# EDGAR Filing Document

**Accession Number:** 0001394395
**File Stem:** 0001410368-25-012495
**Filing Date:** 2025-9
**Character Count:** 594452
**Document Hash:** 143d86def70db2d9040887e3098ce246
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012495.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012495

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 251350628

**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>

July 31, 2025

Portfolio of Investments (Unaudited)

------

Foreign Corporate Bonds — 4.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Brazil — 0.7% | Brazil — 0.7% | Brazil — 0.7% | Brazil — 0.7% |
| Simpar Finance SARL, 10.75%, 2/12/28<sup>(1)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53195 | &nbsp;&nbsp;$7652509 |
|  |  |  | &nbsp;&nbsp;**$7652509** |
| Colombia — 0.3% | Colombia — 0.3% | Colombia — 0.3% | Colombia — 0.3% |
| Patrimonio Autonomo Union Del Sur, 6.66%, 2/28/41<sup>(2)</sup> | COP | 18050431 | &nbsp;&nbsp;$3676290 |
|  |  |  | &nbsp;&nbsp;**$3676290** |
| Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% |
| TBC Bank Group PLC, 22.00%, 6/5/28<sup>(2)</sup> | UZS | 30470000 | &nbsp;&nbsp;$2406647 |
|  |  |  | &nbsp;&nbsp;**$2406647** |
| Kazakhstan — 0.3% | Kazakhstan — 0.3% | Kazakhstan — 0.3% | Kazakhstan — 0.3% |
| Development Bank of Kazakhstan JSC, 13.00%, 4/15/27<sup>(2)</sup> | KZT | &nbsp;&nbsp;&nbsp;&nbsp;2076500 | &nbsp;&nbsp;$3658438 |
|  |  |  | &nbsp;&nbsp;**$3658438** |
| Paraguay — 0.1% | Paraguay — 0.1% | Paraguay — 0.1% | Paraguay — 0.1% |
| Itau BBA International PLC, 9.03%, 2/19/30 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7212000 | &nbsp;&nbsp;$1031172 |
|  |  |  | &nbsp;&nbsp;**$1031172** |
| Peru — 0.2% | Peru — 0.2% | Peru — 0.2% | Peru — 0.2% |
| Telefonica del Peru SAA, 7.375%, 4/10/27<sup>(2)(3)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;$2455115 |
|  |  |  | &nbsp;&nbsp;**$2455115** |
| Supranational — 0.4% | Supranational — 0.4% | Supranational — 0.4% | Supranational — 0.4% |
| Asian Development Bank, 14.50%, 6/26/28 | UZS | 14946700 | &nbsp;&nbsp;$1183496 |
| European Bank for Reconstruction & Development: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.20%, 4/9/26<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2121876 |
| &nbsp;&nbsp;&nbsp;17.35%, 3/1/27<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp; 1204558 |
|  |  |  | &nbsp;&nbsp;**$4509930** |
| Uzbekistan — 1.5% | Uzbekistan — 1.5% | Uzbekistan — 1.5% | Uzbekistan — 1.5% |
| Ipoteka-Bank ATIB, 20.50%, 4/25/27<sup>(1)</sup> | UZS | 25170000 | &nbsp;&nbsp;$2037162 |
| Uzbek Industrial & Construction Bank ATB: |  |  |  |
| &nbsp;&nbsp;&nbsp;19.95%, 4/25/28<sup>(1)</sup> | UZS | 42550000 | &nbsp;&nbsp;&nbsp;&nbsp; 3429272 |
| &nbsp;&nbsp;&nbsp;21.00%, 7/24/27<sup>(1)</sup> | UZS | 155110000 | &nbsp;&nbsp;&nbsp;&nbsp; 12675173 |
|  |  |  | &nbsp;&nbsp;**$18141607** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Venezuela — 0.4% | Venezuela — 0.4% | Venezuela — 0.4% | Venezuela — 0.4% |
| Petroleos de Venezuela SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 4/12/27<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;$720041 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/12/37<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922 | &nbsp;&nbsp;&nbsp;&nbsp; 270069 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/16/24<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp;&nbsp;&nbsp; 902374 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/26<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17118 | &nbsp;&nbsp;&nbsp;&nbsp; 2422166 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/17/21<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 | &nbsp;&nbsp;&nbsp;&nbsp; 225854 |
| &nbsp;&nbsp;&nbsp;9.75%, 5/17/35<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp; 347582 |
| &nbsp;&nbsp;&nbsp;12.75%, 2/17/22<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp; 136031 |
|  |  |  | &nbsp;&nbsp;**$5024117** |
| Total Foreign Corporate Bonds<br> (identified cost $56,591,861) |  |  | &nbsp;&nbsp;**$48555825** |

---

Loan Participation Notes — 0.6%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uzbekistan — 0.6% | Uzbekistan — 0.6% | Uzbekistan — 0.6% | Uzbekistan — 0.6% |
| Europe Asia Investment Finance BV (borrower - Joint Stock Commercial Bank "Asaka"), 18.70%, 7/21/26<sup>(1)(4)(5)</sup> | UZS | 84113385 | &nbsp;&nbsp;$6636606 |
| Total Loan Participation Notes<br> (identified cost $7,116,039) |  |  | &nbsp;&nbsp;**$6636606** |

