| Total Sovereign Government Securities<br> (identified cost $140,738,389) |  |  | &nbsp;&nbsp;**$145842022** |

---

U.S. Treasury Obligations — 8.6%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/5/26<sup>(12)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;$13995815 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/12/26<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp; 6493522 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/26/26<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp; 72824151 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/5/26<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7975208 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 24886880 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/26/26<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 24869219 |
| Total U.S. Treasury Obligations<br> (identified cost $151,042,496) |  | &nbsp;&nbsp;**$151044795** |
| Total Short-Term Investments<br> (identified cost $554,891,426) |  | &nbsp;&nbsp;**$559997358** |

---

---

| | |
|:---|:---|
| Total Purchased Options — 0.1%<br> (identified cost $2,030,655) | &nbsp;&nbsp;**$1167899** |
| Total Investments — 98.0%<br> (identified cost $1,648,163,394) | &nbsp;&nbsp;**$1724372150** |
| Total Written Options — (0.1)%<br> (premiums received $1,276,144) | &nbsp;&nbsp;**$(971435)** |
| Other Assets, Less Liabilities — 2.1% | &nbsp;&nbsp;**$36721587** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$1760122302** |

---

---

| | |
|:---|:---|
| 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>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Security whose performance is linked to the price of an underlying security issued by the Arab Republic of Egypt. The investment is subject to credit risk of the issuing financial institution (Absa Bank Ltd.) in addition to the market risk of the underlying security. |
| <sup>(2)</sup> | Security whose performance is linked to the price of an underlying security issued by the United Republic of Tanzania. The investment is subject to credit risk of the issuing financial institution (Absa Bank Ltd.) in addition to the market risk of the underlying security. |
| <sup>(3)</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, 2026, the aggregate value of these securities is $164,197,703 or 9.3% of the Portfolio's net assets. |
| <sup>(4)</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, 2026, the aggregate value of these securities is $62,203,921 or 3.5% of the Portfolio's net assets. |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

<sup>(5)</sup> Issuer is in default with respect to interest and/or principal payments and is non-income producing.

<sup>(6)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(7)</sup> Limited recourse note whose payments by the issuer are limited to amounts received by the issuer from the borrower pursuant to a loan agreement with the borrower.

<sup>(8)</sup> Inflation-linked security whose principal is adjusted for inflation based on changes in a designated inflation index or inflation rate for the applicable country. Interest is calculated based on the inflation-adjusted principal.

<sup>(9)</sup> Variable rate security. The stated interest rate represents the rate in effect at January 31, 2026.

<sup>(10)</sup> Step coupon security. Interest rate represents the rate in effect at January 31, 2026.

<sup>(11)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2026.

<sup>(12)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Call USD vs. Put COP | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;10105000 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;4000.00 | &nbsp;&nbsp;2/13/26 | &nbsp;&nbsp;$2890 |
| Call USD vs. Put COP | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;11715000 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;4000.00 | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5401 |
| Call USD vs. Put INR | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;USD | &nbsp;&nbsp;13000000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 139204 |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33507 |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4686000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 88.86 | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 177075 |
| Call USD vs. Put INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5378000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 58475 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;38000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 194636 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3230000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.90 | &nbsp;&nbsp;4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10591 |
| Put USD vs. Call CNH | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5700000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp;4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 30911 |
| Put USD vs. Call CNH | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;39150000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200526 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp;32800000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 168002 |
| Put USD vs. Call INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5 |
| Put USD vs. Call INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;10772000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 89.13 | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8273 |
| Put USD vs. Call INR | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;USD | &nbsp;&nbsp;10772000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 89.23 | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9005 |
| Put USD vs. Call INR | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;USD | &nbsp;&nbsp;10770000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 88.73 | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6580 |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6600000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7 |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5300000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5 |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2700000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4686000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 88.86 | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3116 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;24100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 58177 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;12900000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 31141 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;12500000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 30350 |
| Put USD vs. Call INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;13200000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13 |
| Put USD vs. Call INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$1167899** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1387000 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;$(256361) |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1110000 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;(206051) |
| Call USD vs. Put INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (53407) |
| Call USD vs. Put INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6600000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; (55222) |
| Call USD vs. Put INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5300000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; (47557) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** |
| **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 INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;$(22870) |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2700000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (24700) |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4686000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 88.86 | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;(177074) |
| Call USD vs. Put INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;13200000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;(120754) |
| Call USD vs. Put INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; (7385) |
| Put USD vs. Call INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (5) |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6600000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; (7) |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5300000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; (5) |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (2) |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2700000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (3) |
| Put USD vs. Call INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;13200000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (13) |
| Put USD vs. Call INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; (1) |
| Put USD vs. Call KRW | &nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;USD | &nbsp;&nbsp;12700000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1310.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; (13) |
| Put USD vs. Call KRW | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5420000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1310.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; (5) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(971435)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2971503 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4232 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1485752 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2116 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2919403 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2586000000 | &nbsp;&nbsp;&nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39462) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6005909 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 22360000000 | &nbsp;&nbsp;&nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22563) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3424800 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 11520000 | &nbsp;&nbsp;&nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7132 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 20670000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3773736 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129922 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 541693555 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 98431573 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3849056 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7333663 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218993 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 22460000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4081225 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159592 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 12000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2208385 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57412 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1083154 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49745 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 4056000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 744166 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21674 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 19918000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3767183 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6338) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10542983 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 57165000 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (250707) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9666107 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 53195005 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377982) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15384924 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 84440000 | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558733) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 30221505847 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 32923899 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1651062 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1430000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1613493 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22501 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 991800000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1124146 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10525 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 229169162187 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 58557189 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2908805 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 31352000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8194802 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214191 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 11800000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3083097 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81808 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 80962000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 21641807 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73199 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 2933928427 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 749676 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37240 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 5170000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1350575 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$36083 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 5723200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1500085 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34948 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 11653000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3126106 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (628) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 4413280000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1198231 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14535) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 9754970000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2639610 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23207) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 224760453 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 265456098 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1503753 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 14476000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 16987731 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206178 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3700000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4341946 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52739 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4683221 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5531176 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31333 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 872395 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1023755 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12435 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1452652 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1715673 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9719 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 777985 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 918849 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5205 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 800000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8673789 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21047 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 160000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1767387 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28420) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 240000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2651081 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42630) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 260000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2871818 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45996) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 259797363 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2875105 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51486) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 389000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4296681 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68817) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 388663537 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4301231 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77024) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 658000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7257839 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106336) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 1100000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 12142621 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187221) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 2419000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 26720690 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (429680) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 3922000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 43320263 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (693830) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 3921640000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 43399697 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (777176) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 84707218 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 25073176 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44007 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 9410000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2789388 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 843 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 9640000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2860789 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2359) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 6100000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1813533 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4776) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 68126414 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2178651 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26454) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 77672682 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2481952 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28176) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 101881699 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3251890 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33322) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 80253723 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2568941 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33628) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 94960362 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3035623 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35709) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 94960210 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3037172 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37262) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 95017710 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3040080 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38354) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 108227200 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3458069 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39039) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 157082 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 144188976 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7877) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 330464 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 1293302166 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16416) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2861088 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 11197140625 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142123) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4671663 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 18283000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (232063) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10794472 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 42245200000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (536211) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 24136705 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 94461306000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1198981) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 274039 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 232028 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1552) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 589613 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 499222 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3340) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2553031 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2161639 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(14462) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4003106 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3389412 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22677) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7173851 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6074066 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40638) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7589460 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6425961 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42993) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7615583 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6448079 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43141) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8976074 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7600000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50848) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 24500310 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 20744300 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138789) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 26603150 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 22524764 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150701) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 29921320 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 25334243 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169498) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 64492377 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 54605398 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (365336) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 16158310 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 1467000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214154 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 833141 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 75493110 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12641 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 938721 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 85545759 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8963 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 473273 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 43120181 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4620 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 23188 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 2112081 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7128431 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 24000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12008 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4455269 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7505 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3564533 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 12000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6321 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2376355 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4214 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1485090 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2502 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 891133 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1580 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8303234 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 28000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5337793 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 18000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1779265 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 923514 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 3120000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1621) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3168303 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 10703795 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5561) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5185722 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 17519444 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9102) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 20900595606 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1236502 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8041 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 18001779000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1064923 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7007 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 14388714000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 851116 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5671 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 14403596000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 852284 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5390 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 14344957000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 848904 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5278 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 10812074000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 639389 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4424 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 7214976000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 426710 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2912 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 7190714000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 425299 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2878 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 85773600000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5112144 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4686) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 50683000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3039752 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21792) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;1401643453253 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 84049522 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (587534) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 28386822 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;473390000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198433 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 17138529 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;285784975226 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121233 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1564486 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 26090000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10936 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 944375 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 15747444608 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6680 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1796127 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 30144400000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1154 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3141519 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 52755723390 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5835 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 98838000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(50) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 967492 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 16252990000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (306) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2067296 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 34728500000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (641) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 443739 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 7468131805 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (957) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 443582 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 7471604660 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1321) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 664721 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 11191779142 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1702) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1201934 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 20216654956 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1883) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2206966 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 37311625900 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14785) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2154638 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 36447855900 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15679) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2260308 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 38244410500 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16986) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3918134 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 66228218700 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25479) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2795744 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 47533238008 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34661) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4668650 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 79070591000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39672) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4666033 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 79070590000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42289) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6776025 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;114896981000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65609) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1224438 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87995 |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 4721697 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 80631 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (757) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 157023 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4773) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 47078303 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 810298 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13895) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 657260 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 36800000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34731 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 267881 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14133 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 160849 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8600 |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 31246864 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 535150 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6659) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 53894000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 920242 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8712) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 52334500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 894913 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9759) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 22854400 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 396860 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10315) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 58400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 998205 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10463) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 46946932 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 812863 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18832) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 46954700 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 815327 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21164) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 46116800 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 802764 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22773) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 128822400 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2202469 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23645) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 64670000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1126361 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32572) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 63164372 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1101192 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32868) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 166000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2844901 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37279) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 76350000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1335257 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43920) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 86146200 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1501590 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44566) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 149547800 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2601284 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71924) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2624756 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 147800000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124957 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2316465 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 130000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117724 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1778726 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87388 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1775757 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84419 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1773207 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81868 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1603421 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 90000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81216 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1772358 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81019 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1602850 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 90000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$80645 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 980567 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 55000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50331 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 801737 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40635 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 603629 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 33700000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33648 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 590222 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 33200000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28698 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 465574 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 26000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25826 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 445395 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 25000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22560 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 274568 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 15300000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15793 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 40674200 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1285531 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1866 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 32326000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1022101 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 40385000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1277319 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 59996900 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1898396 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 50411800 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1595563 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 46153500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1461016 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 39980100 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1265634 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (206) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 51500600 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1630540 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (472) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 35796200 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1134586 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1585) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 32775700 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1039080 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1682) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$4649635** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| ZMW | &nbsp;&nbsp; 2658013 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 135613 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/2/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(517) |
| PLN | &nbsp;&nbsp; 123615487 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 29379550 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33175) |
| UGX | &nbsp;&nbsp; 2798146000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 784313 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1683 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 792676 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 2798146000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6680 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 784313 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 2798146000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1683) |
| USD | &nbsp;&nbsp; 24094949 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 412415388 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1431720) |
| USD | &nbsp;&nbsp; 106416272 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 1821448498 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6323247) |
| ZAR | &nbsp;&nbsp; 1317919602 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 76998110 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4575222 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 606318699 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 35423552 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2104865 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 426130 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 496367 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8816 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 12500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 14536501 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 282446 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 11200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13144030 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 133747 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 1390445 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1639953 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8442 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 131435486 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 31059619 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 170614 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10240001 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 8623471 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16740 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 18820968 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 16012149 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (161688) |
| USD | &nbsp;&nbsp; 2640496 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2207896 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4865621 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4146782 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (50455) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 2557854 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2151207 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;$7564 | &nbsp;&nbsp;$— |
| USD | &nbsp;&nbsp; 4193603 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3528494 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10518 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 818715 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 693959 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3985) |
| USD | &nbsp;&nbsp; 627283 | &nbsp;&nbsp;VND | &nbsp;&nbsp;16348886000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2721) |
| VND | &nbsp;&nbsp;16348886000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 617522 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12483 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 29364441 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 123615487 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27833 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 802856636 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2095233 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9198 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 123615487 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 29364441 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27833) |
| PLN | &nbsp;&nbsp; 123615487 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 29364441 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27833) |
| UGX | &nbsp;&nbsp; 3331941000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 900768 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33796 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 832149 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 2962450000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 108964920 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2465624 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22364 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 82088824 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1860469 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13859 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 54284154 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1231893 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7574 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 5426220 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 123031 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 866 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 235010980 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5306276 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 39150 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 189845 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 2722376 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57183) |
| USD | &nbsp;&nbsp; 113666 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 1331026 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6948) |
| TRY | &nbsp;&nbsp; 1235252311 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 27905153 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 126741 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 88735 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 1016016 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3270) |
| USD | &nbsp;&nbsp; 11610001 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 205578963 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136602) |
| USD | &nbsp;&nbsp; 5026171 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 89421037 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (83269) |
| KZT | &nbsp;&nbsp; 297424081 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 581702 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4957 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;11493930700 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 432265 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9662 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1726514544 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3394001 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7663 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5728538 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 2913534361 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11851) |
| KZT | &nbsp;&nbsp; 399748838 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 770452 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14762 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 154079643 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3129156 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 76625 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp; 8140479280 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 305895 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6634 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 19800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2848409 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3382 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 941785789 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 134100117 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1545119 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 661171267 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 94143642 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1084735 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2847784 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 32813 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 15700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2235366 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25902 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 45000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6497554 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16212) |
| CNH | &nbsp;&nbsp; 25200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3619525 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10027 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNY | &nbsp;&nbsp; 17840000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2549694 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14482 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 89500000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3693239 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25923) |
| CZK | &nbsp;&nbsp; 29600000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1218364 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4906) |
| CZK | &nbsp;&nbsp; 91000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3753195 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24051) |
| CZK | &nbsp;&nbsp; 1555910597 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 64171820 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (411222) |
| EUR | &nbsp;&nbsp; 6779096 | &nbsp;&nbsp;CZK | &nbsp;&nbsp; 164366029 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 43441 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 3855408 | &nbsp;&nbsp;CZK | &nbsp;&nbsp; 93478254 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24706 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 6408430 | &nbsp;&nbsp;CZK | &nbsp;&nbsp; 155900000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15675 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp; 3217948 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 1248999998 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(47838) |
| EUR | &nbsp;&nbsp; 8501110 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 3278173431 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (60042) |
| EUR | &nbsp;&nbsp; 6317289 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 26805424 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40370) |
| EUR | &nbsp;&nbsp; 24364378 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 103382562 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (155699) |
| EUR | &nbsp;&nbsp; 11296815 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 47700000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6204) |
| EUR | &nbsp;&nbsp; 48642761 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 249055606 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54656) |
| EUR | &nbsp;&nbsp; 4610574 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 23600000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3653) |
| HUF | &nbsp;&nbsp; 728700000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1877765 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27520 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp;12769331349 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 33114017 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 233879 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 610000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1580513 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12797 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 1133153502 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2949215 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8082 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 524884051 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1364161 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6042 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 6750680000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 17638931 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34040) |
| HUF | &nbsp;&nbsp; 1112905179 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2896650 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7778 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 524884050 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1364402 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5755 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 636861306 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1658246 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3697 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 528406470 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1376189 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2669 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 97000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5280732 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 248200 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 87000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5021213 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62274) |
| MXN | &nbsp;&nbsp; 72100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4003208 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 106442 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 41700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2326936 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 49935 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 130000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7160588 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 249322 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 42000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2313610 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 80361 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 40000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2177346 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 102626 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 16380000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 906391 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27258 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 2364026495 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 128118310 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6629564 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 46216002 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2504674 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 129606 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 36415430 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8861496 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 389290 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 33378132 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8146770 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 332436 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 13715870 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3337682 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 146626 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 12000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2919353 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 129065 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 12571871 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3068480 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125212 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 10200711 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2492964 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 98371 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 7377440 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1804084 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 70043 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 8630000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2130864 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 61456 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 3842097 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 938975 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 37052 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 2778712 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 679508 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 26382 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 16000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4091025 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26469) |
| MYR | &nbsp;&nbsp; 62339143 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15199108 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 637203 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 62413888 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15219930 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 635369 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 62262808 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15214996 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 601923 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| MYR | &nbsp;&nbsp; 37357714 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9108749 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;$381409 | &nbsp;&nbsp;$— |
| MYR | &nbsp;&nbsp; 23480034 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5724743 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 240002 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 23508190 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5732586 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 239312 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 23451283 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5730727 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 226714 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 14070781 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3430810 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 143658 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 35671910 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8664540 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 397366 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 31938767 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7782730 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 330828 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 32396303 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7903465 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 326323 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 22606431 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5500348 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 242472 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 13435820 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3263498 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 149668 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 12029735 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2931365 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 124606 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 12202066 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2976840 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 122910 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 14800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3666815 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 92900 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 8514711 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2071706 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 91327 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 10100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2497651 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 68101 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 7600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1867873 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 62792 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 31206813 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7613275 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 314341 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 21844760 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5331892 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 217437 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 11754045 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2867540 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 118397 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 11000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2681946 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 112437 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 8227830 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2008257 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 81898 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 12000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2812355 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36732 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1646926 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13842 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 333122795 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 78507724 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 501697 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 69338374 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 16341115 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 104427 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 16122277 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3799570 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24281 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 6500000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1531868 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9789 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 6320000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1485060 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14729 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 10500000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2485737 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2534 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 16800000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3991194 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12592) |
| PLN | &nbsp;&nbsp; 8600000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2032958 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5614 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RON | &nbsp;&nbsp; 136701061 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 26698925 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RON | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 976544 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1097 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 784766540 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24719512 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 294123 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 636423230 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 20001610 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 283733 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 460431850 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 14470777 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 205020 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 516430539 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 16280091 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 180607 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 518530061 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 16357415 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 170203 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 144995610 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4567245 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 54343 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 117587290 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3695552 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52423 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 85070640 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2673660 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 37880 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| THB | &nbsp;&nbsp; 95417117 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3007954 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;$33369 | &nbsp;&nbsp;$— |
| THB | &nbsp;&nbsp; 95805030 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3022241 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 31447 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 70000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2214570 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16609 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 52000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1656291 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1156 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 50000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1596070 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2371) |
| THB | &nbsp;&nbsp; 138200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4438243 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33258) |
| THB | &nbsp;&nbsp; 138800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4499794 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (75686) |
| TRY | &nbsp;&nbsp; 389570000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8604937 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 63727 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 26938687 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 597991 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1445 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7049159 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 49506280 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (81221) |
| USD | &nbsp;&nbsp; 29362393 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 206212234 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (338317) |
| USD | &nbsp;&nbsp; 48824615 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 342895515 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (562564) |
| USD | &nbsp;&nbsp; 15975031 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 110964000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7094) |
| USD | &nbsp;&nbsp; 52433 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 8064671 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 84705 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 1556095 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3992) |
| USD | &nbsp;&nbsp; 5622050 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 103281555 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (264927) |
| USD | &nbsp;&nbsp; 13044909 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 239645407 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (614714) |
| USD | &nbsp;&nbsp; 108443 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5556) |
| USD | &nbsp;&nbsp; 3578613 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 66000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (183341) |
| USD | &nbsp;&nbsp; 9759853 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 180000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (500022) |
| USD | &nbsp;&nbsp; 22610327 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 417000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1158384) |
| USD | &nbsp;&nbsp; 23397325 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 419212000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (497469) |
| USD | &nbsp;&nbsp; 162585 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8413) |
| USD | &nbsp;&nbsp; 5744665 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 106000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (297261) |
| USD | &nbsp;&nbsp; 15553952 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 287000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (804849) |
| USD | &nbsp;&nbsp; 36148035 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 667000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1870503) |
| USD | &nbsp;&nbsp; 16044233 | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 65000000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (468028) |
| USD | &nbsp;&nbsp; 13848364 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 433800000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 21430 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 985822 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 31367470 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13984) |
| USD | &nbsp;&nbsp; 1235143 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 39212530 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14716) |
| USD | &nbsp;&nbsp; 5753248 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 92229669 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 61816 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4868192 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 80140477 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (77224) |
| USD | &nbsp;&nbsp; 10540852 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 182000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (690250) |
| USD | &nbsp;&nbsp; 12254571 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 201600000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (186034) |
| VND | &nbsp;&nbsp;16489097930 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 617569 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15140 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 27800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1687622 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27898 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 59300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3695397 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (36032) |
| TRY | &nbsp;&nbsp; 48344065 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 943840 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 127904 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 911715 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 48344065 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (160030) |
| UZS | &nbsp;&nbsp;25583110000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1593963 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 487191 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 155918001 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2925314 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 523549 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 545257 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 29225996 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (101214) |
| USD | &nbsp;&nbsp; 2340214 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 126692005 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (462178) |
| USD | &nbsp;&nbsp; 176225 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 2008962 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2221) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| VND | &nbsp;&nbsp;43504320000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1637656 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;$27931 | &nbsp;&nbsp;$— |
| VND | &nbsp;&nbsp;11457299508 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 432106 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6542 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1561382000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2718520 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 310940 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 900768 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3211238000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10737 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1607871000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4744 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1867298000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3262226 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 359576 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1559071000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2718520 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 305446 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1557984000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2718520 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 303337 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp; 3538254743 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 955639 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24644 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 900768 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3220246000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8590 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 675576 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 2418562255 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5506 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 624400000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1192085 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17785 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 442576 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1557869000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11640 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1621382507 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2053 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;11831851482 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 445141 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7518 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;11474135100 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 432334 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6640 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 772824000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1348733 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 147233 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1544299000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2697466 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 290860 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 123716309 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 221515 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17089 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 763478 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 2798146000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6628) |
| USD | &nbsp;&nbsp; 675576 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 2435452000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5291 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1621382000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4147 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;16348886000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 622862 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 1034203 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 5683463 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (84779) |
| RON | &nbsp;&nbsp; 5683463 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1063124 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50340 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 225192 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 837714000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4904) |
| KZT | &nbsp;&nbsp; 1843233303 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3448519 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 68586 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 954800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1754663 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 59485 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 187557674 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3740120 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12930 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 7112062 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 140222 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1833 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 286815682 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 539330 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4311 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZMW | &nbsp;&nbsp; 4532799 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 198200 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 29270 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 21293037 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 124000000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1477101) |
| KZT | &nbsp;&nbsp; 938290000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1749236 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 18027 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 749558000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1399528 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11835 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 954800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1787513 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9767 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1655161000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2891 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 719000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1351468 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 329 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 471121 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1714881000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7785 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 178242677 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3613374 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11428) |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1650657000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4498 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 5866104360 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 11004668 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17632 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 4952628000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9340766 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (48781) |
| KZT | &nbsp;&nbsp; 514915000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 894913 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 69999 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| KZT | &nbsp;&nbsp; 514945000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 894492 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;$69609 | &nbsp;&nbsp;$— |
| EUR | &nbsp;&nbsp; 10648464 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 46443277 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (330680) |
| EUR | &nbsp;&nbsp; 10918643 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 47738492 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (370890) |
| EUR | &nbsp;&nbsp; 21835109 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 95091901 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (631743) |
| EUR | &nbsp;&nbsp; 16022181 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 69760576 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (458271) |
| MNT | &nbsp;&nbsp; 1284122600 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 335280 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13485 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MNT | &nbsp;&nbsp; 1323083000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 344822 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14471 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;14318913000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 889373 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 239310 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 7887808991 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 489926 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 131637 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1660336000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2718520 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 329802 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1661917000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10817 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1675429000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7358 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1644105000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2697465 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 313985 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1673177000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8175 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 2513643000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4154095 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 444671 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1478011000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2705741 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6425) |
| KZT | &nbsp;&nbsp; 528673641 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 894492 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 70751 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 900768 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3355361000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16410 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 225192 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 838840000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4302 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZMW | &nbsp;&nbsp; 7997000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 329501 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 62172 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1682184000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7952 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1683085000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7715 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1691192000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5850 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 225192 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 857982000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (263) |
| USD | &nbsp;&nbsp; 450384 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1756498000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10761) |
| TRY | &nbsp;&nbsp; 448541940 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8116268 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 252619 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NGN | &nbsp;&nbsp; 891546000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 555480 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20883 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1196159 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 984630 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11476 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 6186729000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 344953 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 114515 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$33716284** | &nbsp;&nbsp;**$(22314638)** |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Non-Deliverable Bond Forward Contracts<sup>1</sup>** | **Non-Deliverable Bond Forward Contracts<sup>1</sup>** | **Non-Deliverable Bond Forward Contracts<sup>1</sup>** | **Non-Deliverable Bond Forward Contracts<sup>1</sup>** | **Non-Deliverable Bond Forward Contracts<sup>1</sup>** | **Non-Deliverable Bond Forward Contracts<sup>1</sup>** | **Non-Deliverable Bond Forward Contracts<sup>1</sup>** |
| **Settlement Date** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Aggregate Cost** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 2/10/26 | &nbsp;&nbsp;COP | &nbsp;&nbsp;56900000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;$15391315 | &nbsp;&nbsp;$62135 |
| 2/20/26 | &nbsp;&nbsp;COP | &nbsp;&nbsp;17300000 | &nbsp;&nbsp;Republic of Colombia,<br> 7.25%, 10/18/34 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 4679609 | &nbsp;&nbsp;&nbsp;&nbsp;(56862) |
| 2/20/26 | &nbsp;&nbsp;COP | &nbsp;&nbsp;17300000 | &nbsp;&nbsp;Republic of Colombia,<br> 7.25%, 10/18/34 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 4652715 | &nbsp;&nbsp;&nbsp;&nbsp; 26894 |
| 2/25/26 | &nbsp;&nbsp;COP | &nbsp;&nbsp;18000000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 4868958 | &nbsp;&nbsp;&nbsp;&nbsp;(52030) |
| 3/2/26 | &nbsp;&nbsp;COP | &nbsp;&nbsp;12593000 | &nbsp;&nbsp;Republic of Colombia,<br> 9.25%, 5/28/42 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 3406377 | &nbsp;&nbsp;&nbsp;&nbsp;(96145) |
| 3/2/26 | &nbsp;&nbsp;COP | &nbsp;&nbsp;12593000 | &nbsp;&nbsp;Republic of Colombia,<br> 9.25%, 5/28/42 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 3313287 | &nbsp;&nbsp;&nbsp;&nbsp; 93089 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$(22919)** |