---

Sovereign Government Bonds — 70.7%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 2.1% | Albania — 2.1% | Albania — 2.1% |
| Albanian Government Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 1/10/28 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;$191258 |
| &nbsp;&nbsp;&nbsp;3.90%, 1/22/30 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79200 | &nbsp;&nbsp;&nbsp;&nbsp; 954054 |
| &nbsp;&nbsp;&nbsp;4.05%, 2/7/32 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106400 | &nbsp;&nbsp;&nbsp;&nbsp; 1282378 |
| &nbsp;&nbsp;&nbsp;4.30%, 7/10/27 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383300 | &nbsp;&nbsp;&nbsp;&nbsp; 4581274 |
| &nbsp;&nbsp;&nbsp;4.70%, 2/23/27 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp; 1087429 |
| &nbsp;&nbsp;&nbsp;4.95%, 7/22/29 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699000 | &nbsp;&nbsp;&nbsp;&nbsp; 8722152 |
| &nbsp;&nbsp;&nbsp;5.25%, 1/26/29 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567800 | &nbsp;&nbsp;&nbsp;&nbsp; 7134311 |
| &nbsp;&nbsp;&nbsp;5.59%, 2/19/40 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40900 | &nbsp;&nbsp;&nbsp;&nbsp; 500286 |
| &nbsp;&nbsp;&nbsp;6.13%, 7/25/34 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp; 493099 |
|  |  | &nbsp;&nbsp;**$24946241** |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Angola — 0.1% | Angola — 0.1% | Angola — 0.1% | Angola — 0.1% |
| Angola Government International Bonds, 9.125%, 11/26/49<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;$683732 |
|  |  |  | &nbsp;&nbsp;**$683732** |
| Argentina — 0.6% | Argentina — 0.6% | Argentina — 0.6% | Argentina — 0.6% |
| Argentina Treasury Bonds BONTE, 29.50%, 5/30/30 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;1877000 | &nbsp;&nbsp;$1479429 |
| Bono Del Tesoro Nacional Capitalizable en Pesos: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 1/15/27 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;1907287 | &nbsp;&nbsp;&nbsp;&nbsp; 1493837 |
| &nbsp;&nbsp;&nbsp;2.15%, 6/30/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;3306508 | &nbsp;&nbsp;&nbsp;&nbsp; 2584275 |
| &nbsp;&nbsp;&nbsp;2.60%, 2/13/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63576 | &nbsp;&nbsp;&nbsp;&nbsp; 54959 |
| &nbsp;&nbsp;&nbsp;2.65%, 1/30/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;1307643 | &nbsp;&nbsp;&nbsp;&nbsp; 1136402 |
| Letra Del Tesoro Nacional Capitalizable En Pesos, 2.35%, 5/29/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635762 | &nbsp;&nbsp;&nbsp;&nbsp; 461213 |
|  |  |  | &nbsp;&nbsp;**$7210115** |
| Armenia — 1.4% | Armenia — 1.4% | Armenia — 1.4% | Armenia — 1.4% |
| Republic of Armenia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 4/29/26 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212760 | &nbsp;&nbsp;$557132 |
| &nbsp;&nbsp;&nbsp;9.00%, 10/29/35 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397950 | &nbsp;&nbsp;&nbsp;&nbsp; 992220 |
| &nbsp;&nbsp;&nbsp;9.60%, 10/29/33 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;4272858 | &nbsp;&nbsp;&nbsp;&nbsp; 11012414 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/50 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792413 | &nbsp;&nbsp;&nbsp;&nbsp; 2030522 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/52 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862400 | &nbsp;&nbsp;&nbsp;&nbsp; 2207134 |
|  |  |  | &nbsp;&nbsp;**$16799422** |
| Bahamas — 0.6% | Bahamas — 0.6% | Bahamas — 0.6% | Bahamas — 0.6% |
| Bahamas Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 5/15/33<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987 | &nbsp;&nbsp;$1810157 |
| &nbsp;&nbsp;&nbsp;8.25%, 6/24/36<sup>(2)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp; 936100 |
| &nbsp;&nbsp;&nbsp;8.95%, 10/15/32<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp; 3640390 |
| &nbsp;&nbsp;&nbsp;9.00%, 6/16/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp; 247806 |
|  |  |  | &nbsp;&nbsp;**$6634453** |
| Benin — 0.4% | Benin — 0.4% | Benin — 0.4% | Benin — 0.4% |
| Benin Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 1/22/35<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;$111327 |
| &nbsp;&nbsp;&nbsp;6.875%, 1/19/52<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2451544 |
| &nbsp;&nbsp;&nbsp;7.96%, 2/13/38<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp; 2127165 |
|  |  |  | &nbsp;&nbsp;**$4690036** |
| 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%, 12/24/25 | BAM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;$33832 |
| &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;72 | &nbsp;&nbsp;&nbsp;&nbsp; 41749 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bosnia and Herzegovina (continued) | Bosnia and Herzegovina (continued) | Bosnia and Herzegovina (continued) | Bosnia and Herzegovina (continued) |
| Republic of Srpska Treasury Bonds: (continued) |  |  |  |
| &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;33 | &nbsp;&nbsp;$18590 |
|  |  |  | &nbsp;&nbsp;**$94171** |
| Brazil — 3.0% | Brazil — 3.0% | Brazil — 3.0% | Brazil — 3.0% |
| Brazil Letras do Tesouro Nacional, 0.00%, 1/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;$20884676 |
| Brazil Notas do Tesouro Nacional: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 8/15/30<sup>(6)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp; 10730835 |
| &nbsp;&nbsp;&nbsp;10.00%, 1/1/27 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22375 | &nbsp;&nbsp;&nbsp;&nbsp; 3799048 |
|  |  |  | &nbsp;&nbsp;**$35414559** |
| Cameroon — 0.1% | Cameroon — 0.1% | Cameroon — 0.1% | Cameroon — 0.1% |
| Republic of Cameroon Government International Bonds, 5.95%, 7/7/32<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;$1206178 |
|  |  |  | &nbsp;&nbsp;**$1206178** |
| Colombia — 7.2% | Colombia — 7.2% | Colombia — 7.2% | Colombia — 7.2% |
| Colombia TES: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 4/28/28 | COP | 192106800 | &nbsp;&nbsp;$41865175 |
| &nbsp;&nbsp;&nbsp;7.00%, 6/30/32 | COP | 35503000 | &nbsp;&nbsp;&nbsp;&nbsp; 6683591 |
| &nbsp;&nbsp;&nbsp;7.75%, 9/18/30 | COP | 65968100 | &nbsp;&nbsp;&nbsp;&nbsp; 13850686 |
| &nbsp;&nbsp;&nbsp;11.00%, 8/22/29 | COP | 71305500 | &nbsp;&nbsp;&nbsp;&nbsp; 17204948 |
| &nbsp;&nbsp;&nbsp;11.50%, 7/25/46 | COP | 24969700 | &nbsp;&nbsp;&nbsp;&nbsp; 5606709 |
|  |  |  | &nbsp;&nbsp;**$85211109** |
| Czech Republic — 0.2% | Czech Republic — 0.2% | Czech Republic — 0.2% | Czech Republic — 0.2% |
| Czech Republic Government Bonds, 4.50%, 11/11/32 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56140 | &nbsp;&nbsp;$2659871 |
|  |  |  | &nbsp;&nbsp;**$2659871** |
| Dominican Republic — 1.1% | Dominican Republic — 1.1% | Dominican Republic — 1.1% | Dominican Republic — 1.1% |
| Dominican Republic Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/15/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134580 | &nbsp;&nbsp;$2121929 |
| &nbsp;&nbsp;&nbsp;8.00%, 2/12/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336910 | &nbsp;&nbsp;&nbsp;&nbsp; 5301873 |
| &nbsp;&nbsp;&nbsp;11.25%, 9/15/35<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112750 | &nbsp;&nbsp;&nbsp;&nbsp; 2015985 |
| &nbsp;&nbsp;&nbsp;12.00%, 8/8/25<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95290 | &nbsp;&nbsp;&nbsp;&nbsp; 1565188 |
| &nbsp;&nbsp;&nbsp;12.75%, 9/23/29<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43300 | &nbsp;&nbsp;&nbsp;&nbsp; 783380 |
| &nbsp;&nbsp;&nbsp;13.00%, 6/10/34<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp; 683662 |
| Dominican Republic Central Bank Notes, 8.00%, 3/12/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36140 | &nbsp;&nbsp;&nbsp;&nbsp; 573762 |
|  |  |  | &nbsp;&nbsp;**$13045779** |
| Egypt — 3.3% | Egypt — 3.3% | Egypt — 3.3% | Egypt — 3.3% |
| Egypt Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;19.98%, 5/20/30 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826542 | &nbsp;&nbsp;$15721977 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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 Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;24.458%, 10/1/27 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;1122526 | &nbsp;&nbsp;$23080799 |
|  |  |  | &nbsp;&nbsp;**$38802776** |
| Ethiopia — 1.1% | Ethiopia — 1.1% | Ethiopia — 1.1% | Ethiopia — 1.1% |
| Ethiopia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 12/11/24<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13254 | &nbsp;&nbsp;$12226815 |
| &nbsp;&nbsp;&nbsp;6.625%, 12/11/25<sup>(2)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp; 719473 |
|  |  |  | &nbsp;&nbsp;**$12946288** |
| Ghana — 0.6% | Ghana — 0.6% | Ghana — 0.6% | Ghana — 0.6% |
| Ghana Cocoa Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;13.00%, 8/30/27 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;$254257 |
| &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; 473023 |
| Republic of Ghana Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.35% (5.00% cash and 3.35% PIK), 2/16/27 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14709 | &nbsp;&nbsp;&nbsp;&nbsp; 1261928 |
| &nbsp;&nbsp;&nbsp;8.50% (5.00% cash and 3.50% PIK), 2/15/28 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12248 | &nbsp;&nbsp;&nbsp;&nbsp; 992097 |
| &nbsp;&nbsp;&nbsp;8.65% (5.00% cash and 3.65% PIK), 2/13/29 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp;&nbsp; 321474 |
| &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;7575 | &nbsp;&nbsp;&nbsp;&nbsp; 560965 |
| &nbsp;&nbsp;&nbsp;8.95% (5.00% cash and 3.95% PIK), 2/11/31 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6598 | &nbsp;&nbsp;&nbsp;&nbsp; 471331 |
| &nbsp;&nbsp;&nbsp;9.25% (5.00% cash and 4.25% PIK), 2/8/33 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11589 | &nbsp;&nbsp;&nbsp;&nbsp; 788323 |
| &nbsp;&nbsp;&nbsp;9.55% (5.00% cash and 4.55% PIK), 2/6/35 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281 | &nbsp;&nbsp;&nbsp;&nbsp; 348734 |
| &nbsp;&nbsp;&nbsp;9.70% (5.00% cash and 4.70% PIK), 2/5/36 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9759 | &nbsp;&nbsp;&nbsp;&nbsp; 639079 |
| &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; 115930 |
| &nbsp;&nbsp;&nbsp;10.00%, 8/17/27 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 | &nbsp;&nbsp;&nbsp;&nbsp; 163863 |
| &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;5272 | &nbsp;&nbsp;&nbsp;&nbsp; 342848 |
|  |  |  | &nbsp;&nbsp;**$6733852** |
| Guatemala — 0.1% | Guatemala — 0.1% | Guatemala — 0.1% | Guatemala — 0.1% |
| Guatemala Government International Bonds, 6.60%, 6/13/36<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;$844251 |
|  |  |  | &nbsp;&nbsp;**$844251** |
| Honduras — 0.5% | Honduras — 0.5% | Honduras — 0.5% | Honduras — 0.5% |
| Honduras Government International Bonds, 8.625%, 11/27/34<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;$5440526 |
|  |  |  | &nbsp;&nbsp;**$5440526** |
| Hungary — 0.3% | Hungary — 0.3% | Hungary — 0.3% | Hungary — 0.3% |
| Hungary Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 4/25/41 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1227010 | &nbsp;&nbsp;$2098344 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/28/51 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524540 | &nbsp;&nbsp;&nbsp;&nbsp; 901735 |
|  |  |  | &nbsp;&nbsp;**$3000079** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Indonesia — 6.5% | Indonesia — 6.5% | Indonesia — 6.5% | Indonesia — 6.5% |
| Indonesia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 7/15/35 | IDR | 196708000 | &nbsp;&nbsp;$12132060 |
| &nbsp;&nbsp;&nbsp;6.875%, 7/15/54 | IDR | 21000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1262694 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/38 | IDR | 163285000 | &nbsp;&nbsp;&nbsp;&nbsp; 10215398 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/42 | IDR | 120649000 | &nbsp;&nbsp;&nbsp;&nbsp; 7469960 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/43 | IDR | 265292000 | &nbsp;&nbsp;&nbsp;&nbsp; 16436105 |
| &nbsp;&nbsp;&nbsp;7.375%, 5/15/48 | IDR | 16622000 | &nbsp;&nbsp;&nbsp;&nbsp; 1053333 |
| &nbsp;&nbsp;&nbsp;7.50%, 5/15/38 | IDR | 199443000 | &nbsp;&nbsp;&nbsp;&nbsp; 12837439 |
| &nbsp;&nbsp;&nbsp;7.50%, 4/15/40 | IDR | 39256000 | &nbsp;&nbsp;&nbsp;&nbsp; 2516581 |
| &nbsp;&nbsp;&nbsp;8.25%, 5/15/36 | IDR | 193017000 | &nbsp;&nbsp;&nbsp;&nbsp; 13120188 |
| &nbsp;&nbsp;&nbsp;9.50%, 5/15/41 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;5702000 | &nbsp;&nbsp;&nbsp;&nbsp; 432411 |
|  |  |  | &nbsp;&nbsp;**$77476169** |
| 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>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;$450237 |
|  |  |  | &nbsp;&nbsp;**$450237** |
| Kazakhstan — 0.6% | Kazakhstan — 0.6% | Kazakhstan — 0.6% | Kazakhstan — 0.6% |
| Kazakhstan Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 4/18/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1030234 | &nbsp;&nbsp;$1448674 |
| &nbsp;&nbsp;&nbsp;5.50%, 9/20/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34685 | &nbsp;&nbsp;&nbsp;&nbsp; 47679 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/24/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565995 | &nbsp;&nbsp;&nbsp;&nbsp; 604676 |
| &nbsp;&nbsp;&nbsp;7.22%, 12/10/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377330 | &nbsp;&nbsp;&nbsp;&nbsp; 538158 |
| &nbsp;&nbsp;&nbsp;7.68%, 8/13/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490529 | &nbsp;&nbsp;&nbsp;&nbsp; 682233 |
| &nbsp;&nbsp;&nbsp;8.44%, 5/10/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207531 | &nbsp;&nbsp;&nbsp;&nbsp; 275465 |
| &nbsp;&nbsp;&nbsp;10.55%, 7/28/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1782069 | &nbsp;&nbsp;&nbsp;&nbsp; 2743578 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/12/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76306 | &nbsp;&nbsp;&nbsp;&nbsp; 128884 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/19/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52027 | &nbsp;&nbsp;&nbsp;&nbsp; 87240 |
| &nbsp;&nbsp;&nbsp;14.45%, 6/5/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164040 | &nbsp;&nbsp;&nbsp;&nbsp; 279935 |
| &nbsp;&nbsp;&nbsp;14.50%, 3/6/34 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75467 | &nbsp;&nbsp;&nbsp;&nbsp; 128360 |
|  |  |  | &nbsp;&nbsp;**$6964882** |
| Lebanon — 0.3% | Lebanon — 0.3% | Lebanon — 0.3% | Lebanon — 0.3% |
| Lebanon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 4/14/20<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664 | &nbsp;&nbsp;$310544 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/27/23<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp; 272659 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/4/22<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp; 654670 |
| &nbsp;&nbsp;&nbsp;6.15%, 6/19/20<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp; 40579 |
| &nbsp;&nbsp;&nbsp;6.20%, 2/26/25<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp; 36327 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/27/22<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp; 53389 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/4/24<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp; 43427 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/12/25<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp; 103964 |
| &nbsp;&nbsp;&nbsp;6.375%, 3/9/20<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 | &nbsp;&nbsp;&nbsp;&nbsp; 384854 |
| &nbsp;&nbsp;&nbsp;6.40%, 5/26/23<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6169 | &nbsp;&nbsp;&nbsp;&nbsp; 1150943 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Lebanon (continued) | Lebanon (continued) | Lebanon (continued) | Lebanon (continued) |
| Lebanon Government International Bonds: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.60%, 11/27/26<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;$20215 |
| &nbsp;&nbsp;&nbsp;6.65%, 4/22/24<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; 14016 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/3/28<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp; 60889 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/29/27<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp; 29516 |
| &nbsp;&nbsp;&nbsp;6.85%, 3/23/27<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp; 79715 |
| &nbsp;&nbsp;&nbsp;6.85%, 5/25/29<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp; 78020 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/20/28<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp; 154160 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/23/32<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 23563 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/23/37<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp; 97229 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/12/21<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 | &nbsp;&nbsp;&nbsp;&nbsp; 240838 |
|  |  |  | &nbsp;&nbsp;**$3849517** |
| 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;$4125100 |
|  |  |  | &nbsp;&nbsp;**$4125100** |
| Mexico — 7.4% | Mexico — 7.4% | Mexico — 7.4% | Mexico — 7.4% |
| Mexican Bonos: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 5/29/31 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164449 | &nbsp;&nbsp;$8277669 |
| &nbsp;&nbsp;&nbsp;7.75%, 11/23/34 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp; 2883606 |
| &nbsp;&nbsp;&nbsp;7.75%, 11/13/42 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284000 | &nbsp;&nbsp;&nbsp;&nbsp; 12383503 |
| &nbsp;&nbsp;&nbsp;8.00%, 7/31/53 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201119 | &nbsp;&nbsp;&nbsp;&nbsp; 8702848 |
| &nbsp;&nbsp;&nbsp;8.50%, 11/18/38 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622879 | &nbsp;&nbsp;&nbsp;&nbsp; 30192989 |
| &nbsp;&nbsp;&nbsp;8.50%, 11/18/38 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298029 | &nbsp;&nbsp;&nbsp;&nbsp; 14446470 |
| Mexico Udibonos, 2.75%, 11/27/31 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246883 | &nbsp;&nbsp;&nbsp;&nbsp; 11557201 |
|  |  |  | &nbsp;&nbsp;**$88444286** |
| Mongolia — 0.2% | Mongolia — 0.2% | Mongolia — 0.2% | Mongolia — 0.2% |
| Mongolia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(2)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$200058 |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2000584 |
|  |  |  | &nbsp;&nbsp;**$2200642** |
| Montenegro — 0.7% | Montenegro — 0.7% | Montenegro — 0.7% | Montenegro — 0.7% |
| Montenegro Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 12/16/27<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;$871798 |
| &nbsp;&nbsp;&nbsp;4.875%, 4/1/32<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5762 | &nbsp;&nbsp;&nbsp;&nbsp; 6518570 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/12/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp; 1032013 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/12/31<sup>(2)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp; 475994 |
|  |  |  | &nbsp;&nbsp;**$8898375** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Paraguay — 1.1% | Paraguay — 1.1% | Paraguay — 1.1% | Paraguay — 1.1% |
| Paraguay Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(2)</sup> | PYG | 75905000 | &nbsp;&nbsp;$9754360 |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(1)</sup> | PYG | 16326000 | &nbsp;&nbsp;&nbsp;&nbsp; 2098013 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/4/35<sup>(2)</sup> | PYG | 11212000 | &nbsp;&nbsp;&nbsp;&nbsp; 1448295 |
|  |  |  | &nbsp;&nbsp;**$13300668** |
| Peru — 4.2% | Peru — 4.2% | Peru — 4.2% | Peru — 4.2% |
| Peru Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.35%, 8/12/40 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;$4596476 |
| &nbsp;&nbsp;&nbsp;5.40%, 8/12/34 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64131 | &nbsp;&nbsp;&nbsp;&nbsp; 16887206 |
| &nbsp;&nbsp;&nbsp;6.85%, 8/12/35<sup>(1)(2)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp; 472766 |
| &nbsp;&nbsp;&nbsp;6.85%, 2/12/42 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8424 | &nbsp;&nbsp;&nbsp;&nbsp; 2343679 |
| &nbsp;&nbsp;&nbsp;6.90%, 8/12/37 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40533 | &nbsp;&nbsp;&nbsp;&nbsp; 11438797 |
| &nbsp;&nbsp;&nbsp;7.30%, 8/12/33<sup>(1)(2)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218 | &nbsp;&nbsp;&nbsp;&nbsp; 977958 |
| &nbsp;&nbsp;&nbsp;7.60%, 8/12/39<sup>(1)(2)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45601 | &nbsp;&nbsp;&nbsp;&nbsp; 13459865 |
|  |  |  | &nbsp;&nbsp;**$50176747** |
| Philippines — 1.6% | Philippines — 1.6% | Philippines — 1.6% | Philippines — 1.6% |
| Philippines Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 4/22/28 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398000 | &nbsp;&nbsp;$6459953 |
| &nbsp;&nbsp;&nbsp;6.25%, 2/28/29 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp; 400037 |
| &nbsp;&nbsp;&nbsp;6.375%, 7/27/30 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp; 1136398 |
| &nbsp;&nbsp;&nbsp;6.375%, 4/28/35 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545580 | &nbsp;&nbsp;&nbsp;&nbsp; 9511175 |
| &nbsp;&nbsp;&nbsp;6.75%, 9/15/32 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 160675 |
| &nbsp;&nbsp;&nbsp;8.00%, 7/19/31 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp; 1054063 |
|  |  |  | &nbsp;&nbsp;**$18722301** |
| Poland — 2.5% | Poland — 2.5% | Poland — 2.5% | Poland — 2.5% |
| Republic of Poland Government Bonds, 2.00%, 8/25/36<sup>(6)</sup> | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125566 | &nbsp;&nbsp;$30057166 |
|  |  |  | &nbsp;&nbsp;**$30057166** |
| Romania — 4.4% | Romania — 4.4% | Romania — 4.4% | Romania — 4.4% |
| Romania Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 10/25/27 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70650 | &nbsp;&nbsp;$14403335 |
| &nbsp;&nbsp;&nbsp;3.25%, 6/24/26 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57650 | &nbsp;&nbsp;&nbsp;&nbsp; 12573971 |
| &nbsp;&nbsp;&nbsp;4.15%, 1/26/28 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21190 | &nbsp;&nbsp;&nbsp;&nbsp; 4447890 |
| &nbsp;&nbsp;&nbsp;4.25%, 4/28/36 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44150 | &nbsp;&nbsp;&nbsp;&nbsp; 7857611 |
| &nbsp;&nbsp;&nbsp;4.85%, 4/22/26 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32030 | &nbsp;&nbsp;&nbsp;&nbsp; 7101616 |
| &nbsp;&nbsp;&nbsp;5.80%, 7/26/27 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16020 | &nbsp;&nbsp;&nbsp;&nbsp; 3514295 |
| &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; 1077585 |
| &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; 1407573 |
|  |  |  | &nbsp;&nbsp;**$52383876** |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Serbia — 2.1% | Serbia — 2.1% | Serbia — 2.1% | Serbia — 2.1% |
| Serbia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 8/20/32 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873290 | &nbsp;&nbsp;$8283325 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/26/31 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;1581310 | &nbsp;&nbsp;&nbsp;&nbsp; 17174758 |
|  |  |  | &nbsp;&nbsp;**$25458083** |
| Seychelles — 0.0%<sup>†</sup> | Seychelles — 0.0%<sup>†</sup> | Seychelles — 0.0%<sup>†</sup> | Seychelles — 0.0%<sup>†</sup> |
| Seychelles Government International Bonds, 8.00%, 1/1/26<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;$99343 |
|  |  |  | &nbsp;&nbsp;**$99343** |
| South Africa — 8.1% | South Africa — 8.1% | South Africa — 8.1% | South Africa — 8.1% |
| Republic of South Africa Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/31/30 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79198 | &nbsp;&nbsp;$4317936 |
| &nbsp;&nbsp;&nbsp;8.25%, 3/31/32 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261204 | &nbsp;&nbsp;&nbsp;&nbsp; 13903105 |
| &nbsp;&nbsp;&nbsp;8.50%, 1/31/37 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203525 | &nbsp;&nbsp;&nbsp;&nbsp; 9946128 |
| &nbsp;&nbsp;&nbsp;8.75%, 1/31/44 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295407 | &nbsp;&nbsp;&nbsp;&nbsp; 13617938 |
| &nbsp;&nbsp;&nbsp;8.75%, 2/28/48 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15294 | &nbsp;&nbsp;&nbsp;&nbsp; 697504 |
| &nbsp;&nbsp;&nbsp;8.875%, 2/28/35 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708296 | &nbsp;&nbsp;&nbsp;&nbsp; 37133800 |
| &nbsp;&nbsp;&nbsp;9.00%, 1/31/40 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349080 | &nbsp;&nbsp;&nbsp;&nbsp; 17016320 |
|  |  |  | &nbsp;&nbsp;**$96632731** |
| Sri Lanka — 1.3% | Sri Lanka — 1.3% | Sri Lanka — 1.3% | Sri Lanka — 1.3% |
| Sri Lanka Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 6/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;$331448 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp; 482503 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/1/30<sup>(7)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp; 211647 |
| &nbsp;&nbsp;&nbsp;10.25%, 9/15/34 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1018000 | &nbsp;&nbsp;&nbsp;&nbsp; 3209830 |
| &nbsp;&nbsp;&nbsp;10.35%, 10/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp; 204677 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/28 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1420000 | &nbsp;&nbsp;&nbsp;&nbsp; 4957406 |
| &nbsp;&nbsp;&nbsp;11.00%, 12/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558000 | &nbsp;&nbsp;&nbsp;&nbsp; 1944873 |
| &nbsp;&nbsp;&nbsp;11.00%, 5/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp; 93947 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531000 | &nbsp;&nbsp;&nbsp;&nbsp; 1845356 |
| &nbsp;&nbsp;&nbsp;11.25%, 3/15/31 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 86648 |
| &nbsp;&nbsp;&nbsp;11.50%, 12/15/32 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591000 | &nbsp;&nbsp;&nbsp;&nbsp; 2052297 |
|  |  |  | &nbsp;&nbsp;**$15420632** |
| Suriname — 0.9% | Suriname — 0.9% | Suriname — 0.9% | Suriname — 0.9% |
| Suriname Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.95%, (4.95% cash and 3.00% PIK), 7/15/33<sup>(2)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;$431244 |
| &nbsp;&nbsp;&nbsp;7.95%, (4.95% cash and 3.00% PIK), 7/15/33<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp; 4426207 |
| &nbsp;&nbsp;&nbsp;9.00%, Oil-Linked, 12/31/50<sup>(2)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2093 | &nbsp;&nbsp;&nbsp;&nbsp; 2438345 |
| &nbsp;&nbsp;&nbsp;9.00%, Oil-Linked, 12/31/50<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp; 2952110 |
|  |  |  | &nbsp;&nbsp;**$10247906** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Thailand — 1.3% | Thailand — 1.3% | Thailand — 1.3% | Thailand — 1.3% |
| Thailand Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 6/17/38 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383618 | &nbsp;&nbsp;$13878423 |
| &nbsp;&nbsp;&nbsp;3.35%, 6/17/33 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp; 2094441 |
|  |  |  | &nbsp;&nbsp;**$15972864** |
| 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;$58534 |
|  |  |  | &nbsp;&nbsp;**$58534** |
| Turkey — 2.0% | Turkey — 2.0% | Turkey — 2.0% | Turkey — 2.0% |
| Turkiye Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.30%, 7/19/28 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$3483800 |
| &nbsp;&nbsp;&nbsp;17.80%, 7/13/33 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 163014 |
| &nbsp;&nbsp;&nbsp;26.20%, 10/5/33 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519645 | &nbsp;&nbsp;&nbsp;&nbsp; 11739155 |
| &nbsp;&nbsp;&nbsp;27.70%, 9/27/34 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300920 | &nbsp;&nbsp;&nbsp;&nbsp; 7001511 |
| &nbsp;&nbsp;&nbsp;30.00%, 9/12/29 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69266 | &nbsp;&nbsp;&nbsp;&nbsp; 1566145 |
| &nbsp;&nbsp;&nbsp;31.08%, 11/8/28 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 230956 |
|  |  |  | &nbsp;&nbsp;**$24184581** |
| Uganda — 0.3% | Uganda — 0.3% | Uganda — 0.3% | Uganda — 0.3% |
| Republic of Uganda Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;15.00%, 6/18/43 | UGX | &nbsp;&nbsp;&nbsp;&nbsp;4334700 | &nbsp;&nbsp;$1042017 |
| &nbsp;&nbsp;&nbsp;15.80%, 6/23/39 | UGX | 10774100 | &nbsp;&nbsp;&nbsp;&nbsp; 2819102 |
|  |  |  | &nbsp;&nbsp;**$3861119** |
| Ukraine — 1.2% | Ukraine — 1.2% | Ukraine — 1.2% | Ukraine — 1.2% |
| Ukraine Government International Bonds, 0.00%, GDP-Linked, 8/1/41<sup>(1)(8)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18547 | &nbsp;&nbsp;$13809632 |
|  |  |  | &nbsp;&nbsp;**$13809632** |
| 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;13911 | &nbsp;&nbsp;$354916 |
| &nbsp;&nbsp;&nbsp;3.875%, 7/2/40<sup>(6)</sup> | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8947 | &nbsp;&nbsp;&nbsp;&nbsp; 240135 |
|  |  |  | &nbsp;&nbsp;**$595051** |
| Uzbekistan — 0.5% | Uzbekistan — 0.5% | Uzbekistan — 0.5% | Uzbekistan — 0.5% |
| National Bank of Uzbekistan, 19.875%, 7/5/27<sup>(1)</sup> | UZS | 50140000 | &nbsp;&nbsp;$4067247 |
| Republic of Uzbekistan Bonds, 15.50%, 2/25/28<sup>(1)</sup> | UZS | 24000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1906971 |
|  |  |  | &nbsp;&nbsp;**$5974218** |
| Venezuela — 0.4% | Venezuela — 0.4% | Venezuela — 0.4% | Venezuela — 0.4% |
| Venezuela Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/9/20<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;$98876 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Venezuela (continued) | Venezuela (continued) | Venezuela (continued) | Venezuela (continued) |
| Venezuela Government International Bonds: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 3/31/38<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314 | &nbsp;&nbsp;$262831 |
| &nbsp;&nbsp;&nbsp;7.65%, 4/21/25<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp; 362611 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/13/19<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp; 222763 |
| &nbsp;&nbsp;&nbsp;8.25%, 10/13/24<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3808 | &nbsp;&nbsp;&nbsp;&nbsp; 714287 |
| &nbsp;&nbsp;&nbsp;9.00%, 5/7/23<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 183924 |
| &nbsp;&nbsp;&nbsp;9.25%, 9/15/27<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238 | &nbsp;&nbsp;&nbsp;&nbsp; 1159431 |
| &nbsp;&nbsp;&nbsp;9.25%, 5/7/28<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4306 | &nbsp;&nbsp;&nbsp;&nbsp; 861671 |
| &nbsp;&nbsp;&nbsp;9.375%, 1/13/34<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp; 89466 |
| &nbsp;&nbsp;&nbsp;11.75%, 10/21/26<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp; 201208 |
| &nbsp;&nbsp;&nbsp;11.95%, 8/5/31<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp; 138864 |
| &nbsp;&nbsp;&nbsp;12.75%, 8/23/22<sup>(1)(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 93583 |
|  |  |  | &nbsp;&nbsp;**$4389515** |
| Zambia — 0.1% | Zambia — 0.1% | Zambia — 0.1% | Zambia — 0.1% |
| Zambia Government International Bonds, 0.50%, 12/31/53<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 | &nbsp;&nbsp;$1607676 |
|  |  |  | &nbsp;&nbsp;**$1607676** |
| Total Sovereign Government Bonds<br> (identified cost $846,917,494) |  |  | &nbsp;&nbsp;**$841725289** |

---

Short-Term Investments — 17.6%

Affiliated Fund — 5.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.22%<sup>(9)</sup> | 70486063 | &nbsp;&nbsp;$70486063 |
| Total Affiliated Fund<br> (identified cost $70,486,063) |  | &nbsp;&nbsp;**$70486063** |

---

Sovereign Government Securities — 3.4%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 0.0%<sup>†</sup> | Albania — 0.0%<sup>†</sup> | Albania — 0.0%<sup>†</sup> | Albania — 0.0%<sup>†</sup> |
| Albanian Treasury Bills, 0.00%, 3/12/26 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49300 | &nbsp;&nbsp;$567044 |
|  |  |  | &nbsp;&nbsp;**$567044** |
| Egypt — 1.7% | Egypt — 1.7% | Egypt — 1.7% | Egypt — 1.7% |
| Egypt Treasury Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 8/5/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318550 | &nbsp;&nbsp;$6569479 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<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%, 8/19/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;$1830293 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/9/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp; 355990 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/16/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44975 | &nbsp;&nbsp;&nbsp;&nbsp; 894596 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/28/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35100 | &nbsp;&nbsp;&nbsp;&nbsp; 676665 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/23/25 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501175 | &nbsp;&nbsp;&nbsp;&nbsp; 9297749 |
|  |  |  | &nbsp;&nbsp;**$19624772** |
| Nigeria — 0.8% | Nigeria — 0.8% | Nigeria — 0.8% | Nigeria — 0.8% |
| Nigeria OMO Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 9/30/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2595153 | &nbsp;&nbsp;$1624822 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/7/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;6267755 | &nbsp;&nbsp;&nbsp;&nbsp; 3905280 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/14/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;5044115 | &nbsp;&nbsp;&nbsp;&nbsp; 3127034 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/18/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1116604 | &nbsp;&nbsp;&nbsp;&nbsp; 676834 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/16/25 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1055906 | &nbsp;&nbsp;&nbsp;&nbsp; 629239 |
|  |  |  | &nbsp;&nbsp;**$9963209** |
| Uruguay — 0.9% | Uruguay — 0.9% | Uruguay — 0.9% | Uruguay — 0.9% |
| Uruguay Monetary Regulation Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 9/10/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181000 | &nbsp;&nbsp;$4474879 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/1/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52610 | &nbsp;&nbsp;&nbsp;&nbsp; 1291450 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/31/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19327 | &nbsp;&nbsp;&nbsp;&nbsp; 471007 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/7/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17818 | &nbsp;&nbsp;&nbsp;&nbsp; 434701 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/5/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp; 1794493 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/19/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60508 | &nbsp;&nbsp;&nbsp;&nbsp; 1458829 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/30/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8154 | &nbsp;&nbsp;&nbsp;&nbsp; 196676 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/6/26 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17818 | &nbsp;&nbsp;&nbsp;&nbsp; 423667 |
|  |  |  | &nbsp;&nbsp;**$10545702** |
| Total Sovereign Government Securities<br> (identified cost $39,165,063) |  |  | &nbsp;&nbsp;**$40700727** |

---

U.S. Treasury Obligations — 8.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 8/7/25<sup>(10)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;$19985789 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/14/25<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 7987646 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/21/25<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp; 13966626 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/4/25<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp; 49798373 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 10/9/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;$6447091 |
| Total U.S. Treasury Obligations<br> (identified cost $98,188,055) |  | &nbsp;&nbsp;**$98185525** |
| Total Short-Term Investments<br> (identified cost $207,839,181) |  | &nbsp;&nbsp;**$209372315** |

---

---

| | |
|:---|:---|
| Total Purchased Options — 0.0%<sup>†</sup><br> (identified cost $854,539) | &nbsp;&nbsp;**$578374** |
| Total Investments — 93.0%<br> (identified cost $1,119,319,114) | &nbsp;&nbsp;**$1106868409** |
| Total Written Options — (0.1)%<br> (premiums received $1,040,250) | &nbsp;&nbsp;**$(1001612)** |
| Other Assets, Less Liabilities — 7.1% | &nbsp;&nbsp;**$83984547** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$1189851344** |

---

---

| | |
|:---|:---|
| 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 exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At July 31, 2025, the aggregate value of these securities is $143,993,515 or 12.1% of the Portfolio's net assets. |

---

<sup>(2)</sup> Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At July 31, 2025, the aggregate value of these securities is $47,875,501 or 4.0% of the Portfolio's net assets.