---

<sup>1</sup> Represents a short-term forward contract to purchase the reference entity denominated in a non-deliverable foreign currency.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;$(8431640) | &nbsp;&nbsp;&nbsp;&nbsp;$(723) |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (911723) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15765 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(217) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23637742) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157135 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(201) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22477453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296635 |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3453750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61550 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1940656) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27395 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$557757** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88800 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 10.06%<br> (pays upon termination) | 1/4/27 | $(1974459) | $— | $(1974459) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34300 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 10.47%<br> (pays upon termination) | 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;(662465) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (662465) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66680 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.78%<br> (pays upon termination) | 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;164725 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 164725 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37684 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 10.33%<br> (pays upon termination) | 1/2/29 | $(803612) | $— | $(803612) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28020 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 11.89%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;(251139) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (251139) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;108100 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 12.96%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;139949 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 139949 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37010 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.02%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4366) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4366) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26045 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.20%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37954 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 37954 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19090 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.20%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;130304 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 130304 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38790 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.40%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97199 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 97199 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48206 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.51%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;136033 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 136033 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30362 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 12.97%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8022 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8022 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.03%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24269 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24269 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.10%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60297 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 60297 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15160 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.13%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9074 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9074 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21574 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.30%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49504 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 49504 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36700 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.46%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;145250 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 145250 |
| CLP | 2500000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.92%<br> (pays semi-annually) | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(41387) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41387) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;584900 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 2.87%<br> (pays semi-annually) | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5809) | &nbsp;&nbsp;&nbsp; 6155 | &nbsp;&nbsp;&nbsp; 346 |
| CLP | 2647200 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.55%<br> (pays semi-annually) | 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5527) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5527) |
| CLP | 13630000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.75%<br> (pays semi-annually) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68265 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68265 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CLP | 4255590 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.75%<br> (pays semi-annually) | 9/17/30 | $17205 | $— | $17205 |
| CLP | 3675200 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.80%<br> (pays semi-annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20977 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20977 |
| CLP | 4923300 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.72%<br> (pays semi-annually) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(454) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (454) |
| CLP | 3362600 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.08%<br> (pays semi-annually) | 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;(127019) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (127019) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;450000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.40%<br> (pays quarterly) | 12/21/27 | 1109421 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1109421 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;215650 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.47%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;572921 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 572921 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.28%<br> (pays quarterly) | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;127912 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 127912 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.29%<br> (pays quarterly) | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;128783 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 128783 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.48%<br> (pays quarterly) | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;341415 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 341415 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62400 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.49%<br> (pays quarterly) | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;228606 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 228606 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38700 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.38%<br> (pays quarterly) | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;134669 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 134669 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.21%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;112365 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 112365 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.34%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;352572 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 352572 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.35%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;121576 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 121576 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40800 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.03%<br> (pays quarterly) | 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95371 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 95371 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20230 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.44%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;(20088) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20088) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21200 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.46%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;(18174) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18174) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13670 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.49%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8936) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8936) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23850 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.50%<br> (pays quarterly) | 3/19/30 | $(15239) | $— | $(15239) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10170 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.50%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6198) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6198) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19890 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.50%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;(11887) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11887) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.50%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6036) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6036) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13460 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.51%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7409) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7409) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10150 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.52%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5288) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5288) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14340 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.52%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7496) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7496) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.66%<br> (pays quarterly) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16584 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16584 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61070 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.39%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(83466) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (83466) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.44%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(34764) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34764) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17460 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.48%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(14665) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14665) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25113 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.49%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(19997) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19997) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.58%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2920) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2920) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.46%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(29429) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29429) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64900 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.56%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(26378) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26378) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20670 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.60%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2551) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2551) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85210 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.61%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5035) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5035) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40250 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.57%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(17864) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17864) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;128490 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.58%<br> (pays quarterly) | 12/17/30 | $(44190) | $— | $(44190) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68100 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(21309) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21309) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31900 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9652) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9652) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(28053) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28053) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32500 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9217) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9217) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(15222) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15222) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79604 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.64%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2798 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2798 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48180 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.66%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9663 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9663 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21948 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.60%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5271) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5271) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54570 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.61%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(10112) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10112) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.62%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(14950) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14950) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59543 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.62%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8175) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8175) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72852 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.63%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7105) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7105) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36520 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.63%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3512) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3512) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29137 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.63%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2602) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2602) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;165200 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.63%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(13052) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13052) |
| COP | 20329000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.80%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;430351 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 430351 |
| COP | 95000000 | Pays | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.45%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(472280) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (472280) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | 56112700 | Pays | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.57%<br> (pays quarterly) | 3/18/31 | $(212583) | $29910 | $(182673) |
| COP | 12000000 | Pays | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.38%<br> (pays quarterly) | 3/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;(107313) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (107313) |
| COP | 13000000 | Pays | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.56%<br> (pays quarterly) | 3/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;(79295) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (79295) |
| COP | 17900000 | Pays | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.75%<br> (pays quarterly) | 3/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;(55463) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55463) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;300000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.46%<br> (pays annually) | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;(44165) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44165) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;110000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 5.39%<br> (pays annually) | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;402277 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 402277 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53900 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 4.61%<br> (pays annually) | 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;136284 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 136284 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49200 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 4.15%<br> (pays annually) | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50812 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50812 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;593000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.65%<br> (pays annually) | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;663546 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 663546 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.59%<br> (pays annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1670 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;102800 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.64%<br> (pays annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14884 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14884 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58100 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.76%<br> (pays annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24216 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 24216 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;110000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.88%<br> (pays annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76144 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76144 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76360 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.79%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30881 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30881 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95590 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.86%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52480 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 52480 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;105000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 4.00%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91212 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91212 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;223900 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.83%<br> (pays annually) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;101646 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 101646 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31235 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.54%<br> (pays annually) | 3/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3668) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3668) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;246212 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.56%<br> (pays annually) | 12/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;(279032) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (279032) |
| HUF | 1660000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.20%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42785 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42785 |
| HUF | 2993749 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.33%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;126842 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 126842 |
| HUF | 1496875 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.33%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64708 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64708 |
| HUF | 1266586 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.36%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59777 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59777 |
| HUF | 3430400 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 5.98%<br> (pays annually) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(852) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (852) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| HUF | 3071300 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.19%<br> (pays annually) | 12/18/34 | $(70393) | $— | $(70393) |
| HUF | 1146392 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.68%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82101 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 82101 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;291257 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.70%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21861 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21861 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;291257 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.70%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22462 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22462 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;810628 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.73%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66422 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 66422 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;833146 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.73%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69223 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 69223 |
| INR | 1636353 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.23%<br> (pays semi-annually) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;201411 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 201411 |
| INR | 1530000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.93%<br> (pays semi-annually) | 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;(48483) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (48483) |
| INR | 1940000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.01%<br> (pays semi-annually) | 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2771 |
| INR | 1018000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.28%<br> (pays semi-annually) | 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;105304 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 105304 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;476000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.93%<br> (pays semi-annually) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;(15977) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15977) |
| INR | 3069000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.95%<br> (pays semi-annually) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;(79374) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (79374) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77300 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.06%<br> (pays semi-annually) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1692 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;559000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.07%<br> (pays semi-annually) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14723 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14723 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;190100 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.08%<br> (pays semi-annually) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5169 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;150900 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.08%<br> (pays semi-annually) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4685 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;700000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.21%<br> (pays semi-annually) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57974 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 57974 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;902000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.81%<br> (pays semi-annually) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(99540) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (99540) |
| INR | 1080000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.95%<br> (pays semi-annually) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(53679) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (53679) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;554000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(100050) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (100050) |
| INR | 1050000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.69%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(186183) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (186183) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;469000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.71%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(79537) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (79537) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;797000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.74%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(123593) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (123593) |
| INR | 1310000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.77%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(183207) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (183207) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;978000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.71%<br> (pays semi-annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(186229) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (186229) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;910000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.74%<br> (pays semi-annually) | 12/17/30 | $(163011) | $— | $(163011) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;496350 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.93%<br> (pays semi-annually) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(58936) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (58936) |
| INR | 1040000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.98%<br> (pays semi-annually) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(97108) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (97108) |
| INR | 1297400 | Receives | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.02%<br> (pays semi-annually) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;102337 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 102337 |
| INR | 1864300 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 6.03%<br> (pays semi-annually) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(136497) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136497) |
| KRW | 15843000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;(109404) | &nbsp;&nbsp;&nbsp; 1066 | &nbsp;&nbsp;&nbsp;&nbsp; (108338) |
| KRW | 25630000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.34%<br> (pays quarterly) | 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;(174145) | &nbsp;&nbsp;&nbsp;&nbsp; (101) | &nbsp;&nbsp;&nbsp;&nbsp; (174246) |
| KRW | 12461000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(108026) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (108026) |
| KRW | 8827000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(75619) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (75619) |
| KRW | 7670900 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.79%<br> (pays quarterly) | 12/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(28076) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28076) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;323500 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 9.11%<br> (pays monthly) | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;372574 | &nbsp;&nbsp;&nbsp;&nbsp;(6328) | &nbsp;&nbsp;&nbsp; 366246 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;217000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.27%<br> (pays monthly) | 12/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58825 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 58825 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;196100 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.30%<br> (pays monthly) | 12/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59296 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59296 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;431000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.93%<br> (pays monthly) | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;(35918) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (35918) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;276000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.94%<br> (pays monthly) | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;(22311) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22311) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;250000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.30%<br> (pays monthly) | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74679 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 74679 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;456000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.12%<br> (pays monthly) | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42652 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42652 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;454000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.08%<br> (pays monthly) | 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23728 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23728 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.04%<br> (pays monthly) | 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 405 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19570 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.07%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(92498) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (92498) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30400 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.09%<br> (pays quarterly) | 9/17/30 | $(136003) | $— | $(136003) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.12%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(44599) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44599) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35700 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.18%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(124034) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (124034) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.19%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(53384) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (53384) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26900 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.19%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(88824) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (88824) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32600 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.27%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(76750) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (76750) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16570 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.15%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(68358) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (68358) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71000 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.18%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(261747) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (261747) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19680 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.26%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(54923) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54923) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17600 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.28%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(44251) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44251) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33200 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.33%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(63514) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (63514) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68100 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.37%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(121782) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (121782) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21400 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(29823) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29823) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.43%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(20743) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20743) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.45%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(24568) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24568) |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | Receives | 3-month MYR KLIBOR<br> (pays quarterly) | 3.52%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1589 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500 | Receives | 3-month MYR KLIBOR<br> (pays quarterly) | 3.53%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1413) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1413) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;221130 | Receives | 6-month PLN WIBOR<br> (pays quarterly) | 4.36%<br> (pays annually) | 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;(934377) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (934377) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 3.87%<br> (pays annually) | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66784 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 66784 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99138 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 3.91%<br> (pays annually) | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;521272 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 521272 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.84%<br> (pays annually) | 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;(301538) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (301538) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23914 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.41%<br> (pays annually) | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;556830 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 556830 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.42%<br> (pays annually) | 6/19/29 | 1361205 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1361205 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.02%<br> (pays annually) | 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;177631 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 177631 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.03%<br> (pays annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27589 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27589 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15070 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 3.87%<br> (pays annually) | 12/17/30 | $(12646) | $— | $(12646) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7535 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 3.88%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7576) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7576) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7535 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 3.90%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9695) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9695) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84200 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 3.94%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;154088 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 154088 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42227 | Receives | 6-month PLN WIBOR<br> (pays quarterly) | 4.49%<br> (pays annually) | 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;(14387) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14387) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42227 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.59%<br> (pays annually) | 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34276 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34276 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;181230 | Receives | 6-month PLN WIBOR<br> (pays quarterly) | 4.61%<br> (pays annually) | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;(151100) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (151100) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;181230 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.71%<br> (pays annually) | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;232452 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 232452 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20500 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.19%<br> (pays annually) | 9/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;424300 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 424300 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.50%<br> (pays annually) | 6/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;646473 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 646473 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7086 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.53%<br> (pays annually) | 6/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;259101 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 259101 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19321 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.34%<br> (pays annually) | 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;(178181) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (178181) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.26%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1024) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1024) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.28%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1593) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1593) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4011 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.30%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7126) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7126) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.31%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;(10961) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10961) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4011 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.31%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7499) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7499) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;291000 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 0.90%<br> (pays semi-annually) | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(45030) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45030) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;120000 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 1.30%<br> (pays semi-annually) | 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6279) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6279) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;514900 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 2.94%<br> (pays semi-annually) | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;846878 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 846878 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27500 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 2.95%<br> (pays semi-annually) | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45472 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 45472 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;830000 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 2.18%<br> (pays semi-annually) | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;820270 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 820270 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;115690 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.35%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(10075) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10075) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32680 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.36%<br> (pays quarterly) | 6/18/30 | $(2190) | $— | $(2190) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77700 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.37%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4985) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4985) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;136500 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.38%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6998) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6998) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.39%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2383) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2383) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.40%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(825) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (825) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79220 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.41%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(657) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (657) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.41%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(618) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (618) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;132000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.41%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (149) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;259000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.41%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 820 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;282500 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.50%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35494 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 35494 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;101800 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.08%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(55187) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55187) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;192510 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.11%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(93179) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (93179) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;118000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.26%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(30588) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30588) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;161300 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.30%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(32564) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (32564) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;106700 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.31%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(19931) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19931) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88300 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.35%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(11099) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11099) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;174270 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.15%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(86584) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (86584) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;115670 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.24%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(39617) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39617) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;260100 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.27%<br> (pays quarterly) | 12/17/30 | $(78790) | $— | $(78790) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;280700 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.30%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(88588) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (88588) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;131110 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.38%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(23544) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23544) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;229780 | Receives | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.41%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33493 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 33493 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;112375 | Receives | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.41%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15775 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15775 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;127045 | Receives | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.41%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17054 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17054 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;128120 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.47%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7057) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7057) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;200000 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 1.69%<br> (pays semi-annually) | 11/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57863 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 57863 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;187500 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 2.48%<br> (pays semi-annually) | 6/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;346424 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 346424 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;167000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 8.47%<br> (pays quarterly) | 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;877213 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 877213 |
| **Total** |  |  |  |  |  | **$4290578** | **$30702** | &nbsp;&nbsp;**$4321280** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Portfolio<br> Pays/Receives<br> Floating Rate** | &nbsp;&nbsp;**Floating Rate** | &nbsp;&nbsp;**Annual<br> Fixed Rate** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Bank of America, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp;112767 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.64%<br> (pays quarterly) | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;$219527 |
| Bank of America, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp;138600 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.68%<br> (pays quarterly) | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;330779 |
| Bank of America, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 4200 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.48%<br> (pays quarterly) | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 828 |
| BNP Paribas | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 3430 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.49%<br> (pays quarterly) | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 770 |
| BNP Paribas | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 3580 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.50%<br> (pays quarterly) | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1587 |
| BNP Paribas SA | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 17413 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;2.95%<br> (pays quarterly) | &nbsp;&nbsp;3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;(20217) |
| Citibank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp;113116 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.64%<br> (pays quarterly) | &nbsp;&nbsp;9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;221676 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** | **Interest Rate Swaps (OTC) (continued)** |
| **Counterparty** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Portfolio<br> Pays/Receives<br> Floating Rate** | &nbsp;&nbsp;**Floating Rate** | &nbsp;&nbsp;**Annual<br> Fixed Rate** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Citibank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 77049 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.49%<br> (pays quarterly) | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;$21512 |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 19340 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.30%<br> (pays quarterly) | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(35832) |
| Standard Chartered Bank | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 34430 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.46%<br> (pays quarterly) | &nbsp;&nbsp;12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6258 |
| Standard Chartered Bank | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 16800 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.58%<br> (pays quarterly) | &nbsp;&nbsp;12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 23543 |
| Standard Chartered Bank | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 33500 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.46%<br> (pays quarterly) | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; (1634) |
| Standard Chartered Bank | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 79041 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.48%<br> (pays quarterly) | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 13426 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$782223** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4326 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 218,750,000 Egypt Treasury Bills, 0.00%, 3/24/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;$159163 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4766 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 241,375,000 Egypt Treasury Bills, 0.00%, 3/3/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240172 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5015 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 268,625,000 Egypt Treasury Bills, 0.00%, 6/23/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183476 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 9621 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 486,598,475 Egypt Treasury Bills, 0.00%, 3/10/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479119 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1308 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 66,075,000 Egypt Treasury Bills, 0.00%, 3/17/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51776 |
| ICBC Standard Bank plc | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on UZS 4,679,000,000 Uzbekistan Treasury Bonds, 15.00%, 1/7/29 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Fully Funded<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22469) |
| ICBC Standard Bank plc | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 562 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on UZS 6,442,000,000 Uzbekistan Treasury Bonds, 15.00%, 1/7/29 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Fully Funded<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34828) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** |
| **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)** |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 6,750,000 Egypt Treasury Bills, 0.00%, 3/17/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.75% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;$5283 |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;16715 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 887,550,000 Egypt Treasury Bills, 0.00%, 7/14/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.75% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277289 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1338981** |

---

<sup>1</sup> The Portfolio enters into fully funded total return swap agreements. Under these arrangements, the Portfolio does not make periodic payments to the counterparty.

---

| | | |
|:---|:---|:---|
| **Cross-Currency Swaps (OTC)** |  |  |
| **Counterparty** | &nbsp;&nbsp;**Effective Date/<br> Termination<br> Date<sup>(1)</sup>** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Bank of America, N.A. &nbsp;&nbsp;3-month PLN WIBOR + 0.59% on PLN 57,353,966 (Notional Amount) (pays quarterly) plus EUR equivalent of Notional Amount<sup>(2)</sup> &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount (pays quarterly) plus Notional Amount<sup>(2)</sup> | &nbsp;&nbsp;6/5/26/<br>6/5/29 | &nbsp;&nbsp;$225263 |
| JPMorgan Chase Bank, N.A. &nbsp;&nbsp;3-month PLN WIBOR + 0.62% on PLN 109,473,675 (Notional Amount) (pays quarterly) plus EUR equivalent of Notional Amount<sup>(2)</sup> &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount (pays quarterly) plus Notional Amount<sup>(2)</sup> | &nbsp;&nbsp;5/31/26/<br>5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;103212 |
|  |  | &nbsp;&nbsp;**$328475** |

---

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

<sup>(2)</sup> The Portfolio pays interest on the currency received and receives interest on the currency delivered. At the termination date, the notional amount of the currency received will be exchanged for the notional amount of the currency delivered. For non-deliverable currency swaps, the net of the USD amount and USD equivalent of the Notional Amount will be paid or received by the Portfolio.

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| BUBOR | – Budapest Interbank Offered Rate |
| EURIBOR | – Euro Interbank Offered Rate |
| FBIL | – Financial Benchmarks India Ltd. |
| JIBAR | – Johannesburg Interbank Average Rate |
| KLIBOR | – Kuala Lumpur Interbank Offered Rate |
| MIBOR | – Mumbai Interbank Offered Rate |
| OTC | – Over-the-counter |
| PIK | – Payment In Kind |
| PRIBOR | – Prague Interbank Offered Rate |
| SOFR | – Secured Overnight Financing Rate |
| WIBOR | – Warsaw Interbank Offered Rate |

---

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Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

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---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| ALL | – Albanian Lek |
| AMD | – Armenian Dram |
| BAM | – Bosnia-Herzegovina Convertible Mark |
| BRL | – Brazilian Real |
| CLP | – Chilean Peso |
| CNH | – Yuan Renminbi Offshore |
| CNY | – Yuan Renminbi |
| COP | – Colombian Peso |
| CZK | – Czech Koruna |
| DOP | – Dominican Peso |
| EGP | – Egyptian Pound |
| EUR | – Euro |
| GHS | – Ghanaian Cedi |
| HUF | – Hungarian Forint |
| IDR | – Indonesian Rupiah |
| INR | – Indian Rupee |
| JPY | – Japanese Yen |
| KRW | – South Korean Won |
| KZT | – Kazakhstani Tenge |
| LKR | – Sri Lankan Rupee |
| MNT | – Mongolia Tughrik |

---

---

| | |
|:---|:---|
| MXN | – Mexican Peso |
| MYR | – Malaysian Ringgit |
| NGN | – Nigerian Naira |
| PEN | – Peruvian Sol |
| PHP | – Philippine Peso |
| PLN | – Polish Zloty |
| PYG | – Paraguayan Guarani |
| RON | – Romanian Leu |
| RSD | – Serbian Dinar |
| THB | – Thai Baht |
| TRY | – Turkish Lira |
| TWD | – New Taiwan Dollar |
| TZS | – Tanzanian Schilling |
| UGX | – Ugandan Shilling |
| USD | – United States Dollar |
| UYU | – Uruguayan Peso |
| UZS | – Uzbekistani Som |
| VND | – Viet Nam Dong |
| ZAR | – South African Rand |
| ZMW | – Zambian Kwacha |

---

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

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

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

At January 31, 2026, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

Affiliated Investments

At January 31, 2026, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $263,110,541, which represents 14.9% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended January 31, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $83602121 | $288153678 | $(108645258) | $— | $— | $263110541 | $1286973 | 263110541 |

---

<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

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

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• 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, 2026, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Credit Linked Notes | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$45764471 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$45764471 |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77536273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77536273 |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6898914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6898914 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033007235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033007235 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;263110541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263110541 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145842022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145842022 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151044795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151044795 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1167899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1167899 |
| **Total Investments** | &nbsp;&nbsp;**$263110541** | &nbsp;&nbsp;&nbsp;&nbsp;**$1454362695** | &nbsp;&nbsp;&nbsp;&nbsp;**$6898914** | &nbsp;&nbsp;&nbsp;&nbsp;**$1724372150** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$46936744 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$46936744 |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182118 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 558480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 558480 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18349497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18349497 |
| **Total** | &nbsp;&nbsp;**$263669021** | &nbsp;&nbsp;&nbsp;&nbsp;**$1519831054** | &nbsp;&nbsp;&nbsp;&nbsp;**$6898914** | &nbsp;&nbsp;&nbsp;&nbsp;**$1790398989** |
| **Liability Description** |  |  |  |  |
| Written Currency Options | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(971435) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(971435) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30885463) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30885463) |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (205037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (205037) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (723) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (723) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11609240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11609240) |
| **Total** | &nbsp;&nbsp;**$(723)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(43671175)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(43671898)** |

---

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended January 31, 2026 is not presented.