<sup>(3)</sup> Issuer is in default with respect to interest and/or principal payments and is non-income producing.

<sup>(4)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(5)</sup> Limited recourse note whose payments by the issuer are limited to amounts received by the issuer from the borrower pursuant to a loan agreement with the borrower.

<sup>(6)</sup> 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>(7)</sup> When-issued security.

<sup>(8)</sup> Amounts payable in respect of the security are contingent upon and determined by reference to Ukraine's GDP and Real GDP Growth Rate. Principal amount represents the notional amount used to calculate payments due to the security holder and does not represent an entitlement for payment.

<sup>(9)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of July 31, 2025.

<sup>(10)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Put USD vs. Call CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;16400000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;$82066 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;USD | &nbsp;&nbsp;17400000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 90341 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;13000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 62855 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 720000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3738 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6640000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33227 |
| 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;148938 |
| 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; 79722 |
| 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; 77487 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$578374** |

---

---

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

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;&nbsp;BRL | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;$(498561) |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;1110000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; (399880) |
| Put USD vs. Call KRW | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;6300000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; (36578) |
| Put USD vs. Call KRW | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;8700000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; (48885) |
| Put USD vs. Call KRW | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp;3050000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; (17708) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(1001612)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 314000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 54181837 | &nbsp;&nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1452917 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 83122555 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 14348297 | &nbsp;&nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379419 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 26000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4499741 | &nbsp;&nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106958 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 17080000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2932687 | &nbsp;&nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93560 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 17855000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3086697 | &nbsp;&nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76865 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 22070000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3933626 | &nbsp;&nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23247) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8291471 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 45720000 | &nbsp;&nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190767 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9178991 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 53195005 | &nbsp;&nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (246140) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 67000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 72119 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3229) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 102000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 109236 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4358) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 758000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 806382 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26995) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1533000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1649650 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73398) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1470000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1584906 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73431) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1677000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1801811 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77496) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1945000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2081238 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81361) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2012000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2152954 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84187) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2146000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2306287 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99739) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 11123465847 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11858200 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (420894) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 12260000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 13174579 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (568673) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 179099012187 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 42306387 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293374 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 1127000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 279160 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11096) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 1691000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 418019 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15805) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 1691000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 419079 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16865) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 7544250000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1840515 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46071) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 29714500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7362364 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294594) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 706459 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 831678 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23116) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1713041 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2016674 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56051) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2655531 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3126219 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86890) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 178810453 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 208385756 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3732232) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 44200000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2671502 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3734 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 25942330574 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1567512 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2665 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 40000000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2418672 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2356 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 38316000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2328108 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(9005) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 41890855000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2545319 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9845) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 36265682000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2206344 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11338) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 51665570000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3140764 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13669) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 56684000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3450030 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19191) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 21476000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1322007 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22157) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 55420879836 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3377263 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22875) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 55229000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3366596 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23821) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 71658000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4366195 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29045) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 29654000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1825536 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30706) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 56191010000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3458973 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57972) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 98000000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6001989 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70470) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 77588000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4776410 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80341) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 87070000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5350811 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80838) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;1244869528006 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 76194032 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (847428) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 44000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 507272 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5670) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 44000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 507449 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5846) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 209000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2403733 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21122) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 218000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2507808 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22597) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 273743000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3156995 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36310) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 326757000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3767954 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42908) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 202740000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2358163 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46917) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 272000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3165437 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64623) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 415000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4817347 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86326) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 679797363 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7903848 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154123) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 740000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8615471 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (179433) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 665000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7764791 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (183757) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 711820000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8315654 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200870) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 1017663537 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11832140 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230724) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 6952040000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 80829770 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1576160) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 929000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 673970 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6587) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1115000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 807953 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6950) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1115000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 807960 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6957) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1080650000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 784046 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7719) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1300000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 942623 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8719) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 2180000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1589430 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23344) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 3846000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2788169 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25248) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 3846000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2788575 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25655) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1480000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1094193 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30979) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 2122000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1579251 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54831) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 18695125000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 13686036 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255681) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 47236218 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 13029603 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101714 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 5880000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1608755 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25841 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 8360784 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2317290 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6945 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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)** |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 8039216 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2229575 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5267 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 4700000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1323253 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16688) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 24000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 823667 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18521) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 31000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1062331 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22351) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 31000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1062532 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22551) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 48000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1648382 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38090) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 52890000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1813071 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38730) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 58000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1987710 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41941) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 70000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2399068 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50725) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 105000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3602676 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80162) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 105000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3603542 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81028) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 241370000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8212657 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115237) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6060606 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 5760000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138092 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4971751 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 4752000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85678 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2597881 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2469000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59220 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1242951 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 1188000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21432 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 153713 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 144188976 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5456 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 244222 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 233000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4648 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 174667 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 166000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3983 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 173238 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 166000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2554 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 109430 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 104000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2495 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 145214 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 139000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2292 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 68878 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 66000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1016 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15185631 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 61638474620 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524554 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11830573 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 47901989348 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436801 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6905405 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 27958257470 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255368 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3391043 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 13729484043 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125404 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4251904 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 17371578195 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119971 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4346706 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 17786288000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116133 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10446461 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 43538236728 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90633 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13234580 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 55304000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80196 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5262877 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 21801466600 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77269 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1898074 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 7802031675 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42314 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5177386 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 21635000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31373 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2879809 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 12034000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17450 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1763685 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 7370000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10687 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 203649 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 851000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10640 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 92921 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 393000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (556) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 93850 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 397302166 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (651) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 151795 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 642000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (909) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 272852 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 1154000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1634) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 132740 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 565000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1648) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 132691 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 565000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1697) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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; 159082 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 679500000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2541) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 697498 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 2950000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4177) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 811205 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 3434140625 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5625) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1324474 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 5607000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9185) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2381299 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 10080944000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16513) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6087407 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 25770306810 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42213) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7595672 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 32414000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114190) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 56938333 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 48857318 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1019777 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 33338920 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 28607269 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597107 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 26250367 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 22524764 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470150 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 26055353 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 22357428 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466657 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8857042 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7600000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158631 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7514594 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6448079 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134588 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7488817 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6425961 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134126 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7078719 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6074066 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126781 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5377459 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4614259 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96311 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3950021 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3389412 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70746 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2618753 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2247085 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46902 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2266784 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1945069 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40599 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 819715 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 703376 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14681 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 581794 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 499222 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10420 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 381424 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 327290 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6831 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 20365764 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;332410000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246415 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 18763446 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;306560000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208687 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12776420 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;208587837074 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151495 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5544175 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 90237000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82518 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3079007 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 50000000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52722 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3103940 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 50525000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45879 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3034607 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 49450434264 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41584 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2120679 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 34471639580 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34259 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2771338 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 45231000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33699 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2286495 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 37247000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32094 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1920042 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 31193000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32064 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2294948 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 37426010000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29712 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1864968 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 30440000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22565 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1923175 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 31443620424 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20028 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1718065 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 28070000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19108 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1169784 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 19097900574 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13871 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1005391 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 16410000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12165 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 926053 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 15130000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10300 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 630739 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 10297444608 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7479 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3222493 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 11519769 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20083 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 275839 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2153) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 455247 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1652000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3997) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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; 549073 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6912) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 548953 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7032) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 548772 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7213) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1379196 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10767) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1502373 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 5444000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11018) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2121449 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 7680918 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13789) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3034232 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 11000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23686) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2195811 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28129) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2470830 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31102) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2469475 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32458) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5107934 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 18509108 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37461) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4940576 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 18000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63290) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5216198 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65661) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5213335 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68523) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11498356 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 41665444 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84327) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8361451 | &nbsp;&nbsp;&nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp; 241370000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264030 |
| 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; 29048 |
| 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; 11816 |
| 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; 7210 |
| 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; 101944 |
| 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; 97483 |
| 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; 71818 |
| 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; 68848 |
| 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; 67203 |
| 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;&nbsp;&nbsp; 66632 |
| 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; 66298 |
| 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; 65449 |
| 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; 41767 |
| 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; 33628 |
| 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; 28401 |
| 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; 23528 |
| 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; 21778 |
| 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; 18667 |
| 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; 13410 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1321143)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| KZT | &nbsp;&nbsp; 123716309 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 229015 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/7/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(459) |
| EUR | &nbsp;&nbsp; 376830 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 441027 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10875) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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; 20800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24431143 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(687944) |
| EUR | &nbsp;&nbsp; 2121170 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2434262 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12947) |
| EUR | &nbsp;&nbsp; 85445 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 99097 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1562) |
| EUR | &nbsp;&nbsp; 120654 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 139988 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2262) |
| EUR | &nbsp;&nbsp; 431643 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 505386 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12665) |
| EUR | &nbsp;&nbsp; 3907800 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4535735 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (74982) |
| KZT | &nbsp;&nbsp; 198937579 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 379182 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11767) |
| KZT | &nbsp;&nbsp; 207017387 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 394770 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12433) |
| USD | &nbsp;&nbsp; 3458707 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2976815 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 60673 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 7514912 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 137661 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16365 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 21283460 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 390021 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 45925 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 929966 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 18599 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1437487000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2738071 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (86294) |
| KZT | &nbsp;&nbsp; 309026789 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 581107 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11036) |
| USD | &nbsp;&nbsp; 288911 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 3978309 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (88599) |
| USD | &nbsp;&nbsp; 546014 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 289715091 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11724 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 157462889 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 300789 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;8/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10481) |
| USD | &nbsp;&nbsp; 319200 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 3990000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;8/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (58286) |
| USD | &nbsp;&nbsp; 2471622 | &nbsp;&nbsp;UZS | &nbsp;&nbsp;34454405000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (223637) |
| UZS | &nbsp;&nbsp;17227202000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1213183 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 134446 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;17227203000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1213183 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 134446 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1235505 | &nbsp;&nbsp;UZS | &nbsp;&nbsp;17257532000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (112441) |
| UZS | &nbsp;&nbsp;17257532000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1213183 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 134763 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 192188 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 2114082 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6893) |
| USD | &nbsp;&nbsp; 568282 | &nbsp;&nbsp;UZS | &nbsp;&nbsp; 7947418000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (51972) |
| UZS | &nbsp;&nbsp; 7947418000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 557714 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 62540 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 132038127 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 249666 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;9/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8032) |
| UYU | &nbsp;&nbsp; 64806000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1590331 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16655 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 407116 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 220819949 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3330 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1859934307 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3524300 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (126841) |
| USD | &nbsp;&nbsp; 661541 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 28704421 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19248) |
| USD | &nbsp;&nbsp; 4814082 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 209265000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (149101) |
| CNH | &nbsp;&nbsp; 28000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3919219 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22932) |
| CNH | &nbsp;&nbsp; 7541000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1058335 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8982) |
| CNH | &nbsp;&nbsp; 10072000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1413547 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11996) |
| CNH | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2806899 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23837) |
| CNH | &nbsp;&nbsp; 23000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3226033 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25511) |
| CNH | &nbsp;&nbsp; 30000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4207869 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33275) |
| CNH | &nbsp;&nbsp; 524818309 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 73655609 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (625501) |
| CNH | &nbsp;&nbsp; 661171267 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 92792060 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (788013) |
| CNH | &nbsp;&nbsp; 22000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3086333 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24964) |
| CNH | &nbsp;&nbsp; 30000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4208636 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34042) |
| CNH | &nbsp;&nbsp; 28320000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3964363 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23546) |
| CNH | &nbsp;&nbsp; 20060000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2807001 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15590) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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)** |
| CNH | &nbsp;&nbsp; 11185000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1568959 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(12531) |
| CNH | &nbsp;&nbsp; 11250000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1578633 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13160) |
| CNH | &nbsp;&nbsp; 15042480 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2110061 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16853) |
| CNH | &nbsp;&nbsp; 15020000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2107650 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17570) |
| CNH | &nbsp;&nbsp; 45690000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6419786 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61879) |
| CZK | &nbsp;&nbsp; 184000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7391595 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 93134 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 38000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1524714 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 21306 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 748760597 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 30092896 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 363085 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 296000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 11885674 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 155721 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 93000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3738184 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 44538 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 62000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2508103 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11402 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 41000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1656777 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9608 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 3756917 | &nbsp;&nbsp;CZK | &nbsp;&nbsp; 93478254 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45329) |
| EUR | &nbsp;&nbsp; 6605916 | &nbsp;&nbsp;CZK | &nbsp;&nbsp; 164366029 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (79704) |
| EUR | &nbsp;&nbsp; 8037570 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 3278173432 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (133059) |
| EUR | &nbsp;&nbsp; 231366 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1841) |
| EUR | &nbsp;&nbsp; 462733 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3682) |
| EUR | &nbsp;&nbsp; 2313048 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19116) |
| EUR | &nbsp;&nbsp; 8326972 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 36000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (68818) |
| EUR | &nbsp;&nbsp; 3672810 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 15805424 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10826) |
| EUR | &nbsp;&nbsp; 13630362 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 58656356 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40175) |
| EUR | &nbsp;&nbsp; 36472384 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 186425964 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (69095) |
| EUR | &nbsp;&nbsp; 6634940 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 34000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31854) |
| EUR | &nbsp;&nbsp; 3465595 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 17714736 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6699) |
| HUF | &nbsp;&nbsp; 513000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1274491 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1714 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 445000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1090508 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 18706 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 6763631349 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 16583369 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 274531 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 457300000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1142372 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5638) |
| HUF | &nbsp;&nbsp; 3680000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 9010977 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 162884 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 725055173 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1313339 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10738 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 22000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1163071 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2383) |
| MXN | &nbsp;&nbsp; 92300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4838896 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30716 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 65000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3401182 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 28122 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 22860000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1220210 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14150) |
| MXN | &nbsp;&nbsp; 1959210672 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 101807323 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1557733 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 46216002 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2401542 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 36745 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 16077346 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 835434 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12783 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 30000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1588679 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5923) |
| MXN | &nbsp;&nbsp; 107600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5709281 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (32464) |
| MYR | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1183964 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11073) |
| MYR | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1426059 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18589) |
| MYR | &nbsp;&nbsp; 183583045 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 43477335 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (412734) |
| MYR | &nbsp;&nbsp; 238602150 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 56507318 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (536429) |
| PLN | &nbsp;&nbsp; 14000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3261779 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (147) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| PLN | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1639856 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(10336) |
| PLN | &nbsp;&nbsp; 207440795 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 48204379 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 142082 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 69338374 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 16112613 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 47492 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 16122277 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3746439 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11043 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 6500000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1510448 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4452 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 20600000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4823782 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28038) |
| RON | &nbsp;&nbsp; 136428797 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 26690936 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 50565 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RON | &nbsp;&nbsp; 6100000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1190699 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5358 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RON | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 979054 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 876 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 99000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3043476 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3586) |
| THB | &nbsp;&nbsp; 37700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1168550 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10936) |
| THB | &nbsp;&nbsp; 100900000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3112392 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14160) |
| THB | &nbsp;&nbsp; 35300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1101463 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17542) |
| THB | &nbsp;&nbsp; 91900000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2840865 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18988) |
| THB | &nbsp;&nbsp; 475335687 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 14669496 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (73858) |
| THB | &nbsp;&nbsp; 2703922220 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 83446663 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (420139) |
| TRY | &nbsp;&nbsp; 200740005 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4626769 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 130287 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 18286885 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 130395515 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 141942 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10996663 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 78412234 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 85356 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3993522 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 28476000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30998 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2637424 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 18806280 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 20472 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 29823306 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 212500000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 253267 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 17936087 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 127800000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 152318 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 6526041 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 46500000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 55421 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4308591 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 30700000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 36590 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 56953 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 8064671 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3211 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1136830 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 603429132 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 34863 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 939160 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 18055000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13396) |
| USD | &nbsp;&nbsp; 8371919 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 158213259 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 24821 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7478899 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 142657000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47474) |
| USD | &nbsp;&nbsp; 722032 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 13974000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15216) |
| USD | &nbsp;&nbsp; 51864 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (895) |
| USD | &nbsp;&nbsp; 4823326 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 93000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (83216) |
| USD | &nbsp;&nbsp; 6379238 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 123000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (110060) |
| USD | &nbsp;&nbsp; 1855162 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 35454000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15339) |
| USD | &nbsp;&nbsp; 8316075 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 157300000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17159 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 184787 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 3556095 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2827) |
| USD | &nbsp;&nbsp; 618243 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 12000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14860) |
| USD | &nbsp;&nbsp; 12995097 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 250081555 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (198835) |
| USD | &nbsp;&nbsp; 17113312 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 329333718 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (261847) |
| USD | &nbsp;&nbsp; 103928 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1589) |
| USD | &nbsp;&nbsp; 2204118 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 42687380 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (48005) |
| USD | &nbsp;&nbsp; 9197673 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 177000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (140585) |
| USD | &nbsp;&nbsp; 12107672 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 233000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (185063) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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; 23459556 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 760160000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$118115 | &nbsp;&nbsp;$— |
| USD | &nbsp;&nbsp; 10914049 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 354000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 44139 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4546540 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 147400000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 20481 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2465409 | &nbsp;&nbsp;THB | &nbsp;&nbsp; 80110000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5554 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2044220 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 88693280 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57598) |
| USD | &nbsp;&nbsp; 2407957 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 43000000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 54572 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 671988 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 12000000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15230 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24388603 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 435000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 581105 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 6840022 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 122000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 162977 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3323437 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 59523829 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 65705 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3583153 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 64311901 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 63370 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3554997 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 63963182 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 54300 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 55945047 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 994302429 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1526994 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 15665216 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 278415388 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 427575 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UYU | &nbsp;&nbsp; 65000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1572099 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 38251 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UYU | &nbsp;&nbsp; 127000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3148240 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1865) |
| ZAR | &nbsp;&nbsp; 38800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2193462 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (69943) |
| ZAR | &nbsp;&nbsp; 606318699 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 34114900 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (931150) |
| ZAR | &nbsp;&nbsp; 1234119602 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 69438510 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1895292) |
| KZT | &nbsp;&nbsp; 515783578 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 932633 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8040 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 662347629 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1226116 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18142) |
| TRY | &nbsp;&nbsp; 45005579 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 998246 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 63885 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 985876 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 45005579 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (76256) |
| TRY | &nbsp;&nbsp; 134270849 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2925314 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 233072 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1452846 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 65978622 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (99136) |
| USD | &nbsp;&nbsp; 1504189 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 68292227 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (102215) |
| USD | &nbsp;&nbsp; 1327444 | &nbsp;&nbsp;NGN | &nbsp;&nbsp; 2595153000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;10/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (319618) |
| UYU | &nbsp;&nbsp; 71000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1735941 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;10/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 18706 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1288366 | &nbsp;&nbsp;NGN | &nbsp;&nbsp; 2500783000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (296718) |
| EGP | &nbsp;&nbsp; 370000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6479860 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 861098 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 737453 | &nbsp;&nbsp;EGP | &nbsp;&nbsp; 40523064 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (66542) |
| USD | &nbsp;&nbsp; 1921925 | &nbsp;&nbsp;NGN | &nbsp;&nbsp; 3766972180 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (460502) |
| MXN | &nbsp;&nbsp; 38563500 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1808718 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 217826 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 56760000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2746009 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 236776 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2746222 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 56760300 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (236578) |
| USD | &nbsp;&nbsp; 1808370 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 38563500 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (218173) |
| EGP | &nbsp;&nbsp; 674487 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12088 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;10/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1213 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 11387619 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 65784000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;1/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 68587 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10103086 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 58216000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 86231 | &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; (39221) |
| TRY | &nbsp;&nbsp; 48344065 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 943840 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 34310 | &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; (66435) |
| UZS | &nbsp;&nbsp;25583110000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1593963 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 320510 | &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; 221851 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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; 545257 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 29225996 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(44663) |
| 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; (217032) |
| 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; (55060) |
| 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; 21466 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;14318913000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 889374 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 138831 | &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; 76209 | &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; 61374 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$10551708** | &nbsp;&nbsp;**$(12099596)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** | **Forward Volatility Agreements (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Strike<br> Volatility Rate** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date<sup>(1)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000s omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD vs. INR, 6 month term | &nbsp;&nbsp;&nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;4.69% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;$10772 | &nbsp;&nbsp;&nbsp;&nbsp;$(1196) |
| USD vs. INR, 6 month term | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.80 | &nbsp;&nbsp;&nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7810) |
| USD vs. INR, 6 month term | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.58 | &nbsp;&nbsp;&nbsp;&nbsp;10/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 |
| USD vs. INR, 6 month term | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;4.60 | &nbsp;&nbsp;&nbsp;&nbsp;10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(1230)** |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** |
| **Settlement Date** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Aggregate Cost** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 9/1/25 | &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;$13593773 | &nbsp;&nbsp;$163193 |
| 9/1/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;67000000 | &nbsp;&nbsp;Republic of Colombia,<br> 7.75%, 9/18/30 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;16006728 | &nbsp;&nbsp;&nbsp;&nbsp;246840 |
| 9/18/25 | &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; 4300315 | &nbsp;&nbsp;&nbsp;&nbsp; 25467 |
| 9/18/25 | &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; 4133080 | &nbsp;&nbsp;&nbsp;&nbsp; 60194 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$495694** |