**Investment Valuation - Derivatives. Swaps are normally valued using valuations provided by a third party pricing service. Such pricing service valuations are based on the present value of fixed and projected floating rate cash flows over the term of the swap contract and, in the case of total return swaps, the pricing service valuations are based on the value of the underlying index or instrument and reference interest rate.**

**Total Return Swaps - In a total return swap, the buyer receives a periodic return equal to the total return of a specified security, securities or index for a specified period of time. In return, the buyer pays the counterparty a fixed or variable stream of payments, typically based upon short-term interest rates, possibly plus or minus an agreed upon spread. During the term of the outstanding swap agreement, changes in the underlying value of the swap are recorded as unrealized gains and losses. Periodic payments received or made are recorded as realized gains or losses. Certain total return swap agreements are structured as fully funded swaps. Under these arrangements, the Portfolio makes an upfront payment at inception and does not make or receive periodic payments during the term of the swap. For fully funded total return swaps, realized gains or losses are recognized upon termination or settlement of the agreement. The Portfolio is exposed to credit loss in the event of nonperformance by the swap counterparty. Risk may also arise from the unanticipated movements in value of exchange rates, interest rates, securities, or the index.**

------

Emerging Markets Local Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

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 annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $1812683980.87

**Total Liabilities:** $52296258.00

**Net Assets:** $1760387722.87

**Cash Not Reported:** $61902801.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -30.15000000 | **1-Year:** -746.07000000 | **5-Year:** -1546.10000000 | **10-Year:** -1998.78000000 | **30-Year:** -61.64000000

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

- **3-Month:** -2366.58000000 | **1-Year:** -15987.45000000 | **5-Year:** -29261.84000000 | **10-Year:** -23077.88000000 | **30-Year:** -3307.79000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049877 | 1.94%                | 2.39%                | 3.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2873869.45              | $7682448.54                                |
| Month 2  | $2957127.31              | $13317115.35                               |
| Month 3  | $8747207.62              | $21731315.71                               |

**Designated Index Information**

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

- **Index Identifier:** JPMGBIEGDV

### Schedule of Portfolio Investments

| Name                                     | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BENIN SUKUK SA                           | Benin Sukuk SA                                                                                                                             | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |       200000 | PA      | $199134.91    | 0.01%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $487191.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $239309.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $131637.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $114514.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    112750000 | PA      | $2022761.95   | 0.11%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $127903.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-160029.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $523549.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-462178.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-101214.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-84778.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $34730.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $8600.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $14132.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $50330.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $28697.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $81019.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $84418.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-57186.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $81868.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $124957.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $81215.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $80644.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $117724.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $87387.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $50339.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $40634.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $22559.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $25826.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $15792.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $33647.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-330679.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-370889.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-631742.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-458270.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-43919.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-32571.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-71923.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-22772.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-44565.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-32868.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-4773.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-21164.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-10315.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-18831.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-9759.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-13894.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-23645.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-756.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-8712.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-10463.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-37278.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-6659.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4744.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $10736.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5506.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $8589.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $10820.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $359575.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $303337.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $305446.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $329802.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $310940.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $8175.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2053.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7357.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $147233.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $2891.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $290859.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $313985.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4497.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $444670.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MNT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $14470.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MNT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $13485.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $16409.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $6679.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5290.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4147.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $17088.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4302.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $70751.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $12482.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $69608.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7714.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7951.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1222.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED ZMW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZM        |            1 | NC      | $62171.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $69998.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5850.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-262.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4904.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-10760.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-3270.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $33795.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $9661.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $129921.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $159591.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED UGX / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $24644.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-377982.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $3849056.16   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | BR        |            1 | NC      | $21673.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-81221.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $32812.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $1084735.27   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $1545118.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-338317.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-562563.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $14729.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $252619.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-77023.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-51485.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-777176.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-68816.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-693829.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $283733.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $52423.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $36731.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-690249.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $12796.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-13984.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $43441.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |            1 | NC      | $-411221.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |            1 | NC      | $-24050.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $24705.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $233878.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-60041.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $25902.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $218992.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $397366.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $149667.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $129605.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-297261.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $6629563.95   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1870503.21  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-804849.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-8413.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10936.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-28420.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-45995.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $198433.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $389290.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $146626.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $129064.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-21791.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-1431720.03  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-6323246.80  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $54343.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-14716.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $294123.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $76624.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-42630.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-429679.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $1651061.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7877.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $217437.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $81897.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $239311.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $635368.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-500022.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-1158384.31  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-5555.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-183341.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |            1 | NC      | $4575221.82   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |            1 | NC      | $2104864.77   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $205019.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $37879.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $130.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $121232.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6680.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-587533.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $206178.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $68585.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1580.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6321.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $4214.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2501.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7504.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $125212.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $332436.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $122909.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $33369.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $326322.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $180607.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $14762.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $12007.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $4232.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2116.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $601922.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $226714.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $37051.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $98371.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $170203.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $31447.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |            1 | NC      | $102626.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $248200.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-264927.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-3991.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-614713.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $118396.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $314341.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $124606.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $330827.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $240002.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $637202.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $112437.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $91326.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $242471.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-142123.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-536211.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $37239.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $2908805.34   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-16415.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1198981.35  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $12641.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-232063.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $6633.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $13842.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | BR        |            1 | NC      | $49744.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $740.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $143657.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                      | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $381409.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $70042.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $26381.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $16608.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $232.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $4619.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $8963.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-5560.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-9101.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1620.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $44006.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $5205.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-22676.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-169497.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1552.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $158.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $476.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-42992.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-138789.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-43140.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $31332.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $104426.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $24280.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-155698.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $501697.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-40370.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $9789.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $9718.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-40638.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-150701.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3340.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-50847.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-365335.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $1503752.64   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $249321.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED CNY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |            1 | NC      | $14482.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-26453.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-38354.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-37262.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-33321.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-28176.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-39039.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-35708.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-33627.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $62791.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-2370.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $15139.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $80360.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-6947.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $59484.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $842.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-1320.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-1702.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-956.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $34947.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $87995.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $214191.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |            1 | NC      | $36083.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED ZMW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $29269.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $4311.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-2221.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $1833.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1477100.51  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $106442.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $2533.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $-25923.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-14462.38    | -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      | $10026.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $133747.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1154.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $27930.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-50454.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-558733.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $81808.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-4686.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-187221.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $137.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-305.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-640.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-106336.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-33258.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-206.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-1882.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |            1 | NC      | $27257.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-191.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $12434.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $52738.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $924.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-471.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |            1 | NC      | $-2358.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $1865.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $592.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $43.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-1585.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $1062.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $8816.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $22364.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |            1 | NC      | $6542.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $22500.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $2878.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $2912.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $5671.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $7007.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $13859.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $68100.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $5277.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-23207.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $4424.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $5389.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $-4775.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-14535.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-497468.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $865.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $63727.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-77224.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $3381.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $27897.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |            1 | NC      | $-4906.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $5613.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $39149.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $49934.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $10524.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $92899.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-16986.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-14785.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $8040.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $57412.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-25478.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-83269.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-15678.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $214154.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-136601.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $7573.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-50.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-39672.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-42289.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-39461.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $1156.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $15674.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-186033.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-6203.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-3652.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7131.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-22562.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-468028.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $21430.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-7094.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-250707.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $6639.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $7517.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $282446.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $12930.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-65608.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $17784.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $126740.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $20882.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $29999.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $1097.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-54656.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KZ        |            1 | NC      | $18026.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $61456.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $4956.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $170614.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $11834.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $11639.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-34661.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |            1 | NC      | $73199.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $1445.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-161687.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $7785.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $7777.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $8082.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $8441.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-1682.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-3984.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $5755.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $6041.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-33174.