---

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

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;$(8163536) | &nbsp;&nbsp;&nbsp;&nbsp;$57083 |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1480136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15178 |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (937678) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28119 |
| Euro-Schatz | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1710316) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5832 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(137) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14819547) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78046) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10662000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125366) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (799313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18781) |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1922328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34871) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(150852)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;79775 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 10.65%<br> (pays upon termination) | 1/2/26 | $(534242) | $— | $(534242) |
| 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 | (1808483) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(1808483) |
| 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;(611399) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (611399) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;88040 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 88040 |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;(804640) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (804640) |
| 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;(302384) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (302384) |
| 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;(103815) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (103815) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;40060 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 40060 |
| 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;(19709) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19709) |
| 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;(15363) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15363) |
| 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;(37664) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (37664) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CLP | 3700000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.33%<br> (pays semi-annually) | 9/11/25 | $(71116) | $— | $(71116) |
| CLP | 5200000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.48%<br> (pays semi-annually) | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;(88242) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (88242) |
| CLP | 2500000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.59%<br> (pays semi-annually) | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;(39467) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39467) |
| 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;(74505) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (74505) |
| 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;(10593) | &nbsp;&nbsp;&nbsp; 17154 | &nbsp;&nbsp;&nbsp; 6561 |
| 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;(18276) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18276) |
| 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;(3505) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3505) |
| CLP | 4255590 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.75%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3052) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3052) |
| 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;(140003) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (140003) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;450000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.40%<br> (pays quarterly) | 12/21/27 | 1345352 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1345352 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68700 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.40%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;206551 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 206551 |
| 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;693849 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 693849 |
| 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;147530 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 147530 |
| 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;148514 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 148514 |
| 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;391992 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 391992 |
| 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;262386 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 262386 |
| 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;153444 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 153444 |
| 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;128015 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 128015 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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;100000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.34%<br> (pays quarterly) | 3/20/29 | $399527 | $— | $399527 |
| 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;137714 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 137714 |
| 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;110450 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 110450 |
| 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;(16240) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16240) |
| 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;(13954) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13954) |
| 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;(6033) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6033) |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;(10152) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10152) |
| 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;(4009) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4009) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;(7591) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7591) |
| 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;(3829) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3829) |
| 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;(4460) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4460) |
| 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;(3044) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3044) |
| 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;(4328) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4328) |
| 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;30416 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30416 |
| 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;(70055) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (70055) |
| 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;(26907) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26907) |
| 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;(10288) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10288) |
| 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;(13637) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13637) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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;15000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.58%<br> (pays quarterly) | 6/18/30 | $1412 | $— | $1412 |
| 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;(20116) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20116) |
| COP | 4094000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.24%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2736 |
| COP | 16478000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.25%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9957 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9957 |
| COP | 13454000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.26%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6836 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6836 |
| COP | 10162000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.28%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4187 |
| COP | 40288000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.29%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12728 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12728 |
| COP | 17234000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.29%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5224 |
| COP | 20470000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.36%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2713) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2713) |
| COP | 20319581 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.37%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3995) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3995) |
| COP | 7510000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.42%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3642) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3642) |
| COP | 17613000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.52%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(19825) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19825) |
| COP | 53394000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.50%<br> (pays quarterly) | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5474) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5474) |
| COP | 15473000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.53%<br> (pays quarterly) | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5563) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5563) |
| COP | 16488000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.65%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1650) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1650) |
| COP | 13697000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.68%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5336) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5336) |
| COP | 28409000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.69%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(14904) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14904) |
| 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;(297690) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (297690) |
| 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;246073 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 246073 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53900 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 4.61%<br> (pays annually) | 6/21/28 | $62847 | $— | $62847 |
| 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;70259 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 70259 |
| 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;(154390) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (154390) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 3.64%<br> (pays annually) | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;(25648) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25648) |
| 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;(31964) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31964) |
| 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;(52415) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52415) |
| 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;(53829) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (53829) |
| 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;(268233) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (268233) |
| HUF | 1000000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 1.20%<br> (pays annually) | 11/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;(61426) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61426) |
| HUF | 3071300 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.19%<br> (pays annually) | 12/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;(81500) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (81500) |
| 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;399470 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 399470 |
| 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;181302 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 181302 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;509000 | 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;78350 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 78350 |
| 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;305109 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 305109 |
| 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;281694 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 281694 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;55625 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 55625 |
| 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;386002 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 386002 |
| 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;13995 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13995 |
| 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;104085 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 104085 |
| 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;35585 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 35585 |
| 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;28919 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28919 |
| 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;176103 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 176103 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;52624 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 52624 |
| 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;138853 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 138853 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;454200 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.66%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(11690) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11690) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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;471000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.67%<br> (pays semi-annually) | 9/17/30 | $(10765) | $— | $(10765) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;693000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.67%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(14841) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14841) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;471000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8730) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8730) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;420000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7684) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7684) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;(8672) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8672) |
| INR | 1417000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.69%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(17418) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17418) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;(2049) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2049) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;495000 | Pays | 1-day INR FBIL MIBOR<br> (pays semi-annually) | 5.74%<br> (pays semi-annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5087 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5087 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;8382 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8382 |
| KRW | 12187000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.32%<br> (pays quarterly) | 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;(15451) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15451) |
| 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;(18493) | &nbsp;&nbsp;&nbsp; 1437 | &nbsp;&nbsp;&nbsp;&nbsp; (17056) |
| KRW | 17160000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.34%<br> (pays quarterly) | 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;(18097) | &nbsp;&nbsp;&nbsp; 3044 | &nbsp;&nbsp;&nbsp;&nbsp; (15053) |
| 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;(26067) | &nbsp;&nbsp;&nbsp;&nbsp; (136) | &nbsp;&nbsp;&nbsp;&nbsp; (26203) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;(9658) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9658) |
| KRW | 21136000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(15639) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15639) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;(5847) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5847) |
| KRW | 1062000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.63%<br> (pays quarterly) | 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 67 |
| KRW | 1916000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.69%<br> (pays quarterly) | 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6669) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6669) |
| KRW | 3927000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.69%<br> (pays quarterly) | 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;(14934) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14934) |
| KRW | 1566000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.70%<br> (pays quarterly) | 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6965) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6965) |
| KRW | 1497000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.79%<br> (pays quarterly) | 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;(15532) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15532) |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| KRW | 1987000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.79%<br> (pays quarterly) | 3/19/35 | $(20680) | $— | $(20680) |
| KRW | 3975000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.81%<br> (pays quarterly) | 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;(44573) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44573) |
| KRW | 2716000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.65%<br> (pays quarterly) | 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27) |
| KRW | 4620000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.65%<br> (pays quarterly) | 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(794) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (794) |
| KRW | 2280000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.65%<br> (pays quarterly) | 9/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (70) |
| 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;345048 | &nbsp;&nbsp;&nbsp;(10771) | &nbsp;&nbsp;&nbsp; 334277 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;356400 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 8.88%<br> (pays monthly) | 11/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;838773 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 838773 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 75 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;19877 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19877 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11000 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;19372 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19372 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17200 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.20%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14353 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14353 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.20%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23670 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23670 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;52766 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 52766 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.48%<br> (pays annually) | 8/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;(67795) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (67795) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.69%<br> (pays annually) | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;(63889) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (63889) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.64%<br> (pays annually) | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;(196613) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (196613) |
| 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;(50645) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (50645) |
| 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;(358675) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (358675) |
| 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;(351966) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (351966) |
| 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;285320 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 285320 |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;701897 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 701897 |
| 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;191900 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 191900 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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;20500 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.19%<br> (pays annually) | 9/21/32 | $398695 | $— | $398695 |
| 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;360099 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 360099 |
| 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;145981 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 145981 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6053 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.27%<br> (pays annually) | 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39956 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39956 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;98490 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 98490 |
| 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;(99956) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (99956) |
| 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;(19939) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19939) |
| 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;938672 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 938672 |
| 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;50402 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50402 |
| 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;915704 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 915704 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5430 |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2231 |
| 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;5540 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5540 |
| 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;11603 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11603 |
| 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;8628 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8628 |
| 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;10144 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10144 |
| 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;10353 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10353 |
| 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;12736 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12736 |
| 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;18256 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18256 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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;259000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.41%<br> (pays quarterly) | 6/18/30 | $37002 | $— | $37002 |
| 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;77139 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 77139 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;(6354) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6354) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 396 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;1842 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1842 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;6823 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6823 |
| 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;115079 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 115079 |
| 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;467918 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 467918 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;90094 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 90094 |
| **Total** |  |  |  |  |  | **$5782140** | **$10728** | &nbsp;&nbsp;**$5792868** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;$563191 |
| 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; 755979 |
| 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; 15980 |
| BNP Paribas | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 17413 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;2.95%<br> (pays quarterly) | &nbsp;&nbsp;3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; (15318) |
| 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; 13147 |
| 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; 14527 |
| 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; 566472 |
| 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;&nbsp;&nbsp; 299650 |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

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)** |
| 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;$32793 |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 21000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.45%<br> (pays quarterly) | &nbsp;&nbsp;6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 71041 |
| 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; 115516 |
| 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; 77665 |
| 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; 118979 |
| 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; 298507 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$2928129** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** |  |  |
| **Counterparty** | &nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;**Effective Date/<br> Termination<br> Date<sup>(1)</sup>** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| 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\* | &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount (pays quarterly) plus Notional Amount\* | &nbsp;&nbsp;6/5/26/<br>6/5/29 | &nbsp;&nbsp;$39978 |
| 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\* | &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount (pays quarterly) plus Notional Amount\* | &nbsp;&nbsp;5/31/26/<br>5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;102483 |
|  |  |  |  | &nbsp;&nbsp;**$142461** |

---

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

\* The Portfolio pays interest on the currency received and receives interest on the currency delivered. At the termination date, the notional amount of the currency received will be exchanged for the notional amount of the currency delivered. 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. |
| GDP | – Gross Domestic Product |
| 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 |
| WIBOR | – Warsaw Interbank Offered Rate |

---

------

Emerging Markets Local Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| ALL | – Albanian Lek |
| AMD | – Armenian Dram |
| ARS | – Argentine Peso |
| 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 |
| 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 |
| UGX | – Ugandan Shilling |
| USD | – United States Dollar |
| UYU | – Uruguayan Peso |
| UZS | – Uzbekistani Som |
| ZAR | – South African Rand |

---

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, forward volatility agreements 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, interest rate swaptions 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 July 31, 2025, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

Affiliated Investments

At July 31, 2025, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $70,486,063, which represents 5.9% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended July 31, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $5727085 | $648048679 | $(583289701) | $— | $— | $70486063 | $3068290 | 70486063 |

---

<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>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Foreign Corporate Bonds | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$48555825 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$48555825 |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6636606 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841725289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841725289 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;70486063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70486063 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40700727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40700727 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98185525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98185525 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578374 |
| **Total Investments** | &nbsp;&nbsp;**$70486063** | &nbsp;&nbsp;&nbsp;&nbsp;**$1029745740** | &nbsp;&nbsp;&nbsp;&nbsp;**$6636606** | &nbsp;&nbsp;&nbsp;&nbsp;**$1106868409** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$21160335 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$21160335 |
| Forward Volatility Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7776 |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495694 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 106212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106212 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16376523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16376523 |
| **Total** | &nbsp;&nbsp;**$70592275** | &nbsp;&nbsp;&nbsp;&nbsp;**$1067786068** | &nbsp;&nbsp;&nbsp;&nbsp;**$6636606** | &nbsp;&nbsp;&nbsp;&nbsp;**$1145014949** |
| **Liability Description** |  |  |  |  |
| Written Currency Options | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(1001612) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(1001612) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24029366) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24029366) |
| Forward Volatility Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9006) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9006) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257064) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257064) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7523793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7523793) |
| **Total** | &nbsp;&nbsp;**$(257064)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(32563777)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(32820841)** |

---

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 July 31, 2025 is not presented.

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** 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:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1218119209.85

**Total Liabilities:** $28378910.44

**Net Assets:** $1189740299.41

**Cash Not Reported:** $51844943.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -87.89000000 | **1-Year:** -634.62000000 | **5-Year:** -112.74000000 | **10-Year:** -232.02000000 | **30-Year:** -67.06000000