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |            1 | NC      | $9197.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $9767.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $2668.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $328.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $10518.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $3697.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-11850.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $7663.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $23000.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-16212.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $-62273.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZA        |            1 | NC      | $-36032.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $61815.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-12592.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $11475.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-11428.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-47837.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $27520.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7564.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-628.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-26468.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $21047.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $17631.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-75685.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED VND / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $1800.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD VND                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2721.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED ZMW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $-516.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       781000 | PA      | $828562.90    | 0.05%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   2076500000 | PA      | $3971130.23   | 0.23%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     10000000 | PA      | $58500.60     | 0.00%             | 2030-08-02      | Fixed         | 4.30%                 | 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        |    263110541 | NS      | $263110541.36 | 14.95%            |  |  |  | No            |                  1 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $208348.03    | 0.01%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  74301000000 | PA      | $10894795.97  | 0.62%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  10265000000 | PA      | $1518670.39   | 0.09%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PATRIMONIO AUTONOMO UNIO                 | Patrimonio Autonomo Union Del Sur                                                                                                          | CUSIP: 70338LAA7<br>LEI: 549300ML8J9167SJSI62 | Long             | DBT              | CORP              | CO        |  18050431000 | PA      | $4443164.99   | 0.25%             | 2041-02-28      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2570000 | PA      | $2663162.50   | 0.15%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      9993000 | PA      | $10779549.03  | 0.61%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.                 | Integratel Peru SAA                                                                                                                        | CUSIP: 87938YAA7<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |     24500000 | PA      | $2690230.29   | 0.15%             | 2027-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     25000000 | PA      | $24886880.25  | 1.41%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     14000000 | PA      | $13995815.12  | 0.80%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      6500000 | PA      | $6493521.65   | 0.37%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     20000000 | PA      | $19951822.20  | 1.13%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      8000000 | PA      | $7975208.64   | 0.45%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     25000000 | PA      | $24869219.00  | 1.41%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      9027018 | PA      | $251675.83    | 0.01%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     14035163 | PA      | $373716.28    | 0.02%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie B                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     17675000 | PA      | $14185313.66  | 0.81%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5764000 | PA      | $2493506.40   | 0.14%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       335000 | PA      | $145758.50    | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds   | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       477000 | PA      | $140014.29    | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       547000 | PA      | $163293.59    | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                 | Europe Asia Investment Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  84113385000 | PA      | $6898913.63   | 0.39%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        13000 | PA      | $3831.75      | 0.00%             | 2024-12-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     48448900 | PA      | $2708306.43   | 0.15%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                         | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    590704000 | PA      | $392303.50    | 0.02%             | 2026-07-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV2RH6F5 IRS PLN R F  2.84000 CCP LCH / Short: SEV2RH6F5 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     75000000 | OU      | $-288905.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4GQH87 IRS CLP R F  1.92000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4GQH87 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-41386.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV4J8B07 IRS CZK R F  1.46070 2 CCPVANILLA / Short: SEV4J8B07 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000000 | OU      | $-35553.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4NKWR3 IRS CLP R F  2.87000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4NKWR3 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    584900000 | OU      | $-5808.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4QWVA2 IRS CLP R F  4.08000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QWVA2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3362600000 | OU      | $-127019.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4QYQB2 IRS CLP R F  4.18000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QYQB2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         4000 | OU      | $-0.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BEV510UV1 IRS MYR R F  2.95200 2 NDF / Short: BEV510UV1 IRS MYR P V 03MKLIBO 1 NDF                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     17412517 | OU      | $-18737.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV54GJL8 IRS PLN R F  3.87000 2 CCPVANILLA / Short: SEV54GJL8 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13249889 | OU      | $8213.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV54GJD6 IRS PLN R F  3.91000 2 CCPVANILLA / Short: SEV54GJD6 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99138111 | OU      | $73160.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIB3FEL0 IRS PLN R F  5.18870 2 CCPVANILLA / Short: SMIB3FEL0 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20500000 | OU      | $410306.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBCBKA6 IRS CNY R F  2.39750 2 CCPNDF / Short: SMIBCBKA6 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000000 | OU      | $1109421.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBCKQ36 IRS CNY R F  2.46500 2 CCPNDF / Short: SMIBCKQ36 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    215650000 | OU      | $572921.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBR1691 IRS CZK R F  5.38570 2 CCPVANILLA / Short: SMIBR1691 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000000 | OU      | $223452.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBVC3L8 IRS CZK R F  4.61170 2 CCPVANILLA / Short: SMIBVC3L8 IRS CZK P V 06MPRIBO 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     53900000 | OU      | $72801.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3AVZ9 IRS THB R F   .89500 2 CCPNDFOIS / Short: SMIC3AVZ9 IRS THB P V 00MTHOR 1 CCPNDFOIS                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    291000000 | OU      | $-23490.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3AVT3 IRS THB R F  1.69000 2 CCPNDFOIS / Short: SMIC3AVT3 IRS THB P V 00MTHOR 1 CCPNDFOIS                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000000 | OU      | $52685.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3AVQ9 IRS THB R F  1.30000 2 CCPNDF / Short: SMIC3AVQ9 IRS THB P V 12MTHOR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000000 | OU      | $-6100.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC4QGF4 IRS CNY R F  2.49300 2 CCPNDF / Short: SMIC4QGF4 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     62400000 | OU      | $228605.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC9ZAX6 IRS CNY R F  2.47500 BMIC9ZAY4 CCPNDF / Short: SMIC9ZAX6 IRS CNY P V 00MCNRR BMIC9ZAZ1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     95000000 | OU      | $341414.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICA0VL4 IRS CZK R F  4.15000 BMICA0VM2 CCPVANILLA / Short: SMICA0VL4 IRS CZK P V 06MPRIBO BMICA0VN0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49200000 | OU      | $44928.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICBUL79 IRS CNY R F  2.28100 BMICBUL87 CCPNDF / Short: SMICBUL79 IRS CNY P V 00MCNRR BMICBUL95 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45000000 | OU      | $127911.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICBUL46 IRS CNY R F  2.28600 BMICBUL53 CCPNDF / Short: SMICBUL46 IRS CNY P V 00MCNRR BMICBUL61 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45000000 | OU      | $128782.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICJT358 IRS THB R F  2.95300 BMICJT366 CCPNDFOIS / Short: SMICJT358 IRS THB P V 12MTHOR BMICJT374 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27500000 | OU      | $43659.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICJT382 IRS THB R F  2.94400 BMICJT390 CCPNDFOIS / Short: SMICJT382 IRS THB P V 12MTHOR BMICJT3A7 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    514900000 | OU      | $813131.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICS0YP3 IRS CNY R F  2.38100 BMICS0YQ1 CCPNDF / Short: SMICS0YP3 IRS CNY P V 00MCNRR BMICS0YR9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38700000 | OU      | $134669.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMICUXGX1 IRS CNY R F  2.35000 BMICUXGY9 NDF / Short: BMICUXGX1 IRS CNY P V 00MCNRR BMICUXGZ6 NDF                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     34000000 | OU      | $121576.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICVDZF2 IRS CNY R F  2.33900 BMICVDZG0 CCPNDF / Short: SMICVDZF2 IRS CNY P V 00MCNRR BMICVDZH8 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000000 | OU      | $352572.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMICVJHD4 IRS CZK R F  3.53620 BMICVJHE2 CCPVANILLA / Short: SMICVJHD4 IRS CZK P V 06MPRIBO BMICVJHF9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31235000 | OU      | $-30097.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID0M5R1 IRS CNY R F  2.21400 BMID0M5S9 CCPNDF / Short: SMID0M5R1 IRS CNY P V 00MCNRR BMID0M5T7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38000000 | OU      | $112365.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMID4SDW4 IRS BRL R F 10.33250 BMID4SDX2 CCPNDFPREDISWAP / Short: SMID4SDW4 IRS BRL P V 00MBRCDI BMID4SDY0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     37684000 | OU      | $-803612.42   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID6F6S7 IRS INR R F  6.23300 BMID6F6T5 CCPNDFOIS / Short: SMID6F6S7 IRS INR P V 06MMIBOR BMID6F6U2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1636353384 | OU      | $201410.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID7MYE1 IRS THB R F  2.48300 BMID7MYF8 CCPNDFOIS / Short: SMID7MYE1 IRS THB P V 12MTHOR BMID7MYG6 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    187500000 | OU      | $337224.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMID7N3V5 IRS THB R F  2.17600 BMID7N3W3 CCPNDFOIS / Short: SMID7N3V5 IRS THB P V 12MTHOR BMID7N3X1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    830000000 | OU      | $789493.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDAWJS1 IRS CZK R F  3.64500 BMIDAWJT9 CCPVANILLA / Short: SMIDAWJS1 IRS CZK P V 06MPRIBO BMIDAWJU6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    593000000 | OU      | $136712.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBSS75 IRS PLN R F  5.50000 BMIDBSS83 CCPVANILLA / Short: SMIDBSS75 IRS PLN P V 06MWIBOR BMIDBSS91 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     18000000 | OU      | $500282.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBUU51 IRS PLN R F  5.40500 BMIDBUU69 CCPVANILLA / Short: SMIDBUU51 IRS PLN P V 06MWIBOR BMIDBUU77 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23914286 | OU      | $366491.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBUU85 IRS PLN R F  5.53000 BMIDBUU93 CCPVANILLA / Short: SMIDBUU85 IRS PLN P V 06MWIBOR BMIDBUUA0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7085714 | OU      | $201189.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDBRSQ5 IRS PLN R F  5.42250 BMIDBRSR3 CCPVANILLA / Short: SMIDBRSQ5 IRS PLN P V 06MWIBOR BMIDBRSS1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     58000000 | OU      | $897836.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDDGGW7 IRS BRL R F 13.20219 BMIDDGGX5 CCPNDFPREDISWAP / Short: SMIDDGGW7 IRS BRL P V 00MBRCDI BMIDDGGY3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     19090000 | OU      | $130304.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDDGGT4 IRS BRL R F 13.10424 BMIDDGGU1 CCPNDFPREDISWAP / Short: SMIDDGGT4 IRS BRL P V 00MBRCDI BMIDDGGV9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15200000 | OU      | $60297.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDDGFZ1 IRS BRL R F 10.47207 BMIDDGG07 CCPNDFPREDISWAP / Short: SMIDDGFZ1 IRS BRL P V 00MBRCDI BMIDDGG15 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     34300000 | OU      | $-662464.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDDGFU2 IRS BRL R F 10.05682 BMIDDGFV0 CCPNDFPREDISWAP / Short: SMIDDGFU2 IRS BRL P V 00MBRCDI BMIDDGFW8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     88800000 | OU      | $-1974458.78  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | Long: BMIDJJRY9 CYS PLN R V 03MWIBOR WIBO3+63BPS / Short: BMIDJJRY9 CYS EUR P V 03MEURIB EUR003M+0BPS                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | PL        |    109473675 | NC      | $225263.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDJYLY2 IRS PLN R F  5.02000 BMIDJYLZ9 CCPVANILLA / Short: SMIDJYLY2 IRS PLN P V 06MWIBOR BMIDJYM05 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13700000 | OU      | $170314.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDJZLA1 IRS CNY R F  2.03050 BMIDJZLB9 CCPNDF / Short: SMIDJZLA1 IRS CNY P V 00MCNRR BMIDJZLC7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40800000 | OU      | $95371.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIDKJ448 IRS MYR R F  3.68500 BMIDKJ455 NDF / Short: BMIDKJ448 IRS MYR P V 03MKLIBO BMIDKJ463 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    138600000 | OU      | $310658.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIDJYNA2 CYS PLN R V 03MWIBOR WIBO3+59BPS / Short: BMIDJYNA2 CYS EUR P V 03MEURIB EUR003+0BPS                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PL        |     57353966 | NC      | $103211.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIDMVZV5 IRS MYR R F  3.63760 BMIDMVZW3 NDF / Short: BMIDMVZV5 IRS MYR P V 03MKLIBO BMIDMVZX1 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    112767000 | OU      | $204808.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | Long: BMIDMW025 IRS MYR R F  3.63900 BMIDMW033 NDF / Short: BMIDMW025 IRS MYR P V 03MKLIBO BMIDMW041 NDF                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    113116000 | OU      | $206862.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDPMF69 IRS BRL R F 11.89250 BMIDPMF77 CCPNDFPREDISWAP / Short: SMIDPMF69 IRS BRL P V 00MBRCDI BMIDPMF85 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     28020000 | OU      | $-251139.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDWYFY4 IRS CLP R F  4.54500 BMIDWYFZ1 CCPNDFCAMARAPROMEDIO / Short: SMIDWYFY4 IRS CLP P V 00MCLICP BMIDWYG07 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2647200000 | OU      | $-5526.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIDXR3K1 IRS INR R F  5.92500 BMIDXR3L9 CCPNDFOIS / Short: SMIDXR3K1 IRS INR P V 06MMIBOR BMIDXR3M7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1530000000 | OU      | $-48482.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIE0KG26 IRS MYR R F  3.45800 BMIE0KG34 NDF / Short: BMIE0KG26 IRS MYR P V 03MKLIBO BMIE0KG42 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     34430000 | OU      | $3675.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE0UEK6 IRS INR R F  6.01200 BMIE0UEL4 CCPNDFOIS / Short: SMIE0UEK6 IRS INR P V 06MMIBOR BMIE0UEM2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1940000000 | OU      | $2771.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE1T6S0 IRS CZK R F  3.55950 BMIE1T6T8 CCPVANILLA / Short: SMIE1T6S0 IRS CZK P V 06MPRIBO BMIE1T6U5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    246212000 | OU      | $-278875.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE2EUG1 IRS HUF R F  6.19150 BMIE2EUH9 CCPVANILLA / Short: SMIE2EUG1 IRS HUF P V 06MBUBOR BMIE2EUJ5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3071300000 | OU      | $-66376.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIE3L4T5 IRS MYR R F  3.58200 BMIE3L4U2 NDF / Short: BMIE3L4T5 IRS MYR P V 03MKLIBO BMIE3L4V0 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     16800000 | OU      | $21639.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE4XCP7 IRS INR R F  6.28000 BMIE4XCQ5 CCPNDFOIS / Short: SMIE4XCP7 IRS INR P V 06MMIBOR BMIE4XCR3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1018000000 | OU      | $105304.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIE71CL3 IRS MXN R F  9.11000 BMIE71CM1 CCPOIS / Short: SMIE71CL3 IRS MXN P V 00MTIEF BMIE71CN9 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    323500000 | OU      | $352878.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE8X6L9 IRS INR R F  5.95100 BMIE8X6M7 CCPNDFOIS / Short: SMIE8X6L9 IRS INR P V 06MMIBOR BMIE8X6N5 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3069000000 | OU      | $-79374.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE9EMZ1 IRS INR R F  5.93300 BMIE9EN07 CCPNDFOIS / Short: SMIE9EMZ1 IRS INR P V 06MMIBOR BMIE9EN15 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    476000000 | OU      | $-15977.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE9ZXJ8 IRS CNY R F  1.43500 BMIE9ZXK5 CCPNDF / Short: SMIE9ZXJ8 IRS CNY P V 00MCNRR BMIE9ZXL3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20230000 | OU      | $-20088.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEALP64 IRS INR R F  6.07500 BMIEALP72 CCPNDFOIS / Short: SMIEALP64 IRS INR P V 06MMIBOR BMIEALP80 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    190100000 | OU      | $5169.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEALNY5 IRS INR R F  6.08400 BMIEALNZ2 CCPNDFOIS / Short: SMIEALNY5 IRS INR P V 06MMIBOR BMIEALP07 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150900000 | OU      | $4684.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEALQL0 IRS INR R F  6.06200 BMIEALQM8 CCPNDFOIS / Short: SMIEALQL0 IRS INR P V 06MMIBOR BMIEALQN6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77300000 | OU      | $1692.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEC2MS9 IRS INR R F  6.20500 BMIEC2MT7 CCPNDFOIS / Short: SMIEC2MS9 IRS INR P V 06MMIBOR BMIEC2MU4 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000000 | OU      | $57973.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEFTDG3 IRS INR R F  6.07300 BMIEFTDH1 CCPNDFOIS / Short: SMIEFTDG3 IRS INR P V 06MMIBOR BMIEFTDJ7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    559000000 | OU      | $14723.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEGKYZ6 IRS CNY R F  1.45800 BMIEGKZ02 CCPNDF / Short: SMIEGKYZ6 IRS CNY P V 00MCNRR BMIEGKZ10 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21200000 | OU      | $-18174.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHB9R1 IRS CNY R F  1.51000 BMIEHB9S9 CCPNDF / Short: SMIEHB9R1 IRS CNY P V 00MCNRR BMIEHB9T7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13460000 | OU      | $-7409.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHB9U4 IRS CNY R F  1.51500 BMIEHB9V2 CCPNDF / Short: SMIEHB9U4 IRS CNY P V 00MCNRR BMIEHB9W0 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10150000 | OU      | $-5287.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHBBM9 IRS CNY R F  1.50300 BMIEHBBN7 CCPNDF / Short: SMIEHBBM9 IRS CNY P V 00MCNRR BMIEHBBP2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10200000 | OU      | $-6035.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHFGP8 IRS CNY R F  1.49250 BMIEHFGQ6 CCPNDF / Short: SMIEHFGP8 IRS CNY P V 00MCNRR BMIEHFGR4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13670000 | OU      | $-8936.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHFL98 IRS CNY R F  1.49500 BMIEHFLA5 CCPNDF / Short: SMIEHFL98 IRS CNY P V 00MCNRR BMIEHFLB3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23850000 | OU      | $-15239.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHH964 IRS CNY R F  1.50200 BMIEHH972 CCPNDF / Short: SMIEHH964 IRS CNY P V 00MCNRR BMIEHH980 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19890000 | OU      | $-11887.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEHH9R8 IRS CNY R F  1.51470 BMIEHH9S6 CCPNDF / Short: SMIEHH9R8 IRS CNY P V 00MCNRR BMIEHH9T4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     14340000 | OU      | $-7495.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIELFGM0 IRS MYR R F  3.48250 BMIELFGN8 NDF / Short: BMIELFGM0 IRS MYR P V 03MKLIBO BMIELFGP3 NDF                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      4200000 | OU      | $481.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIELETZ0 IRS MYR R F  3.50500 BMIELEU05 NDF / Short: BMIELETZ0 IRS MYR P V 03MKLIBO BMIELEU13 NDF                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |      3580000 | OU      | $1266.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIELEY19 IRS MYR R F  3.48500 BMIELEY27 NDF / Short: BMIELEY19 IRS MYR P V 03MKLIBO BMIELEY35 NDF                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |      3430000 | OU      | $484.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | Long: BMIELLPL9 IRS MYR R F  3.49000 BMIELLPM7 NDF / Short: BMIELLPL9 IRS MYR P V 03MKLIBO BMIELLPN5 NDF                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     77049000 | OU      | $14970.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIELEXS1 IRS INR R F  5.95300 BMIELEXT9 CCPNDFOIS / Short: SMIELEXS1 IRS INR P V 06MMIBOR BMIELEXU6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1080000000 | OU      | $-53678.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIELJX50 IRS BRL R F 14.78250 BMIELJX68 CCPNDFPREDISWAP / Short: SMIELJX50 IRS BRL P V 00MBRCDI BMIELJX76 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     66680000 | OU      | $164725.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIELUKR1 IRS MYR R F  3.48000 BMIELUKS9 NDF / Short: BMIELUKR1 IRS MYR P V 03MKLIBO BMIELUKT7 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     79041000 | OU      | $6959.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIELU2C4 IRS CNY R F  1.65950 BMIELU2D2 CCPNDF / Short: SMIELU2C4 IRS CNY P V 00MCNRR BMIELU2E0 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000000 | OU      | $16584.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIEPP868 IRS MYR R F  3.46000 BMIEPP876 NDF / Short: BMIEPP868 IRS MYR P V 03MKLIBO BMIEPP884 NDF                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | GB        |     33500000 | OU      | $-4167.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQFZN2 IRS CNY R F  1.58100 BMIEQFZP7 CCPNDF / Short: SMIEQFZN2 IRS CNY P V 00MCNRR BMIEQFZQ5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000000 | OU      | $-2920.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQG2A4 IRS INR R F  5.80900 BMIEQG2B2 CCPNDFOIS / Short: SMIEQG2A4 IRS INR P V 06MMIBOR BMIEQG2C0 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    902000000 | OU      | $-99539.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQSGH8 IRS THB R F  1.40630 BMIEQSGJ4 CCPNDFOIS / Short: SMIEQSGH8 IRS THB P V 12MTHOR BMIEQSGK1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96000000 | OU      | $-1308.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQTQ44 IRS THB R F  1.41300 BMIEQTQ51 CCPNDFOIS / Short: SMIEQTQ44 IRS THB P V 12MTHOR BMIEQTQ69 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    259000000 | OU      | $-1113.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQTGD5 IRS THB R F  1.41000 BMIEQTGE3 CCPNDFOIS / Short: SMIEQTGD5 IRS THB P V 12MTHOR BMIEQTGF0 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    132000000 | OU      | $-1118.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQX4H0 IRS THB R F  1.40350 BMIEQX4J6 CCPNDFOIS / Short: SMIEQX4H0 IRS THB P V 12MTHOR BMIEQX4K3 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79000000 | OU      | $-1384.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEQY9V2 IRS THB R F  1.36600 BMIEQY9W0 CCPNDFOIS / Short: SMIEQY9V2 IRS THB P V 12MTHOR BMIEQY9X8 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77700000 | OU      | $-5419.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIERFN61 IRS THB R F  1.36400 BMIERFN79 CCPNDFOIS / Short: SMIERFN61 IRS THB P V 12MTHOR BMIERFN87 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32680000 | OU      | $-2370.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIERF0M1 IRS THB R F  1.37500 BMIERF0N9 CCPNDFOIS / Short: SMIERF0M1 IRS THB P V 12MTHOR BMIERF0P4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    136500000 | OU      | $-7809.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIERBZS9 IRS THB R F  1.40500 BMIERBZT7 CCPNDFOIS / Short: SMIERBZS9 IRS THB P V 12MTHOR BMIERBZU4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79220000 | OU      | $-1223.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEREUD1 IRS THB R F  1.39000 BMIEREUE9 CCPNDFOIS / Short: SMIEREUD1 IRS THB P V 12MTHOR BMIEREUF6 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000000 | OU      | $-2906.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19320659 | OU      | $-59624.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIETMLA7 IRS CNY R F  1.44325 BMIETMLC3 CCPNDF / Short: SMIETMLA7 IRS CNY P V 00MCNRR BMIETMLD1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33000000 | OU      | $-34764.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEV0FG6 IRS BRL R F 13.51000 BMIEV0FH4 CCPNDFPREDISWAP / Short: SMIEV0FG6 IRS BRL P V 00MBRCDI BMIEV0FJ0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     48206000 | OU      | $136032.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEV7Z38 IRS CNY R F  1.39300 BMIEV7Z46 CCPNDF / Short: SMIEV7Z38 IRS CNY P V 00MCNRR BMIEV7Z53 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     61070000 | OU      | $-83465.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIEVPVD0 IRS CLP R F  4.75000 BMIEVPVE8 CCPNDFCAMARAPROMEDIO / Short: SMIEVPVD0 IRS CLP P V 06MCLICP BMIEVPVF5 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13630000000 | OU      | $68264.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | Long: BMIEWHMK1 IRS MYR R F  3.29500 BMIEWHML9 NDF / Short: BMIEWHMK1 IRS MYR P V 03MKLIBO BMIEWHMM7 NDF                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DIR              |  | GB        |     19340000 | OU      | $-36307.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEWD4R5 IRS THB R F  1.49850 BMIEWD4S3 CCPNDFOIS / Short: SMIEWD4R5 IRS THB P V 12MTHOR BMIEWD4T1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    282500000 | OU      | $32421.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEXRDU6 IRS CNY R F  1.48450 BMIEXRDV4 CCPNDF / Short: SMIEXRDU6 IRS CNY P V 00MCNRR BMIEXRDW2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25113000 | OU      | $-19997.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZH5L5 IRS KRW R F  2.33750 BMIEZH5M3 CCPNDF / Short: SMIEZH5L5 IRS KRW P V 03MKSDA BMIEZH5N1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17160000000 | OU      | $-110247.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJER8 IRS KRW R F  2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15843000000 | OU      | $-103002.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJHY0 IRS KRW R F  2.34000 BMIEZJHZ7 CCPNDF / Short: SMIEZJHY0 IRS KRW P V 03MKSDA BMIEZJJ02 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25630000000 | OU      | $-164009.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZ9368 IRS CNY R F  1.47750 BMIEZ9376 CCPNDF / Short: SMIEZ9368 IRS CNY P V 00MCNRR BMIEZ9384 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17460000 | OU      | $-14665.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJN23 IRS THB R F  1.35000 BMIEZJN31 CCPNDFOIS / Short: SMIEZJN23 IRS THB P V 12MTHOR BMIEZJN49 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    115690000 | OU      | $-10647.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZHFS9 IRS KRW R F  2.32330 BMIEZHFT7 CCPNDF / Short: SMIEZHFS9 IRS KRW P V 03MKSDA BMIEZHFU4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12187000000 | OU      | $-80068.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0FJ47 IRS KRW R F  2.33250 BMIF0FJ54 CCPNDF / Short: SMIF0FJ47 IRS KRW P V 03MKSDA BMIF0FJ62 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8827000000 | OU      | $-71993.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0DWQ8 IRS KRW R F  2.32700 BMIF0DWR6 CCPNDF / Short: SMIF0DWQ8 IRS KRW P V 03MKSDA BMIF0DWS4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  21136000000 | OU      | $-173772.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0FCT9 IRS KRW R F  2.32450 BMIF0FCU6 CCPNDF / Short: SMIF0FCT9 IRS KRW P V 03MKSDA BMIF0FCV4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12461000000 | OU      | $-102821.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0V9X9 IRS CNY R F  1.45550 BMIF0V9Y7 CCPNDF / Short: SMIF0V9X9 IRS CNY P V 00MCNRR BMIF0V9Z4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27000000 | OU      | $-29428.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF2K1J0 IRS CZK R F  3.64000 BMIF2K1K7 CCPVANILLA / Short: SMIF2K1J0 IRS CZK P V 06MPRIBO BMIF2K1L5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    102800000 | OU      | $11684.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF2JN42 IRS THB R F  1.35200 BMIF2JN59 CCPNDFOIS / Short: SMIF2JN42 IRS THB P V 12MTHOR BMIF2JN67 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     88300000 | OU      | $-11552.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF2UQ28 IRS MYR R F  3.27200 BMIF2UQ36 CCPNDF / Short: SMIF2UQ28 IRS MYR P V 03MKLIBO BMIF2UQ44 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32600000 | OU      | $-77333.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF35AK9 IRS ZAR R F  8.47000 BMIF35AL7 CCPVANILLA / Short: SMIF35AK9 IRS ZAR P V 03MJIBAR BMIF35AM5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    167000000 | OU      | $853999.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE9JQX1 IRS CNY R F  1.50000 BMIE9JQY9 CCPNDF / Short: SMIE9JQX1 IRS CNY P V 00MCNRR BMIE9JQZ6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10170000 | OU      | $-6198.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4ECD3 IRS CZK R F  3.59050 BMIF4ECE1 CCPVANILLA / Short: SMIF4ECD3 IRS CZK P V 06MPRIBO BMIF4ECF8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52000000 | OU      | $522.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF4EMQ3 IRS BRL R F 13.02000 BMIF4EMR1 CCPNDFPREDISWAP / Short: SMIF4EMQ3 IRS BRL P V 00MBRCDI BMIF4EMS9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     37010000 | OU      | $-4366.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J5N8 IRS INR R F  5.69000 BMIF4J5P3 CCPNDFOIS / Short: SMIF4J5N8 IRS INR P V 06MMIBOR BMIF4J5Q1 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1050000000 | OU      | $-186183.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJ16 IRS INR R F  5.68300 BMIF4LJ24 CCPNDFOIS / Short: SMIF4LJ16 IRS INR P V 06MMIBOR BMIF4LJ32 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    554000000 | OU      | $-100050.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J2W1 IRS MYR R F  3.17450 BMIF4J2X9 CCPNDF / Short: SMIF4J2W1 IRS MYR P V 03MKLIBO BMIF4J2Y7 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     35700000 | OU      | $-123573.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5N1Z5 IRS INR R F  5.70650 BMIF5N201 CCPNDFOIS / Short: SMIF5N1Z5 IRS INR P V 06MMIBOR BMIF5N219 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    469000000 | OU      | $-79537.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5N235 IRS MYR R F  3.18650 BMIF5N243 CCPNDF / Short: SMIF5N235 IRS MYR P V 03MKLIBO BMIF5N250 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16000000 | OU      | $-53238.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF5N268 IRS THB R F  1.26350 BMIF5N276 CCPNDFOIS / Short: SMIF5N268 IRS THB P V 12MTHOR BMIF5N284 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    118000000 | OU      | $-30768.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF6QV19 IRS MYR R F  3.18950 BMIF6QV27 CCPNDF / Short: SMIF6QV19 IRS MYR P V 03MKLIBO BMIF6QV35 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     26900000 | OU      | $-88604.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF6QUW2 IRS THB R F  1.30150 BMIF6QUX0 CCPNDFOIS / Short: SMIF6QUW2 IRS THB P V 12MTHOR BMIF6QUY8 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    161300000 | OU      | $-33060.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF6QV43 IRS INR R F  5.73750 BMIF6QV50 CCPNDFOIS / Short: SMIF6QV43 IRS INR P V 06MMIBOR BMIF6QV68 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    797000000 | OU      | $-123593.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF7S9Q4 IRS CLP R F  4.75430 BMIF7S9R2 CCPNDFCAMARAPROMEDIO / Short: SMIF7S9Q4 IRS CLP P V 06MCLICP BMIF7S9S0 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4255590000 | OU      | $17205.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIF7ZBX0 IRS BRL R F 13.39500 BMIF7ZBY8 CCPNDFPREDISWAP / Short: SMIF7ZBX0 IRS BRL P V 00MBRCDI BMIF7ZBZ5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     38790000 | OU      | $97199.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF8TMK9 IRS THB R F  1.31150 BMIF8TML7 CCPNDFOIS / Short: SMIF8TMK9 IRS THB P V 12MTHOR BMIF8TMM5 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    106700000 | OU      | $-20303.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF8TMA1 IRS MYR R F  3.12400 BMIF8TMB9 CCPNDF / Short: SMIF8TMA1 IRS MYR P V 03MKLIBO BMIF8TMC7 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $-44281.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF9L3B6 IRS CZK R F  3.88050 BMIF9L3C4 CCPVANILLA / Short: SMIF9L3B6 IRS CZK P V 06MPRIBO BMIF9L3D2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000000 | OU      | $67878.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF9RCK3 IRS CNY R F  1.55960 BMIF9RCL1 CCPNDF / Short: SMIF9RCK3 IRS CNY P V 00MCNRR BMIF9RCM9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     64900000 | OU      | $-26377.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFARFN2 IRS PLN R F  4.58500 BMIFARFP7 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR BMIFARFQ5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     42227000 | OU      | $34276.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFASWV3 IRS PLN R V 03MWIBOR BMIFASWX9 CCPVANILLA / Short: BMIFASWV3 IRS PLN P F  4.48500 BMIFASWW1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     42227000 | OU      | $-14386.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFB4B55 IRS PLN R F  4.02500 BMIFB4B63 CCPVANILLA / Short: SMIFB4B55 IRS PLN P V 06MWIBOR BMIFB4B71 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12000000 | OU      | $33611.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFC9Q99 IRS BRL R F 13.19680 BMIFC9QA6 CCPNDFPREDISWAP / Short: SMIFC9Q99 IRS BRL P V 00MBRCDI BMIFC9QB4 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     26045000 | OU      | $37953.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFCEPF5 IRS THB R F  1.11450 BMIFCEPG3 CCPNDFOIS / Short: SMIFCEPF5 IRS THB P V 12MTHOR BMIFCEPH1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    192510000 | OU      | $-92303.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFCEPJ7 IRS MYR R F  3.06550 BMIFCEPK4 CCPNDF / Short: SMIFCEPJ7 IRS MYR P V 03MKLIBO BMIFCEPL2 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19570000 | OU      | $-91571.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFCEL02 IRS CNY R F  1.60270 BMIFCEL10 CCPNDF / Short: SMIFCEL02 IRS CNY P V 00MCNRR BMIFCEL28 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20670000 | OU      | $-2551.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEGK14 IRS CZK R F  3.75950 BMIFEGK22 CCPVANILLA / Short: SMIFEGK14 IRS CZK P V 06MPRIBO BMIFEGK30 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     58100000 | OU      | $21136.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEM2D5 IRS MYR R F  3.08750 BMIFEM2E3 CCPNDF / Short: SMIFEM2D5 IRS MYR P V 03MKLIBO BMIFEM2F0 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30400000 | OU      | $-134774.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEM0G0 IRS THB R F  1.07600 BMIFEM0H8 CCPNDFOIS / Short: SMIFEM0G0 IRS THB P V 12MTHOR BMIFEM0J4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    101800000 | OU      | $-54563.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEM2N3 IRS CNY R F  1.61250 BMIFEM2P8 CCPNDF / Short: SMIFEM2N3 IRS CNY P V 00MCNRR BMIFEM2Q6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     85210000 | OU      | $-5035.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFEL0W7 IRS INR R F  5.77000 BMIFEL0X5 CCPNDFOIS / Short: SMIFEL0W7 IRS INR P V 06MMIBOR BMIFEL0Y3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1310000000 | OU      | $-183207.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFEXHA1 IRS PLN R V 03MWIBOR BMIFEXHC7 CCPVANILLA / Short: BMIFEXHA1 IRS PLN P F  4.36153 BMIFEXHB9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    221130000 | OU      | $-242290.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFF6VG0 IRS PLN R F  4.70500 BMIFF6VH8 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR BMIFF6VJ4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    181230000 | OU      | $232451.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFF6V13 IRS PLN R V 03MWIBOR BMIFF6V39 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 BMIFF6V21 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    181230000 | OU      | $-151099.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFHRS19 IRS CZK R F  3.85550 BMIFHRS27 CCPVANILLA / Short: SMIFHRS19 IRS CZK P V 06MPRIBO BMIFHRS35 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     95590000 | OU      | $50791.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFJN404 IRS BRL R F 13.13000 BMIFJN412 CCPNDFPREDISWAP / Short: SMIFJN404 IRS BRL P V 00MBRCDI BMIFJN420 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15160000 | OU      | $9073.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFJR2C1 IRS CNY R F  1.65950 BMIFJR2D9 CCPNDF / Short: SMIFJR2C1 IRS CNY P V 00MCNRR BMIFJR2E7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     48180000 | OU      | $9663.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFJT8H0 IRS INR R F  5.71200 BMIFJT8J6 CCPNDFOIS / Short: SMIFJT8H0 IRS INR P V 06MMIBOR BMIFJT8K3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    978000000 | OU      | $-186229.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFJU564 IRS MYR R F  3.18300 BMIFJU572 CCPNDF / Short: SMIFJU564 IRS MYR P V 03MKLIBO BMIFJU580 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     71000000 | OU      | $-261023.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFL2J84 IRS BRL R F 13.29680 BMIFL2J92 CCPNDFPREDISWAP / Short: SMIFL2J84 IRS BRL P V 00MBRCDI BMIFL2JA9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     21574000 | OU      | $49504.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFLB5X4 IRS MXN R F  6.93600 BMIFLB5Y2 CCPOIS / Short: SMIFLB5X4 IRS MXN P V 01MTIEF BMIFLB5Z9 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    276000000 | OU      | $-21549.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFLBMY3 IRS MXN R F  6.93360 BMIFLBMZ0 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 01MTIEF BMIFLBN06 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    431000000 | OU      | $-34699.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFL8SM0 IRS THB R F  1.14500 BMIFL8SN8 CCPNDFOIS / Short: SMIFL8SM0 IRS THB P V 12MTHOR BMIFL8SP3 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    174270000 | OU      | $-86007.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIFLJHV8 IRS COP R V 03MCPIBR BMIFLJHX4 CCPNDFOIS / Short: BMIFLJHV8 IRS COP P F  8.79570 BMIFLJHW6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20329000000 | OU      | $430350.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFMFVS6 IRS CNY R F  1.63550 BMIFMFVT4 CCPNDF / Short: SMIFMFVS6 IRS CNY P V 00MCNRR BMIFMFVU1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79604000 | OU      | $2797.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFN2BL1 IRS BRL R F 13.46000 BMIFN2BM9 CCPNDFPREDISWAP / Short: SMIFN2BL1 IRS BRL P V 00MBRCDI BMIFN2BN7 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     36700000 | OU      | $145249.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFN29F7 IRS CZK R F  3.79150 BMIFN29G5 CCPVANILLA / Short: SMIFN29F7 IRS CZK P V 06MPRIBO BMIFN29H3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     76360000 | OU      | $29834.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFN8MC6 IRS MYR R F  3.14650 BMIFN8MD4 CCPNDF / Short: SMIFN8MC6 IRS MYR P V 03MKLIBO BMIFN8ME2 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16570000 | OU      | $-67998.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFPQ004 IRS MYR R F  3.25750 BMIFPQ012 CCPNDF / Short: SMIFPQ004 IRS MYR P V 03MKLIBO BMIFPQ020 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19680000 | OU      | $-55185.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFPQ6F5 IRS CNY R F  1.58050 BMIFPQ6G3 CCPNDF / Short: SMIFPQ6F5 IRS CNY P V 00MCNRR BMIFPQ6H1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    128490000 | OU      | $-44189.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFQSTE8 IRS HUF R F  6.20050 BMIFQSTF5 CCPVANILLA / Short: SMIFQSTE8 IRS HUF P V 06MBUBOR BMIFQSTG3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1660000000 | OU      | $44940.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFQSBR8 IRS CLP R F  4.80430 BMIFQSBS6 CCPNDFCAMARAPROMEDIO / Short: SMIFQSBR8 IRS CLP P V 06MCLICP BMIFQSBT4 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3675200000 | OU      | $20976.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFQVKP5 IRS THB R F  1.24250 BMIFQVKQ3 CCPNDFOIS / Short: SMIFQVKP5 IRS THB P V 12MTHOR BMIFQVKR1 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    115670000 | OU      | $-39694.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFRUBV3 IRS CNY R F  1.56600 BMIFRUBW1 CCPNDF / Short: SMIFRUBV3 IRS CNY P V 00MCNRR BMIFRUBX9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40250000 | OU      | $-17864.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFT7XQ9 IRS KRW R F  2.73260 BMIFT7XR7 CCPNDF / Short: SMIFT7XQ9 IRS KRW P V 03MKSDA BMIFT7XS5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18023000000 | OU      | $-80864.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFT80W0 IRS KRW R F  2.74650 BMIFT80X8 CCPNDF / Short: SMIFT80W0 IRS KRW P V 03MKSDA BMIFT80Y6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18022000000 | OU      | $-77461.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTFJ46 IRS KRW R F  2.80000 BMIFTFJ53 CCPNDF / Short: SMIFTFJ46 IRS KRW P V 03MKSDA BMIFTFJ61 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8561000000 | OU      | $-30585.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTFJA2 IRS KRW R F  2.79400 BMIFTFJB0 CCPNDF / Short: SMIFTFJA2 IRS KRW P V 03MKSDA BMIFTFJC8 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7670900000 | OU      | $-28029.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTMUU0 IRS KRW R F  2.87950 BMIFTMUV8 CCPNDF / Short: SMIFTMUU0 IRS KRW P V 03MKSDA BMIFTMUW6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3379200000 | OU      | $-8428.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTXKK9 IRS INR R F  5.73650 BMIFTXKL7 CCPNDFOIS / Short: SMIFTXKK9 IRS INR P V 06MMIBOR BMIFTXKM5 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    910000000 | OU      | $-163011.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTXGW8 IRS KRW R F  2.85350 BMIFTXGX6 CCPNDF / Short: SMIFTXGW8 IRS KRW P V 03MKSDA BMIFTXGY4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4506000000 | OU      | $-12828.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFTXH56 IRS KRW R F  2.84450 BMIFTXH64 CCPNDF / Short: SMIFTXH56 IRS KRW P V 03MKSDA BMIFTXH72 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3396000000 | OU      | $-10082.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU2N97 IRS KRW R F  2.80130 BMIFU2NA4 CCPNDF / Short: SMIFU2N97 IRS KRW P V 03MKSDA BMIFU2NB2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9010900000 | OU      | $-32033.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU2B74 IRS CNY R F  1.58925 BMIFU2B82 CCPNDF / Short: SMIFU2B74 IRS CNY P V 00MCNRR BMIFU2B90 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     32500000 | OU      | $-9217.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU4JK3 IRS MYR R F  3.33050 BMIFU4JL1 CCPNDF / Short: SMIFU4JK3 IRS MYR P V 03MKLIBO BMIFU4JM9 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33200000 | OU      | $-64722.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU8792 IRS CNY R F  1.58800 BMIFU87A9 CCPNDF / Short: SMIFU8792 IRS CNY P V 00MCNRR BMIFU87B7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96000000 | OU      | $-28053.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFUAE73 IRS CNY R F  1.58500 BMIFUAE81 CCPNDF / Short: SMIFUAE73 IRS CNY P V 00MCNRR BMIFUAE99 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68100000 | OU      | $-21308.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU88H3 IRS CNY R F  1.58650 BMIFU88J9 CCPNDF / Short: SMIFU88H3 IRS CNY P V 00MCNRR BMIFU88K6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31900000 | OU      | $-9651.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFU84K0 IRS CNY R F  1.58950 BMIFU84L8 CCPNDF / Short: SMIFU84K0 IRS CNY P V 00MCNRR BMIFU84M6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     54000000 | OU      | $-15221.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFV8HR0 IRS THB R F  1.26750 BMIFV8HS8 CCPNDFOIS / Short: SMIFV8HR0 IRS THB P V 12MTHOR BMIFV8HT6 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    260100000 | OU      | $-79230.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFV87U4 IRS MYR R F  3.28050 BMIFV87V2 CCPNDF / Short: SMIFV87U4 IRS MYR P V 03MKLIBO BMIFV87W0 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17600000 | OU      | $-44613.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFVK7C7 TRS EGP R F   .00000 ACI2VDB89 BOND TRS / Short: BMIFVK7C7 TRS USD P V 00MSOFR SOFRRATE + 65BPS                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    226448370 | OU      | $275632.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWU437 IRS HUF R F  6.32600 BMIFWU445 CCPVANILLA / Short: SMIFWU437 IRS HUF P V 06MBUBOR BMIFWU452 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2993749200 | OU      | $129286.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWUN10 IRS HUF R F  6.70400 BMIFWUN28 CCPVANILLA / Short: SMIFWUN10 IRS HUF P V 06MBUBOR BMIFWUN36 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    291256904 | OU      | $22277.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWUK05 IRS HUF R F  6.33250 BMIFWUK13 CCPVANILLA / Short: SMIFWUK05 IRS HUF P V 06MBUBOR BMIFWUK21 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1496874600 | OU      | $65892.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWU7E0 IRS PLN R V 06MWIBOR BMIFWU7G5 CCPVANILLA / Short: BMIFWU7E0 IRS PLN P F  3.86500 BMIFWU7F7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15070000 | OU      | $-12461.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFWUMS2 IRS HUF R F  6.69500 BMIFWUMT0 CCPVANILLA / Short: SMIFWUMS2 IRS HUF P V 06MBUBOR BMIFWUMU7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    291256904 | OU      | $21686.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWUMP8 IRS PLN R V 06MWIBOR BMIFWUMR4 CCPVANILLA / Short: BMIFWUMP8 IRS PLN P F  4.27800 BMIFWUMQ6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1358930 | OU      | $-1378.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWUMH6 IRS PLN R V 06MWIBOR BMIFWUMK9 CCPVANILLA / Short: BMIFWUMH6 IRS PLN P F  4.26000 BMIFWUMJ2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1358930 | OU      | $-818.