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

- **3-Month:** -955.40000000 | **1-Year:** -11854.20000000 | **5-Year:** -21133.58000000 | **10-Year:** -25889.59000000 | **30-Year:** -11178.53000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049877 | 2.08%                | 3.15%                | -1.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1228042.53             | $13117298.35                               |
| Month 2  | $-550792.74              | $20685685.46                               |
| Month 3  | $2909665.02              | $-12300431.10                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Barclays Bank PLC                        | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-69095.32    | -0.01%            |  |  |  | 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      | $903259.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $-1895291.99  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     17800000 | PA      | $355989.91    | 0.03%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIF415K3 TRS COP R F   .00000 ACI0BJ3C2 BOND TRS / Short: BMIF415K3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  67000000000 | OU      | $246839.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $70745.70     | 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      | $-9845.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5138300 | PA      | $720040.97    | 0.06%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF407N7 IRS COP R V 03MCPIBR BMIF407Q0 CCPNDFOIS / Short: BMIF407N7 IRS COP P F  8.41500 BMIF407P2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7510000000 | OU      | $-3641.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $47491.77     | 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      | $-6033.28     | -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      | $363085.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $379419.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $16655.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $76209.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $5267.26      | 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      | $40297.96     | 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      | $262385.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $253266.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      8000000 | PA      | $7987646.39   | 0.67%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                   | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    124000000 | PA      | $20884675.89  | 1.76%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     10000000 | PA      | $58533.65     | 0.00%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-179432.89   | -0.02%            |  |  |  | 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      | $6823.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-625501.46   | -0.05%            |  |  |  | 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      | $1842.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $61373.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1922200 | PA      | $270069.10    | 0.02%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    336910000 | PA      | $5301872.99   | 0.45%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       157000 | PA      | $29516.00     | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  24000000000 | PA      | $1906970.37   | 0.16%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000000 | PA      | $3483799.70   | 0.29%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $22565.11     | 0.00%             |  |  |  | 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      | $-9658.44     | -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      | $-28128.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-255680.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-15804.71    | -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      | $-3996.78     | -0.00%            |  |  |  | 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        |     13900000 | PA      | $10730835.22  | 0.90%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-38730.43    | -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      | $-86889.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     60000000 | PA      | $2883605.79   | 0.24%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $151494.66    | 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      | $2665.39      | 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      | $28919.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       517000 | PA      | $97229.09     | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIE8NTP7 IRS INR R F  6.00450 BMIE8NTQ5 CCPNDFOIS / Short: SMIE8NTP7 IRS INR P V 06MMIBOR BMIE8NTR3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    509000000 | OU      | $78350.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       781000 | PA      | $719472.82    | 0.06%             | 2025-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      9000000 | PA      | $160674.63    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57650000 | PA      | $12573971.41  | 1.06%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2554.32      | 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      | $55624.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-140584.68   | -0.01%            |  |  |  | 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      | $128014.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-84186.92    | -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      | $-70470.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2194000 | PA      | $2127165.32   | 0.18%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZHFS9 IRS KRW R F  2.32330 BMIEZHFT7 CCPNDF / Short: SMIEZHFS9 IRS KRW P V 03MKSDA BMIEZHFU4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12187000000 | OU      | $-12716.03    | -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      | $46902.41     | 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      | $147530.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $524554.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     34685000 | PA      | $47679.18     | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-46070.95    | -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      | $-294593.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F  2.69000 BMIED1R30 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3927000000 | OU      | $-14579.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEZNR46 IRS COP R V 03MCPIBR BMIEZNR61 CCPNDFOIS / Short: BMIEZNR46 IRS COP P F  8.23500 BMIEZNR53 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4094000000 | OU      | $2735.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $38250.72     | 0.00%             |  |  |  | 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      | $343962.90    | 0.03%             |  |  |  | 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      | $49248.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                         | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    246883413 | PA      | $11557200.57  | 0.97%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $-18142.24    | -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      | $-13636.56    | -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      | $-420138.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     50000000 | PA      | $49798373.00  | 4.19%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIESYV78 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -10772000 | OU      | $-10779809.70 | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF7BCU8 IRS COP R V 03MCPIBR BMIF7BCW4 CCPNDFOIS / Short: BMIF7BCU8 IRS COP P F  8.65000 BMIF7BCV6 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16488000000 | OU      | $-1650.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-51972.42    | -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      | $-42907.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-25510.83    | -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      | $-4327.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-80162.43    | -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      | $-217032.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-687943.77   | -0.06%            |  |  |  | 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      | $-183656.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJS7 IRS INR R F  5.67700 BMIF4LJT5 CCPNDFOIS / Short: SMIF4LJS7 IRS INR P V 06MMIBOR BMIF4LJU2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    471000000 | OU      | $-8729.75     | -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      | $33628.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $-28037.64    | -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      | $138092.28    | 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      | $110449.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-2261.83     | -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      | $16034.55     | 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      | $71817.53     | 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      | $-64623.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $-8981.75     | -0.00%            |  |  |  | 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      | $116222.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | NIGERIA OMO BILL                                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |   1055906000 | PA      | $629239.28    | 0.05%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-218173.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     45601000 | PA      | $13459864.70  | 1.13%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     60000000 | PA      | $2094441.50   | 0.18%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $466656.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $-11996.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       637500 | PA      | $98876.25     | 0.01%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40533000 | PA      | $11438797.45  | 0.96%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-16865.01    | -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      | $29712.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV484E54 IRS CLP R F  1.33000 2 CCPNDFCAMARAPROMEDIO / Short: SEV484E54 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3700000000 | OU      | $-71116.41    | -0.01%            |  |  |  | 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      | $30416.10     | 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      | $-23246.61    | -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      | $-19191.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4GQH87 IRS CLP R F  1.92000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4GQH87 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-74505.20    | -0.01%            |  |  |  | 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      | $6662.99      | 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      | $-183757.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $30997.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                         | Dominican Republic Central Bank Notes                                                                                                      | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     36140000 | PA      | $573761.82    | 0.05%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $45878.58     | 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      | $-61879.46    | -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      | $597106.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $320510.31    | 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      | $63885.34     | 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      | $32093.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-13395.57    | -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      | $-412734.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     20000000 | PA      | $19985789.20  | 1.68%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $96311.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |            1 | NC      | $-10336.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17415000 | PA      | $4125100.24   | 0.35%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-42213.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       286000 | PA      | $53389.05     | 0.00%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-908.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $90633.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    873290000 | PA      | $8283324.93   | 0.70%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5554.21      | 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      | $134587.93    | 0.01%             |  |  |  | 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      | $79845.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $152317.64    | 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      | $93559.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $-7719.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-SCHATZ FUT SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -14 | NC      | $5831.53      | 0.00%             |  |  |  | No            |                  1 | 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      | $-4460.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     52027000 | PA      | $87239.90     | 0.01%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     44150000 | PA      | $7857610.50   | 0.66%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $449.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0VS88 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12900000 | OU      | $79722.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF3CZJ0 IRS MYR R F  3.20100 BMIF3CZK7 CCPNDF / Short: SMIF3CZJ0 IRS MYR P V 03MKLIBO BMIF3CZL5 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28000000 | OU      | $23670.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  11212000000 | PA      | $1448294.92   | 0.12%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       475100 | PA      | $93582.82     | 0.01%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-10481.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |            1 | NC      | $93134.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $44538.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       668900 | PA      | $138863.64    | 0.01%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    284000000 | PA      | $12383503.03  | 1.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F  2.79200 BMIED9T23 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1497000000 | OU      | $-15269.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIF93LZ3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     17400000 | OU      | $90340.80     | 0.01%             |  |  |  | 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      | $3429272.60   | 0.29%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-74981.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    519644856 | PA      | $11739155.40  | 0.99%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-5669.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEXMF35 IRS COP R V 03MCPIBR BMIEXMF50 CCPNDFOIS / Short: BMIEXMF35 IRS COP P F  8.27500 BMIEXMF43 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10162000000 | OU      | $4187.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2093000 | PA      | $2438345.00   | 0.20%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300919597 | PA      | $7001510.73   | 0.59%             | 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        |    207531000 | PA      | $275464.96    | 0.02%             | 2031-05-10      | Fixed         | 8.44%                 | 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      | $52766.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     52610000 | PA      | $1291450.15   | 0.11%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-11766.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $10738.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000000 | PA      | $230955.86    | 0.02%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-23686.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F  2.80500 BMIED9UX3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3975000000 | OU      | $-43833.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-296718.30   | -0.02%            |  |  |  | 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      | $104085.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7032.22     | -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      | $20027.61     | 0.00%             |  |  |  | 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      | $356901.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  25170000000 | PA      | $2037161.69   | 0.17%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $68587.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    134580000 | PA      | $2121929.56   | 0.18%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  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      | $-13953.94    | -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      | $-77496.27    | -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      | $12164.70     | 0.00%             |  |  |  | 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      | $399470.20    | 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      | $34309.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     27000000 | PA      | $93946.64     | 0.01%             | 2030-05-15      | 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        |    164040000 | PA      | $279935.22    | 0.02%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $85355.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $34862.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -7 | NC      | $-18781.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-6950.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     12247628 | PA      | $992097.12    | 0.08%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF3CZQ4 IRS MYR R F  3.20000 BMIF3CZR2 CCPNDF / Short: SMIF3CZQ4 IRS MYR P V 03MKLIBO BMIF3CZS0 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17200000 | OU      | $14353.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 120649000000 | PA      | $7469959.92   | 0.63%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KZ        |            1 | NC      | $-126841.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |            1 | NC      | $1714.23      | 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      | $-200869.95   | -0.02%            |  |  |  | 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      | $102482.34    | 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      | $40598.57     | 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      | $-18520.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIF7RHL8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -3050000 | OU      | $-17708.30    | -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      | $90094.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5280677 | PA      | $348734.30    | 0.03%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2500000 | PA      | $2451544.04   | 0.21%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     60000000 | PA      | $204676.83    | 0.02%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      3415000 | PA      | $3640390.00   | 0.31%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       874800 | PA      | $136031.40    | 0.01%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6831.39      | 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      | $-13160.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $436800.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $3734.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16020000 | PA      | $3514294.92   | 0.30%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID18J62 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     12500000 | OU      | $77487.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     25000000 | PA      | $86647.77     | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-54831.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIESYV78 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     10772000 | OU      | $10772000.00  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       903900 | PA      | $201208.14    | 0.02%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-6699.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                     | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      1322000 | PA      | $1206177.91   | 0.10%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF6E2P5 IRS COP R V 03MCPIBR BMIF6E2R1 CCPNDFOIS / Short: BMIF6E2P5 IRS COP P F  8.53200 BMIF6E2Q3 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15473000000 | OU      | $-5563.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIDJ6JW0 IRS BRL R F 10.64750 BMIDJ6JX8 CCPNDFPREDISWAP / Short: SMIDJ6JW0 IRS BRL P V 00MBRCDI BMIDJ6JY6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     79775000 | OU      | $-534241.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-102215.14   | -0.01%            |  |  |  | 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      | $693849.21    | 0.06%             |  |  |  | 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      | $39978.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       920000 | PA      | $936100.00    | 0.08%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $36745.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    622878700 | PA      | $30192988.91  | 2.54%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1588.53     | -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      | $-17570.20    | -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      | $97483.15     | 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      | $-302383.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-30978.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   4334700000 | PA      | $1042016.38   | 0.09%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     64000000 | PA      | $211647.11    | 0.02%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     13254000 | PA      | $12226815.00  | 1.03%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2595153000 | PA      | $1624822.53   | 0.14%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     14708678 | PA      | $1261928.31   | 0.11%             | 2027-02-16      | Fixed         | 8.35%                 | 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      | $-4009.10     | -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      | $-21122.15    | -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      | $300491.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6053170 | OU      | $38607.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  24969700000 | PA      | $5606708.73   | 0.47%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-236578.15   | -0.02%            |  |  |  | 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      | $19949.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | UY        |            1 | NC      | $18706.28     | 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      | $5455.89      | 0.00%             |  |  |  | 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      | $395.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4SM41 IRS INR R F  5.66800 BMIF4SM58 CCPNDFOIS / Short: SMIF4SM41 IRS INR P V 06MMIBOR BMIF4SM66 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    471000000 | OU      | $-10765.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV4ATVG3 IRS HUF R F  1.20220 2 CCPVANILLA / Short: SEV4ATVG3 IRS HUF P V 06MBUBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000000 | OU      | $-39405.24    | -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      | $8382.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    565995000 | PA      | $604675.84    | 0.05%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1779000 | PA      | $115929.92    | 0.01%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD GHS                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-58285.68    | -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      | $1452916.69   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | BMIF84RW3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     -6300000 | OU      | $-36577.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-223636.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-88599.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $36589.61     | 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      | $-81027.93    | -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      | $-22156.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIF7RHH7 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      6640000 | OU      | $33226.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     90000000 | PA      | $1830293.13   | 0.15%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV479W54 IRS PLN R F   .68720 2 CCPVANILLA / Short: SEV479W54 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000000 | OU      | $-10508.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     79197873 | PA      | $4317935.95   | 0.36%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1018000000 | PA      | $3209829.83   | 0.27%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      6500000 | PA      | $6447091.04   | 0.54%             | 2025-10-09      | None          | 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      | $67202.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     38700000 | PA      | $493099.39    | 0.04%             | 2034-07-25      | Fixed         | 6.13%                 | 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      | $-3052.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-66435.25    | -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      | $-147.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $11402.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                   | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       780000 | PA      | $871797.39    | 0.07%             | 2027-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-41940.64    | -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      | $-39221.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     21190000 | PA      | $4447890.37   | 0.37%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 265292000000 | PA      | $16436105.48  | 1.38%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $134445.81    | 0.01%             |  |  |  | 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      | $14550.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |            1 | NC      | $875.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       553000 | PA      | $103964.00    | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEZWQ47 IRS COP R V 03MCPIBR BMIEZWQ62 CCPNDFOIS / Short: BMIEZWQ47 IRS COP P F  8.29000 BMIEZWQ54 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  40288000000 | OU      | $12728.18     | 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      | $917243.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      8947477 | PA      | $240134.50    | 0.02%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     64131000 | PA      | $16887205.74  | 1.42%             | 2034-08-12      | Fixed         | 5.40%                 | 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      | $-160761.64   | -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      | $29047.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRIMONIO AUTONOMO UNIO                 | Patrimonio Autonomo Union Del Sur                                                                                                          | CUSIP: 70338LAA7<br>LEI: 549300ML8J9167SJSI62 | Long             | DBT              | CORP              | CO        |  18050431000 | PA      | $3676289.60   | 0.31%             | 2041-02-28      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      8424000 | PA      | $2343678.69   | 0.20%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $-11096.44    | -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      | $-10766.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIBCBKD0 IRS CNY R F  2.40250 2 CCPNDF / Short: SMIBCBKD0 IRS CNY P V 00MCNRR 1 CCPNDF                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68700422 | OU      | $206551.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-788012.89   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4TPM6 IRS INR R F  5.66200 BMIF4TPN4 CCPNDFOIS / Short: SMIF4TPM6 IRS INR P V 06MMIBOR BMIF4TPP9 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    454200000 | OU      | $-11689.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-40175.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6025000 | PA      | $1407573.04   | 0.12%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-81361.22    | -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      | $-11072.85    | -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      | $13410.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     11589052 | PA      | $788322.66    | 0.07%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-3732232.14  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-73397.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $141942.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    397950000 | PA      | $992220.02    | 0.08%             | 2035-10-29      | Fixed         | 9.00%                 | 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      | $559728.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $14681.26     | 0.00%             |  |  |  | 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      | $299592.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED RON / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $50564.79     | 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      | $246414.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    545580000 | PA      | $9511174.96   | 0.80%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV4EVDX7 IRS PLN R F   .63970 2 CCPVANILLA / Short: SEV4EVDX7 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     42000000 | OU      | $-223505.39   | -0.02%            |  |  |  | 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      | $11384.36     | 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      | $-37460.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-33274.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   3306508000 | PA      | $2584274.64   | 0.22%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-57972.20    | -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      | $-15753.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $11723.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10000000 | PA      | $163013.88    | 0.01%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6169000 | PA      | $1150942.62   | 0.10%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $41584.42     | 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      | $-52415.28    | -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      | $-26906.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       232000 | PA      | $43427.50     | 0.00%             | 2024-11-04      | 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        |        58094 | PA      | $33832.26     | 0.00%             | 2025-12-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                       | TBC Bank Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  30470000000 | PA      | $2406647.04   | 0.20%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-86293.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     43300000 | PA      | $783380.34    | 0.07%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    591000000 | PA      | $2052297.40   | 0.17%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-10875.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       108000 | PA      | $20214.90     | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |            1 | NC      | $9608.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    708295967 | PA      | $37133800.05  | 3.12%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIF0GQA3 IRS KRW R V 03MKSDA BMIF0GQC9 CCPNDF / Short: BMIF0GQA3 IRS KRW P F  2.64450 BMIF0GQB1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2716000000 | OU      | $-27.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-1633.79     | -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      | $-10935.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1227010000 | PA      | $2098343.94   | 0.18%             | 2041-04-25      | Fixed         | 3.00%                 | 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      | $2705.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF93KW1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |       720000 | OU      | $3738.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds | Venezuela Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1313500 | PA      | $262831.35    | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-9184.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |      8154000 | PA      | $196676.31    | 0.02%             | 2025-12-30      | None          | 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      | $25841.04     | 0.00%             |  |  |  | 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      | $-602455.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                   | Itau BBA International PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |   7212000000 | PA      | $1031171.76   | 0.09%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-4176.51     | -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      | $28400.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UZ        |            1 | NC      | $62540.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     35100000 | PA      | $676665.36    | 0.06%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19320659 | OU      | $94609.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIETK0D8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -10770000 | OU      | $-10770000.00 | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     91000000 | PA      | $1087428.95   | 0.09%             | 2027-02-23      | Fixed         | 4.70%                 | 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      | $-3044.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $8040.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-66541.47    | -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      | $-18589.00    | -0.00%            |  |  |  | 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      | $148513.95    | 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      | $-2048.96     | -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      | $-30706.37    | -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      | $-3504.86     | -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      | $-83216.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1581310000 | PA      | $17174757.94  | 1.44%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1959000 | PA      | $362610.90    | 0.03%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEYDW50 IRS COP R V 03MCPIBR BMIEYDW76 CCPNDFOIS / Short: BMIEYDW50 IRS COP P F  8.29200 BMIEYDW68 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  17234000000 | OU      | $5224.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Seychelles                   | Seychelles International Bond                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SC        |        98250 | PA      | $99343.50     | 0.01%             | 2026-01-01      | Fixed         | 8.00%                 | Yes           |                  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      | $77413.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    106400000 | PA      | $1282377.53   | 0.11%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds               | Guatemala Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       822000 | PA      | $844251.54    | 0.07%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF8TMD5 IRS INR R F  5.73700 BMIF8TME3 CCPNDFOIS / Short: SMIF8TMD5 IRS INR P V 06MMIBOR BMIF8TMF0 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    495000000 | OU      | $5087.39      | 0.00%             |  |  |  | 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      | $-20116.47    | -0.00%            |  |  |  | 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      | $137713.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    383300000 | PA      | $4581273.53   | 0.39%             | 2027-07-10      | Fixed         | 4.30%                 | 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      | $-20688.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    318550000 | PA      | $6569478.88   | 0.55%             | 2025-08-05      | None          | 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      | $35584.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       217000 | PA      | $40579.00     | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  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      | $-14457.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-13789.02    | -0.00%            |  |  |  | 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      | $144653.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       415000 | PA      | $78020.00     | 0.01%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F  2.68500 BMIEEULN7 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1916000000 | OU      | $-6504.01     | -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      | $293373.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-16513.13    | -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      | $-103814.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     40900000 | PA      | $500285.79    | 0.04%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $208686.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-65660.71    | -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      | $106958.09    | 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      | $-99136.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $119971.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-9005.05     | -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      | $1411.81      | 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      | $-80837.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4500000 | PA      | $1077584.55   | 0.09%             | 2038-02-24      | Fixed         | 7.90%                 | 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      | $-1808482.79  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10687.16     | 0.00%             |  |  |  | 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      | $-70055.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     16000000 | PA      | $191258.29    | 0.02%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    383618000 | PA      | $13878422.95  | 1.17%             | 2038-06-17      | Fixed         | 3.30%                 | 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      | $-19708.99    | -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      | $-5625.31     | -0.00%            |  |  |  | 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      | $399527.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2495.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5238000 | PA      | $1159431.30   | 0.10%             | 2027-09-15      | None          | 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      | $-32458.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0PTL1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     24100000 | OU      | $148938.00    | 0.01%             |  |  |  | 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      | $305109.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |            1 | NC      | $21306.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7574647 | PA      | $560964.51    | 0.05%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEZ1Q11 IRS COP R V 03MCPIBR BMIEZ1Q37 CCPNDFOIS / Short: BMIEZ1Q11 IRS COP P F  8.26000 BMIEZ1Q29 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13454000000 | OU      | $6836.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | BMIF8DBZ3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     16400000 | OU      | $82065.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-45329.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1420000000 | PA      | $4957406.54   | 0.42%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIF0FJ70 IRS KRW R V 03MKSDA BMIF0FJ96 CCPNDF / Short: BMIF0FJ70 IRS KRW P F  2.64500 BMIF0FJ88 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2280000000 | OU      | $-70.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5272000 | PA      | $342848.27    | 0.03%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-25948.45    | -0.00%            |  |  |  | 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      | $1345351.67   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIE8TBR9 IRS MXN R F  8.88000 BMIE8TBS7 CCPOIS / Short: SMIE8TBR9 IRS MXN P V 00MTIEF BMIE8TBT5 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    356400000 | OU      | $832115.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |            1 | NC      | $-99739.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-63.71       | -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      | $6518570.32   | 0.55%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     75467000 | PA      | $128360.47    | 0.01%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10420.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $427574.81    | 0.04%             |  |  |  | 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      | $13995.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-48004.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     44975000 | PA      | $894595.80    | 0.08%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $3329.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    490529000 | PA      | $682232.87    | 0.06%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        75000 | PA      | $14015.63     | 0.00%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-31854.20    | -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      | $-38090.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     76306000 | PA      | $128883.97    | 0.01%             | 2031-05-12      | Fixed         | 14.00%                | 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      | $281805.76    | 0.02%             |  |  |  | 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      | $-3828.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIET5NS3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      4686000 | OU      | $4687883.77   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $33699.44     | 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      | $-11338.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-261847.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds   | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       426000 | PA      | $79715.25     | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  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      | $-611398.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |            1 | NC      | $-4357.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    181000000 | PA      | $4474878.66   | 0.38%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-133058.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-12664.60    | -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      | $1557733.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       109000 | PA      | $111326.37    | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  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      | $-37663.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     17818000 | PA      | $423667.02    | 0.04%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $45925.38     | 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      | $-1648.25     | -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      | $-5638.25     | -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      | $-84326.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-25654.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 199443000000 | PA      | $12837438.68  | 1.08%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | Long: BMIEQHJ06 IRS MYR R F  3.44500 BMIEQHJ14 NDF / Short: BMIEQHJ06 IRS MYR P V 03MKLIBO BMIEQHJ22 NDF                                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DIR              |  | GB        |     21000000 | OU      | $71536.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     19327000 | PA      | $471006.65    | 0.04%             | 2025-10-31      | None          | 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      | $-230723.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIF0GZH8 IRS KRW R V 03MKSDA BMIF0GZK1 CCPNDF / Short: BMIF0GZH8 IRS KRW P F  2.64700 BMIF0GZJ4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4620000000 | OU      | $-794.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-68817.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $134763.04    | 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      | $-19248.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  10774100000 | PA      | $2819102.32   | 0.24%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7212.97     | -0.00%            |  |  |  | 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      | $562954.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -137 | NC      | $-78045.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIF7XQM3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -8700000 | OU      | $-48885.30    | -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      | $-246139.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $80195.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                   | Montenegro Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       993000 | PA      | $1032013.15   | 0.09%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-847428.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      2949876 | PA      | $254256.84    | 0.02%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     69266000 | PA      | $1566145.45   | 0.13%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-50725.23    | -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      | $21466.22     | 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      | $12782.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $24821.38     | 0.00%             |  |  |  | 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      | $-804640.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    110000000 | PA      | $331447.80    | 0.03%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-568673.23   | -0.05%            |  |  |  | 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      | $693045.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $274530.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-24964.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     19300000 | PA      | $4596475.54   | 0.39%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |            1 | NC      | $-22931.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $20471.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    112750000 | PA      | $2015984.83   | 0.17%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      2100000 | PA      | $2121875.70   | 0.18%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  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      | $176102.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3983.08      | 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      | $-31102.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $264030.15    | 0.02%             |  |  |  | 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      | $74.98        | 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      | $20083.37     | 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      | $-16239.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJER8 IRS KRW R F  2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15843000000 | OU      | $-15029.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    792413000 | PA      | $2030522.43   | 0.17%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  39256000000 | PA      | $2516580.71   | 0.21%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   1907287000 | PA      | $1493836.95   | 0.13%             | 2027-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     23000000 | PA      | $400037.48    | 0.03%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $221851.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF6FHB7 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF6FHB7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  18000000000 | OU      | $25466.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        32845 | PA      | $18589.63     | 0.00%             | 2027-09-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       325000 | PA      | $60888.75     | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-14859.51    | -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      | $-55060.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    862400000 | PA      | $2207133.78   | 0.19%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1461000 | PA      | $272659.13    | 0.02%             | 2023-01-27      | 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      | $3799048.19   | 0.32%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF6CSE6 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1110000 | OU      | $-399879.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    164448900 | PA      | $8277669.41   | 0.70%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $3211.28      | 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      | $-26995.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     56000000 | PA      | $1054062.93   | 0.09%             | 2031-07-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $86230.88     | 0.01%             |  |  |  | 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      | $277507.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $21432.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-6587.29     | -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        |   1417000000 | OU      | $-17418.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-11035.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-25248.21    | -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      | $-29044.60    | -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      | $470149.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $65449.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |            1 | NC      | $-23546.26    | -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      | $65704.70     | 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      | $134126.27    | 0.01%             |  |  |  | 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      | $153444.16    | 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      | $101944.47    | 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      | $66297.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     32030000 | PA      | $7101615.48   | 0.60%             | 2026-04-22      | Fixed         | 4.85%                 | 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      | $-10593.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    203525075 | PA      | $9946127.77   | 0.84%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $85677.54     | 0.01%             |  |  |  | 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      | $19371.79     | 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      | $-12531.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  65968100000 | PA      | $13850685.91  | 1.16%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-650.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-12432.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1292000 | PA      | $240838.49    | 0.02%             | 2021-04-12      | 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        |    295407000 | PA      | $13617938.12  | 1.14%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $233072.09    | 0.02%             |  |  |  | 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      | $7652509.17   | 0.64%             | 2028-02-12      | Fixed         | 10.75%                | Yes           |                  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      | $181302.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $190767.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $-16688.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -10 | NC      | $15177.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $21778.05     | 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      | $-5846.90     | -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      | $30715.74     | 0.00%             |  |  |  | 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      | $386002.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $-2383.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $4648.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     56140000 | PA      | $2659870.85   | 0.22%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-56051.16    | -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      | $-6353.87     | -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      | $-154123.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $44139.24     | 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      | $34258.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | NIGERIA OMO BILL                                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |   1116604000 | PA      | $676833.63    | 0.06%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-57597.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-1841.10     | -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      | $-5922.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  16326000000 | PA      | $2098013.02   | 0.18%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KZ        |            1 | NC      | $-8032.35     | -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      | $-13669.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3807500 | PA      | $714287.00    | 0.06%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9758882 | PA      | $639079.11    | 0.05%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    501175000 | PA      | $9297748.66   | 0.78%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-12946.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIETK0D8 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     10770000 | OU      | $10775891.19  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     95290000 | PA      | $1565187.94   | 0.13%             | 2025-08-08      | Fixed         | 12.00%                | 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      | $-32464.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1000400 | PA      | $183923.54    | 0.02%             | 2023-05-07      | 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      | $6636606.13   | 0.56%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $18705.78     | 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      | $-73430.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-79703.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $101714.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     63576000 | PA      | $54959.46     | 0.00%             | 2026-02-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-5846.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       432325 | PA      | $431244.19    | 0.04%             | 2033-07-15      | Fixed         | 7.95%                 | 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      | $116074.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       349000 | PA      | $89466.15     | 0.01%             | 2034-01-13      | None          | 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      | $77268.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2291.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $60672.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD UZS                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-112441.44   | -0.01%            |  |  |  | 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      | $-15638.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 193017000000 | PA      | $13120188.35  | 1.10%             | 2036-05-15      | Fixed         | 8.25%                 | 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      | $138853.49    | 0.01%             |  |  |  | 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      | $11176.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SEV46AKS5 IRS PLN R F   .48220 2 CCPVANILLA / Short: SEV46AKS5 IRS PLN P V 06MWIBOR 1 CCPVANILLA                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10800000 | OU      | $-2880.73     | -0.00%            |  |  |  | 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      | $26213.63     | 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      | $76864.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F  2.79250 BMIEDFPX5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1987000000 | OU      | $-20331.36    | -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      | $82517.56     | 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      | $-22874.89    | -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      | $-12355.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1981000 | PA      | $163863.39    | 0.01%             | 2027-08-17      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $54572.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1122526000 | PA      | $23080799.05  | 1.94%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $-1864.60     | -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      | $31372.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    212760000 | PA      | $557131.75    | 0.05%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.                 | Telefonica del Peru SAA                                                                                                                    | CUSIP: 87938YAA7<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |     24500000 | PA      | $2455114.82   | 0.21%             | 2027-04-10      | None          | 0.00%                 | 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      | $749869.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1234.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                 | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     70486063 | NS      | $70486063.36  | 5.92%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $-14149.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      4437300 | PA      | $4426206.75   | 0.37%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1563000 | PA      | $225853.50    | 0.02%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 163285000000 | PA      | $10215397.97  | 0.86%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-198835.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     17818000 | PA      | $434701.54    | 0.04%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $16365.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJY4 IRS INR R F  5.67750 BMIF4LJZ1 CCPNDFOIS / Short: SMIF4LJY4 IRS INR P V 06MMIBOR BMIF4LK06 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    420000000 | OU      | $-7683.80     | -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      | $-23609.42    | -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      | $32063.59     | 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      | $2355.99      | 0.00%             |  |  |  | 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      | $463072.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-8718.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-15339.02    | -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      | $-6911.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF7SRJ0 IRS COP R V 03MCPIBR BMIF7SRL5 CCPNDFOIS / Short: BMIF7SRJ0 IRS COP P F  8.50000 BMIF7SRK7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  53394000000 | OU      | $-5473.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4F4KD2 IRS CLP R F  1.59000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4F4KD2 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000000 | OU      | $-39467.26    | -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      | $10999.67     | 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      | $13188.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      6598250 | PA      | $471330.66    | 0.04%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-47473.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEY1S69 IRS COP R V 03MCPIBR BMIEY1S85 CCPNDFOIS / Short: BMIEY1S69 IRS COP P F  8.37000 BMIEY1S77 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20319581000 | OU      | $-3994.75     | -0.00%            |  |  |  | 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      | $211750.69    | 0.02%             |  |  |  | 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      | $-460668.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F  2.70000 BMIED1UD4 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1566000000 | OU      | $-6809.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  35503000000 | PA      | $6683590.94   | 0.56%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-115236.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-10825.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     74000000 | PA      | $1794493.09   | 0.15%             | 2025-12-05      | None          | 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      | $54299.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $4452.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 196708000000 | PA      | $12132060.04  | 1.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16622000000 | PA      | $1053332.76   | 0.09%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-18987.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |            1 | NC      | $28121.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        72277 | PA      | $41749.41     | 0.00%             | 2026-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1059000 | PA      | $842925.00    | 0.07%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF6MA03 IRS COP R V 03MCPIBR BMIF6MA29 CCPNDFOIS / Short: BMIF6MA03 IRS COP P F  8.68000 BMIF6MA11 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13697000000 | OU      | $-5335.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEZF5M7 IRS COP R V 03MCPIBR BMIEZF5P0 CCPNDFOIS / Short: BMIEZF5M7 IRS COP P F  8.24500 BMIEZF5N5 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16478000000 | OU      | $9956.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4306200 | PA      | $861670.62    | 0.07%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $1526994.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds    | Jordan Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       497000 | PA      | $450236.81    | 0.04%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $-17542.14    | -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      | $17450.39     | 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      | $52722.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   6267755000 | PA      | $3905280.27   | 0.33%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  50140000000 | PA      | $4067247.21   | 0.34%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     65000000 | PA      | $1136398.50   | 0.10%             | 2030-07-27      | Fixed         | 6.38%                 | 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      | $116203.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2179200 | PA      | $347582.40    | 0.03%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     79200000 | PA      | $954054.32    | 0.08%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $68848.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     60508000 | PA      | $1458828.72   | 0.12%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $200058.37    | 0.02%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |            1 | NC      | $-1576159.86  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-556.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    699000000 | PA      | $8722151.87   | 0.73%             | 2029-07-22      | Fixed         | 4.95%                 | 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      | $34067.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1987000 | PA      | $1810157.00   | 0.15%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    558000000 | PA      | $1944873.50   | 0.16%             | 2029-12-15      | Fixed         | 11.00%                | 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      | $-330659.13   | -0.03%            |  |  |  | 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      | $9713.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF7XQP6 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     13000000 | OU      | $62855.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-63289.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIET5NT1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     10772000 | OU      | $10772000.00  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $-69942.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -96 | NC      | $-125366.02   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1697.20     | -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      | $-22350.87    | -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      | $-894.80      | -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      | $19108.27     | 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      | $-34042.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2000000 | PA      | $2000583.66   | 0.17%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-19116.00    | -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      | $-3585.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |            1 | NC      | $-3228.66     | -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      | $-31964.37    | -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      | $-22551.42    | -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      | $-16853.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $17159.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEC05F0 IRS CZK R F  3.63550 BMIEC05G8 CCPVANILLA / Short: SMIEC05F0 IRS CZK P V 06MPRIBO BMIEC05H6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     61000000 | OU      | $-26020.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD GHS                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6893.36     | -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      | $-110060.11   | -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      | $11816.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       820000 | PA      | $154160.00    | 0.01%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       194000 | PA      | $36326.50     | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  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      | $-53486.32    | -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      | $-114189.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $581104.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $42314.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-319618.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-185063.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2153.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    201119100 | PA      | $8702848.51   | 0.73%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $11042.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |            1 | NC      | $162884.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    298029400 | PA      | $14446469.87  | 1.21%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    398000000 | PA      | $6459952.96   | 0.54%             | 2028-04-22      | Fixed         | 3.62%                 | 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      | $-10288.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-23343.60    | -0.00%            |  |  |  | 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      | $-0.14        | -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      | $18667.40     | 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      | $13530.54     | 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      | $119628.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2827.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF5XQR4 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1387000 | OU      | $-498561.31   | -0.04%            |  |  |  | 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      | $13903105.18  | 1.17%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEXU157 IRS COP R V 03MCPIBR BMIEXU173 CCPNDFOIS / Short: BMIEXU157 IRS COP P F  8.36000 BMIEXU165 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20470000000 | OU      | $-2713.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      6422587 | PA      | $902373.47    | 0.08%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-6957.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   5702000000 | PA      | $432411.10    | 0.04%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $861097.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2534000 | PA      | $2952110.00   | 0.25%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3516000 | PA      | $654670.41    | 0.06%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7210.38      | 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      | $-7590.82     | -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      | $5357.59      | 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      | $-11018.09    | -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      | $-36310.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-76256.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -61 | NC      | $57082.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     13910989 | PA      | $354916.33    | 0.03%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70650000 | PA      | $14403335.