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFWUJX5 IRS PLN R V 06MWIBOR BMIFWUJZ0 CCPVANILLA / Short: BMIFWUJX5 IRS PLN P F  3.87800 BMIFWUJY3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7535000 | OU      | $-7448.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFX0FF3 IRS PLN R V 06MWIBOR BMIFX0FH9 CCPVANILLA / Short: BMIFX0FF3 IRS PLN P F  3.90000 BMIFX0FG1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7535000 | OU      | $-9509.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX12S7 IRS HUF R F  6.68000 BMIFX12T5 CCPVANILLA / Short: SMIFX12S7 IRS HUF P V 06MBUBOR BMIFX12U2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1146391842 | OU      | $81478.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX0F63 IRS HUF R F  6.36250 BMIFX0F71 CCPVANILLA / Short: SMIFX0F63 IRS HUF P V 06MBUBOR BMIFX0F89 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1266586200 | OU      | $60633.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFX0R37 IRS PLN R V 06MWIBOR BMIFX0R52 CCPVANILLA / Short: BMIFX0R37 IRS PLN P F  4.30800 BMIFX0R45 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4011113 | OU      | $-6825.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFX12P3 IRS PLN R V 06MWIBOR BMIFX12R9 CCPVANILLA / Short: BMIFX12P3 IRS PLN P F  4.30500 BMIFX12Q1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6089914 | OU      | $-9944.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIFX0NE7 IRS PLN R V 06MWIBOR BMIFX0NG2 CCPVANILLA / Short: BMIFX0NE7 IRS PLN P F  4.30400 BMIFX0NF4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4011113 | OU      | $-6458.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX0R60 IRS HUF R F  6.73000 BMIFX0R78 CCPVANILLA / Short: SMIFX0R60 IRS HUF P V 06MBUBOR BMIFX0R86 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    833145903 | OU      | $68610.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX0NV9 IRS HUF R F  6.72500 BMIFX0NW7 CCPVANILLA / Short: SMIFX0NV9 IRS HUF P V 06MBUBOR BMIFX0NX5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    810628447 | OU      | $65841.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFX8L10 IRS CZK R F  3.99700 BMIFX8L28 CCPVANILLA / Short: SMIFX8L10 IRS CZK P V 06MPRIBO BMIFX8L36 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    105000000 | OU      | $88440.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFX8S21 IRS MXN R F  7.27000 BMIFX8S39 CCPOIS / Short: SMIFX8S21 IRS MXN P V 01MTIEF BMIFX8S47 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    217000000 | OU      | $56795.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFX9V82 IRS MXN R F  7.30000 BMIFX9V90 CCPOIS / Short: SMIFX9V82 IRS MXN P V 01MTIEF BMIFX9VA7 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    196100000 | OU      | $57239.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIFX9KX9 IRS MXN R F  7.30000 BMIFX9KY7 CCPOIS / Short: SMIFX9KX9 IRS MXN P V 01MTIEF BMIFX9KZ4 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    250000000 | OU      | $72768.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFXGGT7 IRS PLN R F  3.94250 BMIFXGGU4 CCPVANILLA / Short: SMIFXGGT7 IRS PLN P V 06MWIBOR BMIFXGGV2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     84200000 | OU      | $150761.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFX1W62 TRS EGP R F   .00000 ACI2VDB89 BOND TRS / Short: BMIFX1W62 TRS USD P V 00MSOFR SOFRRATE+ 65BPS                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    456482895 | OU      | $541996.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFXCWR2 IRS INR R F  5.98300 BMIFXCWS0 CCPNDFOIS / Short: SMIFXCWR2 IRS INR P V 06MMIBOR BMIFXCWT8 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1040000000 | OU      | $-97108.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYHUR2 IRS CNY R F  1.61950 BMIFYHUS0 CCPNDF / Short: SMIFYHUR2 IRS CNY P V 00MCNRR BMIFYHUT8 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     59542600 | OU      | $-8174.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYFLK1 IRS CNY R F  1.62650 BMIFYFLL9 CCPNDF / Short: SMIFYFLK1 IRS CNY P V 00MCNRR BMIFYFLM7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     29137000 | OU      | $-2601.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYFNZ6 IRS CNY R F  1.62550 BMIFYFP01 CCPNDF / Short: SMIFYFNZ6 IRS CNY P V 00MCNRR BMIFYFP19 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     36520000 | OU      | $-3511.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYFR09 IRS CNY R F  1.62530 BMIFYFR17 CCPNDF / Short: SMIFYFR09 IRS CNY P V 00MCNRR BMIFYFR25 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     72852000 | OU      | $-7105.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIFYAEJ3 TRS EGP R F   .00000 ACI2VVLL9 BOND TRS / Short: BMIFYAEJ3 TRS USD P V 00MSOFR SOFRRATE+75BPS                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | EG        |      6336698 | OU      | $6055.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFYCG81 TRS EGP R F   .00000 ACI2VVLL9 BOND TRS / Short: BMIFYCG81 TRS USD P V 00MSOFR SOFRRATE+65BPS                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |     62029228 | OU      | $59172.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYPB61 IRS CNY R F  1.60450 BMIFYPB79 CCPNDF / Short: SMIFYPB61 IRS CNY P V 00MCNRR BMIFYPB87 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21948400 | OU      | $-5271.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYTBD8 IRS INR R F  5.92700 BMIFYTBE6 CCPNDFOIS / Short: SMIFYTBD8 IRS INR P V 06MMIBOR BMIFYTBF3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    496350000 | OU      | $-58936.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIFYP8Q1 IRS THB R F  1.38400 BMIFYP8R9 CCPNDFOIS / Short: SMIFYP8Q1 IRS THB P V 12MTHOR BMIFYP8S7 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    131110000 | OU      | $-23543.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFZ8YP1 TRS EGP R F   .00000 ACI2Y9KQ5 BOND TRS / Short: BMIFZ8YP1 TRS USD P V 00MSOFR SOFRRATE+65BPS                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    238270375 | OU      | $207598.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFZFDV5 TRS EGP R F   .00000 ACI2W0K52 BOND TRS / Short: BMIFZFDV5 TRS USD P V 00MSOFR SOFRRATE+65BPS                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    205539688 | OU      | $179972.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIFZM1J0 TRS COP R F   .00000 ACI22YPY3 BOND TRS / Short: BMIFZM1J0 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  12593000000 | OU      | $-96144.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG00VJ1 IRS MYR R F  3.36900 BMIG00VK8 CCPNDF / Short: SMIG00VJ1 IRS MYR P V 03MKLIBO BMIG00VL6 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68100000 | OU      | $-121781.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG0NHC2 IRS BRL R F 12.96300 BMIG0NHD0 CCPNDFPREDISWAP / Short: SMIG0NHC2 IRS BRL P V 00MBRCDI BMIG0NHE8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    108100000 | OU      | $139949.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0NNZ4 IRS CZK R F  3.82600 BMIG0NP09 CCPVANILLA / Short: SMIG0NNZ4 IRS CZK P V 06MPRIBO BMIG0NP17 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    223900000 | OU      | $101645.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0V8D2 IRS HUF R F  5.97450 BMIG0V8E0 CCPVANILLA / Short: SMIG0V8D2 IRS HUF P V 06MBUBOR BMIG0V8F7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3430400000 | OU      | $-852.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIG0YBD2 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIG0YBD2 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  56900000000 | OU      | $62134.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0S0L9 IRS CNY R F  1.62800 BMIG0S0M7 CCPNDF / Short: SMIG0S0L9 IRS CNY P V 00MCNRR BMIG0S0N5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    165200000 | OU      | $-13052.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0SAE4 IRS MYR R F  3.40300 BMIG0SAF1 CCPNDF / Short: SMIG0SAE4 IRS MYR P V 03MKLIBO BMIG0SAG9 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21400000 | OU      | $-29822.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG0S4X9 IRS THB R F  1.29550 BMIG0S4Y7 CCPNDFOIS / Short: SMIG0S4X9 IRS THB P V 12MTHOR BMIG0S4Z4 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280700000 | OU      | $-88587.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG22KA6 IRS MXN R F  7.11500 BMIG22KB4 CCPOIS / Short: SMIG22KA6 IRS MXN P V 01MTIEF BMIG22KC2 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    456000000 | OU      | $41586.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG2AVW8 IRS MXN R F  7.07750 BMIG2AVX6 CCPOIS / Short: SMIG2AVW8 IRS MXN P V 01MTIEF BMIG2AVY4 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    454000000 | OU      | $23235.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | Long: BMIG28U12 TRS EGP R F   .00000 ACI2YQPL3 BOND TRS / Short: BMIG28U12 TRS USD P V 00MSOFR SOFRRATE+75BPS                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | EG        |    787949139 | OU      | $316044.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG2HZW9 IRS MXN R F  7.03500 BMIG2HZX7 CCPOIS / Short: SMIG2HZW9 IRS MXN P V 01MTIEF BMIG2HZY5 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     70000000 | OU      | $407.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG2EE25 IRS INR R V 06MMIBOR BMIG2EE41 CCPNDFOIS / Short: BMIG2EE25 IRS INR P F  6.01500 BMIG2EE33 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1297400000 | OU      | $102337.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG2H5S1 IRS CLP R F  4.71930 BMIG2H5T9 CCPNDFCAMARAPROMEDIO / Short: SMIG2H5S1 IRS CLP P V 06MCLICP BMIG2H5U6 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4923300000 | OU      | $-454.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG2MDU6 IRS CNY R F  1.61250 BMIG2MDV4 CCPNDF / Short: SMIG2MDU6 IRS CNY P V 00MCNRR BMIG2MDW2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     54570000 | OU      | $-10112.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG2LZ42 IRS MYR R F  3.42900 BMIG2LZ59 CCPNDF / Short: SMIG2LZ42 IRS MYR P V 03MKLIBO BMIG2LZ67 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19000000 | OU      | $-20742.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG31Y46 IRS COP R F 10.45250 BMIG31Y53 CCPNDFOIS / Short: SMIG31Y46 IRS COP P V 03MCPIBR BMIG31Y61 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  95000000000 | OU      | $-472279.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG2X143 IRS MYR R V 03MKLIBO BMIG2X168 CCPNDF / Short: BMIG2X143 IRS MYR P F  3.53000 BMIG2X150 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17500000 | OU      | $-1413.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG2X0Y8 IRS MYR R V 03MKLIBO BMIG2X101 CCPNDF / Short: BMIG2X0Y8 IRS MYR P F  3.52000 BMIG2X0Z5 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45000000 | OU      | $1589.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG315H9 IRS COP R F 10.38000 BMIG315J5 CCPNDFOIS / Short: SMIG315H9 IRS COP P V 03MCPIBR BMIG315K2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12000000000 | OU      | $-107312.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG387Q2 IRS THB R V 12MTHOR BMIG387S8 CCPNDFOIS / Short: BMIG387Q2 IRS THB P F  1.40600 BMIG387R0 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    229780000 | OU      | $33493.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG38824 IRS THB R V 12MTHOR BMIG38840 CCPNDFOIS / Short: BMIG38824 IRS THB P F  1.40950 BMIG38832 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    112375300 | OU      | $15775.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIG387W9 IRS THB R V 12MTHOR BMIG387Y5 CCPNDFOIS / Short: BMIG387W9 IRS THB P F  1.41350 BMIG387X7 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    127044700 | OU      | $17053.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG2X176 IRS INR R F  6.02750 BMIG2X184 CCPNDFOIS / Short: SMIG2X176 IRS INR P V 06MMIBOR BMIG2X192 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1864300000 | OU      | $-136497.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG2TV31 IRS COP R F 10.57000 BMIG2TV49 CCPNDFOIS / Short: SMIG2TV31 IRS COP P V 03MCPIBR BMIG2TV56 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  56112700000 | OU      | $-212583.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIG316J4 TRS COP R V 00MDTF DTF RATE 90DAY NON COMPOUNDING / Short: BMIG316J4 TRS COP P F   .00000 ACI22YPY3 BOND TRS               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  12593000000 | OU      | $93089.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIG32876 TRS COP R F   .00000 ACI17K571 BOND TRS / Short: BMIG32876 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  17300000000 | OU      | $-56861.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIG3PZC4 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIG3PZC4 TRS COP P V 00MDTF DTF RATE 90DAY NON COMPOUNDING               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  18000000000 | OU      | $-52029.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG3LE44 IRS THB R F  1.46500 BMIG3LE51 CCPNDFOIS / Short: SMIG3LE44 IRS THB P V 12MTHOR BMIG3LE69 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    128120000 | OU      | $-7056.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG3YSL3 IRS COP R F 10.56000 BMIG3YSM1 CCPNDFOIS / Short: SMIG3YSL3 IRS COP P V 03MCPIBR BMIG3YSN9 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13000000000 | OU      | $-79294.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIG3YVL9 TRS COP R V 00MDTF DTF RATE 90DAY NON COMPOUNDING / Short: BMIG3YVL9 TRS COP P F   .00000 ACI17K571 BOND TRS               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  17300000000 | OU      | $26893.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG4TCR7 IRS BRL R F 12.97080 BMIG4TCS5 CCPNDFPREDISWAP / Short: SMIG4TCR7 IRS BRL P V 00MBRCDI BMIG4TCT3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     30362000 | OU      | $8021.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG4TBE7 IRS BRL R F 13.02500 BMIG4TBF4 CCPNDFPREDISWAP / Short: SMIG4TBE7 IRS BRL P V 00MBRCDI BMIG4TBG2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     33000000 | OU      | $24268.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIG514Y1 IRS COP R F 10.75000 BMIG514Z8 CCPNDFOIS / Short: SMIG514Y1 IRS COP P V 03MCPIBR BMIG51504 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  17900000000 | OU      | $-55462.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG4UK53 IRS CNY R F  1.61750 BMIG4UK61 CCPNDF / Short: SMIG4UK53 IRS CNY P V 00MCNRR BMIG4UK79 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99000000 | OU      | $-14950.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIG4URM9 IRS MYR R F  3.45250 BMIG4URN7 CCPNDF / Short: SMIG4URM9 IRS MYR P V 03MKLIBO BMIG4URP2 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000000 | OU      | $-24567.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    318000000 | PA      | $15898789.94  | 0.90%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       561000 | PA      | $165214.50    | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16020000 | PA      | $3717802.94   | 0.21%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    249325075 | PA      | $15574267.32  | 0.88%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1043000 | PA      | $304947.13    | 0.02%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        36138 | PA      | $21729.67     | 0.00%             | 2026-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    201829373 | PA      | $12847317.59  | 0.73%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    577544300 | PA      | $31218724.21  | 1.77%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    261204342 | PA      | $16643245.85  | 0.95%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        21897 | PA      | $12791.72     | 0.00%             | 2027-09-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 154676000000 | PA      | $10446274.27  | 0.59%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    349080000 | PA      | $22152053.54  | 1.26%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        15000 | PA      | $4462.50      | 0.00%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     22375000 | PA      | $4143990.05   | 0.24%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        53000 | PA      | $15539.21     | 0.00%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     27000000 | PA      | $91396.26     | 0.01%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       633000 | PA      | $189773.40    | 0.01%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    110000000 | PA      | $327811.02    | 0.02%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       532000 | PA      | $145129.60    | 0.01%             | 2049-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 139015000000 | PA      | $8941766.15   | 0.51%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16622000000 | PA      | $1060896.55   | 0.06%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        15000 | PA      | $4450.96      | 0.00%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    383618000 | PA      | $13617457.43  | 0.77%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     32030000 | PA      | $7438128.68   | 0.42%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   1352400000 | PA      | $365077.53    | 0.02%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1817240000 | PA      | $3870314.33   | 0.22%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     58352000 | PA      | $17346191.81  | 0.99%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 129185000000 | PA      | $8270610.72   | 0.47%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |    167700000 | PA      | $44495.37     | 0.00%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1018000000 | PA      | $3179853.74   | 0.18%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1958000 | PA      | $1699084.54   | 0.10%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17415000 | PA      | $4401306.69   | 0.25%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6235000 | PA      | $1658653.94   | 0.09%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      1473000 | PA      | $1259287.61   | 0.07%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     21190000 | PA      | $4764340.73   | 0.27%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    255910000 | PA      | $2542789.30   | 0.14%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1504000 | PA      | $444244.00    | 0.03%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1605050000 | PA      | $3196146.29   | 0.18%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       424353 | PA      | $358047.84    | 0.02%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  20683000000 | PA      | $6008486.80   | 0.34%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57650000 | PA      | $13286720.29  | 0.75%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70650000 | PA      | $15526238.10  | 0.88%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    845620000 | PA      | $1673172.24   | 0.10%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57850000 | PA      | $11147870.72  | 0.63%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  50050000000 | PA      | $3017610.96   | 0.17%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       690000 | PA      | $579351.07    | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     17950000 | PA      | $4229119.48   | 0.24%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    201119100 | PA      | $10063791.23  | 0.57%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 163285000000 | PA      | $10194976.47  | 0.58%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     60000000 | PA      | $2122547.51   | 0.12%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     19100000 | PA      | $4856729.13   | 0.28%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6025000 | PA      | $1494154.39   | 0.08%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    161360000 | PA      | $8725172.21   | 0.50%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                   | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    124000000 | PA      | $22331883.41  | 1.27%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1779000 | PA      | $115296.94    | 0.01%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4032000 | PA      | $306271.62    | 0.02%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2343000 | PA      | $150112.55    | 0.01%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4500000 | PA      | $1151145.30   | 0.07%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    862400000 | PA      | $2487007.70   | 0.14%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    792413000 | PA      | $2294979.72   | 0.13%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4512022000 | PA      | $12893670.03  | 0.73%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    212760000 | PA      | $564497.08    | 0.03%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    192000000 | PA      | $2070560.98   | 0.12%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   7004900000 | PA      | $1841254.85   | 0.10%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000000 | PA      | $161210.71    | 0.01%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000000 | PA      | $3612031.04   | 0.21%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2398144000 | PA      | $4416889.90   | 0.25%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    108140000 | PA      | $5403494.49   | 0.31%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   5777290000 | PA      | $18530152.63  | 1.05%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    530772877 | PA      | $11469095.75  | 0.65%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1119510000 | PA      | $12564127.18  | 0.71%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  21000000000 | PA      | $1269883.82   | 0.07%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    490529000 | PA      | $756693.06    | 0.04%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2194000 | PA      | $2293825.55   | 0.13%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     52027000 | PA      | $95803.84     | 0.01%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       909272 | PA      | $935874.52    | 0.05%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                   | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    272000000 | PA      | $2913870.69   | 0.17%             | 2034-04-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      2100000 | PA      | $2184434.70   | 0.12%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  25170000000 | PA      | $2158432.46   | 0.12%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                   | Corp Andina de Fomento                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    221000000 | PA      | $2469337.90   | 0.14%             | 2034-04-26      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    567800000 | PA      | $7354708.04   | 0.42%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     40325000 | PA      | $954875.45    | 0.05%             | 2027-06-16      | Floating      | 38.39%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     91000000 | PA      | $1129660.81   | 0.06%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     19620000 | PA      | $6415212.70   | 0.36%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  50140000000 | PA      | $4250697.87   | 0.24%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    133795200 | PA      | $34897730.05  | 1.98%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    383300000 | PA      | $4754288.59   | 0.27%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 155110000000 | PA      | $13642544.40  | 0.77%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    699000000 | PA      | $8991547.30   | 0.51%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  61049600000 | PA      | $17044881.46  | 0.97%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                  | Nigeria Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1461000000 | PA      | $1144153.43   | 0.06%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 166600000000 | PA      | $10198480.79  | 0.58%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    131100000 | PA      | $9058556.94   | 0.51%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     69266000 | PA      | $1572953.39   | 0.09%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      5898876 | PA      | $527689.94    | 0.03%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      1769876 | PA      | $162997.86    | 0.01%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1122526000 | PA      | $24492323.04  | 1.39%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     10100000 | PA      | $2369377.54   | 0.13%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    290727171 | PA      | $6688857.57   | 0.38%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1782069000 | PA      | $3007360.26   | 0.17%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     38700000 | PA      | $516545.61    | 0.03%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     90000000 | PA      | $303647.79    | 0.02%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    161000000 | PA      | $477321.04    | 0.03%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000000 | PA      | $23316319.52  | 1.32%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1320000000 | PA      | $4453006.14   | 0.25%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    565995000 | PA      | $682615.46    | 0.04%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     79200000 | PA      | $980336.54    | 0.06%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    531000000 | PA      | $1799861.82   | 0.10%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    106400000 | PA      | $1327833.27   | 0.08%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      1728000 | PA      | $1630745.65   | 0.09%             | 2029-02-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     40900000 | PA      | $552817.83    | 0.03%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    100250000 | PA      | $2124781.98   | 0.12%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  24000000000 | PA      | $2061800.25   | 0.12%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     16000000 | PA      | $197268.19    | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2905555000 | PA      | $4059630.46   | 0.23%             | 2033-04-04      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     25000000 | PA      | $85096.04     | 0.00%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    207531000 | PA      | $305088.19    | 0.02%             | 2031-05-10      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    399269000 | PA      | $618246.53    | 0.04%             | 2033-08-23      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    591000000 | PA      | $2020841.91   | 0.11%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |     49300000 | PA      | $603089.43    | 0.03%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                   | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      5762000 | PA      | $7030196.09   | 0.40%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    319600000 | PA      | $6599399.90   | 0.37%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    197350000 | PA      | $4066819.84   | 0.23%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2251986000 | PA      | $1623068.32   | 0.09%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     36548000 | PA      | $69000.47     | 0.00%             | 2032-03-06      | Fixed         | 14.60%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    759000000 | PA      | $2565174.77   | 0.15%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  42550000000 | PA      | $3717504.61   | 0.21%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    116175000 | PA      | $2327983.27   | 0.13%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    826542000 | PA      | $18198074.19  | 1.03%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4207412000 | PA      | $11614249.15  | 0.66%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                       | TBC Bank Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  30470000000 | PA      | $2504862.92   | 0.14%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40841000 | PA      | $13064334.49  | 0.74%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     17818000 | PA      | $456735.28    | 0.03%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     59000000 | PA      | $3189159.99   | 0.18%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2346899000 | PA      | $4260397.27   | 0.24%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     79475000 | PA      | $1557093.20   | 0.09%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                   | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  14946700000 | PA      | $1254482.49   | 0.07%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    377330000 | PA      | $599276.45    | 0.03%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     75467000 | PA      | $140863.88    | 0.01%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     60000000 | PA      | $198766.72    | 0.01%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    187725000 | PA      | $3661491.44   | 0.21%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    579080000 | PA      | $390583.35    | 0.02%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    268468000 | PA      | $188925.51    | 0.01%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      6437000 | PA      | $348737.68    | 0.02%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   1313850000 | PA      | $25398872.55  | 1.44%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    186299000 | PA      | $347504.91    | 0.02%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1365000000 | PA      | $4432011.66   | 0.25%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4189202000 | PA      | $3008540.34   | 0.17%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                  | Nigeria Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  10975700000 | PA      | $8084839.69   | 0.46%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1340468000 | PA      | $935079.59    | 0.05%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1120240000 | PA      | $12071617.34  | 0.69%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1887648000 | PA      | $1253460.40   | 0.07%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                            | Jscb Agrobank                                                                                                                              | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        | 177800000000 | PA      | $14885555.69  | 0.85%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM                    | Kazakhstan Treasury Bill - MEKKAM                                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |   4778855000 | PA      | $9061144.75   | 0.51%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   9329000000 | PA      | $6592226.30   | 0.37%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1044300000 | PA      | $426595.66    | 0.02%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  31300000000 | PA      | $2595196.48   | 0.15%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   3104000000 | PA      | $1369926.76   | 0.08%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  11291908000 | PA      | $7914102.20   | 0.45%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      9041000 | PA      | $9109359.18   | 0.52%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      3390000 | PA      | $3415503.75   | 0.19%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8534178000 | PA      | $5908389.14   | 0.34%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  12016153000 | PA      | $8038673.37   | 0.46%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  14516497000 | PA      | $10013293.45  | 0.57%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    345825000 | PA      | $7020687.65   | 0.40%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    426500000 | PA      | $7794723.82   | 0.44%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  13786625000 | PA      | $9188765.09   | 0.52%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     10300000 | PA      | $530816.08    | 0.03%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      6437000 | PA      | $349679.41    | 0.02%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2253000 | PA      | $122554.49    | 0.01%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     12701000 | PA      | $656163.34    | 0.04%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    441200000 | PA      | $8034425.17   | 0.46%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEOKAM                 | Kazakhstan Government Bond - MEOKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2713728000 | PA      | $5513342.34   | 0.31%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                        | Congolese International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |     12440000 | PA      | $11608029.10  | 0.66%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    196875000 | PA      | $3572636.21   | 0.20%             | 2026-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    180000000 | PA      | $3623305.22   | 0.21%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    803605000 | PA      | $2183960.04   | 0.12%             | 2030-04-29      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8318696000 | PA      | $5716169.32   | 0.32%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2133950000 | PA      | $1454982.36   | 0.08%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2271489000 | PA      | $1554772.59   | 0.09%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    354350000 | PA      | $7510388.98   | 0.43%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    389400000 | PA      | $7360614.87   | 0.42%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2799884000 | PA      | $1901697.86   | 0.11%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     19312000 | PA      | $997035.40    | 0.06%             | 2040-11-24      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17381000 | PA      | $893435.51    | 0.05%             | 2032-11-24      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     14805000 | PA      | $766481.09    | 0.04%             | 2030-11-24      | Fixed         | 16.49%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     20599000 | PA      | $1064434.12   | 0.06%             | 2035-11-24      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      6437000 | PA      | $331446.44    | 0.02%             | 2028-11-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1205450000 | PA      | $797520.73    | 0.05%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     13196000 | PA      | $681530.76    | 0.04%             | 2035-12-22      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     13125000 | PA      | $680390.33    | 0.04%             | 2032-12-22      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8174040 | PA      | $6526293.88   | 0.37%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5794000 | PA      | $370538.25    | 0.02%             | 2034-11-25      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     58777000 | PA      | $1501596.43   | 0.09%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    270000000 | PA      | $5219542.25   | 0.30%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2299810000 | PA      | $1510472.93   | 0.09%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     48175000 | PA      | $883597.78    | 0.05%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                            | Absa Bank Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     48175000 | PA      | $982452.09    | 0.06%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2134003000 | PA      | $1361785.71   | 0.08%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2134003000 | PA      | $1391905.58   | 0.08%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     12875000 | PA      | $657989.16    | 0.04%             | 2031-01-26      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     28327000 | PA      | $1447713.05   | 0.08%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     12876000 | PA      | $658356.64    | 0.04%             | 2041-01-26      | Fixed         | 18.79%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                   | Zambia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     15451000 | PA      | $789651.23    | 0.04%             | 2033-01-26      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    174740000 | PA      | $2071826.14   | 0.12%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  10065750000 | PA      | $6102328.28   | 0.35%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE MAR26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -61 | NC      | $-723.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUXL 30Y BND MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -7 | NC      | $15765.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -30 | NC      | $61549.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -201 | NC      | $296634.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -219 | NC      | $158757.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -18 | NC      | $29231.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                  | BMIG0DQR1                                                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     32800000 | OU      | $168001.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIG0FBN1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     39150000 | OU      | $200526.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     20770000 | PA      | $6504997.27   | 0.37%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    622878700 | PA      | $34195819.65  | 1.94%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   5702000000 | PA      | $425781.14    | 0.02%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     34685000 | PA      | $53529.82     | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1234276000 | PA      | $1955558.66   | 0.11%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 147586000000 | PA      | $9495270.86   | 0.54%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1754000 | PA      | $1922364.00   | 0.11%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000000 | PA      | $230208.37    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 152790000000 | PA      | $9516946.38   | 0.54%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 168241000000 | PA      | $10534482.63  | 0.60%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    420507000 | PA      | $25645627.50  | 1.46%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                    | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    228900000 | PA      | $2398050.83   | 0.14%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    766295967 | PA      | $50042459.85  | 2.84%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SIMPAR FINANCE SARL                      | Simpar Finance S.a.r.l                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     53195000 | PA      | $8288423.35   | 0.47%             | 2028-02-12      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bonds    | Jordan Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       497000 | PA      | $492581.21    | 0.03%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       571000 | PA      | $168890.38    | 0.01%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1912000 | PA      | $561578.30    | 0.03%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4141000 | PA      | $1213364.76   | 0.07%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       995000 | PA      | $293419.28    | 0.02%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |         8000 | PA      | $2360.16      | 0.00%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       961000 | PA      | $282075.12    | 0.02%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       369000 | PA      | $109034.33    | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       526000 | PA      | $153434.20    | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6373000 | PA      | $1875095.93   | 0.11%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       926000 | PA      | $274709.94    | 0.02%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1657000 | PA      | $495028.75    | 0.03%             | 2049-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2062000 | PA      | $606305.33    | 0.03%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4869000 | PA      | $1426860.45   | 0.08%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       285000 | PA      | $83624.27     | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1461000 | PA      | $426885.94    | 0.02%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0PTL1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     24100000 | OU      | $58177.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0VS88 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12900000 | OU      | $31140.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID18J62 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12500000 | OU      | $30350.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF6CSE6 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1110000 | OU      | $-206051.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF5XQR4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1387000 | OU      | $-256360.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIFA84P1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    -12700000 | OU      | $-12.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1NW0 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      6600000 | OU      | $6.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1P73 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -6600000 | OU      | $-55222.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFA1NZ3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -6600000 | OU      | $-6.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFAELS3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -5420000 | OU      | $-5.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG382 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -5300000 | OU      | $-47556.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG366 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -5300000 | OU      | $-5.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFAG358 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      5300000 | OU      | $5.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                 | BMIFANGZ3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -13200000 | OU      | $-120753.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                 | BMIFANGV2 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -13200000 | OU      | $-13.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                 | BMIFANGR1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |     13200000 | OU      | $13.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN77 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -2500000 | OU      | $-22870.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN69 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -2500000 | OU      | $-2.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIFANN51 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      2500000 | OU      | $2.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANX01 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      2700000 | OU      | $2.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANX84 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -2700000 | OU      | $-2.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFANXD3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -2700000 | OU      | $-24699.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAD9 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      5100000 | OU      | $5.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAF4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -5100000 | OU      | $-5.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFCHAH0 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -5100000 | OU      | $-53407.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1077 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |       670000 | OU      | $3.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD1085 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      -670000 | OU      | $-0.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFD10B8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      -670000 | OU      | $-7384.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIFNJ4Z1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     10772000 | OU      | $8272.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIFNJ4N8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     10772000 | OU      | $9005.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3T95 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      4686000 | OU      | $3116.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3VL5 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -4686000 | OU      | $-177074.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFP3TA2 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      4686000 | OU      | $177074.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIFPCES9 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     10770000 | OU      | $6580.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | BMIFTLQC7 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     10105000 | OU      | $2890.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | BMIFTTJC8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     11715000 | OU      | $5400.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIFUGKK4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     13000000 | OU      | $139204.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIFUR5L5 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      5378000 | OU      | $58474.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIFVBPS2 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      3000000 | OU      | $33507.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | BMIG0V3N5 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     38000000 | OU      | $194636.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | BMIG2FLA6 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |      5700000 | OU      | $30911.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | BMIG4UWV3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      3230000 | OU      | $10591.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2110400 | PA      | $812715.04    | 0.05%             | 2049-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4134200 | PA      | $1685099.92   | 0.10%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       751100 | PA      | $336192.36    | 0.02%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       935900 | PA      | $414229.34    | 0.02%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1197900 | PA      | $533185.29    | 0.03%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     14000000 | PA      | $273405.96    | 0.02%             | 2033-02-03      | Fixed         | 13.62%                | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     32900000 | PA      | $590233.86    | 0.03%             | 2035-09-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     23100000 | PA      | $404296.02    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       822000 | PA      | $880551.06    | 0.05%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    298029400 | PA      | $16361708.33  | 0.93%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  16011000000 | PA      | $2347701.62   | 0.13%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      3858300 | PA      | $1128552.75   | 0.06%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1945800 | PA      | $753024.60    | 0.04%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1706000 | PA      | $614160.00    | 0.03%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2498200 | PA      | $930579.50    | 0.05%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     12193780 | PA      | $3688618.45   | 0.21%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5306587 | PA      | $1621162.33   | 0.09%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       637500 | PA      | $210438.75    | 0.01%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela Government International Bonds | Venezuela Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       300000 | PA      | $115530.00    | 0.01%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1450100 | PA      | $507680.01    | 0.03%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4548500 | PA      | $1683399.85   | 0.10%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3088000 | PA      | $1135148.80   | 0.06%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    117693589 | PA      | $7199482.76   | 0.41%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      3071000 | PA      | $2740618.81   | 0.16%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     13254000 | PA      | $14061168.60  | 0.80%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2000000 | PA      | $2083480.30   | 0.12%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer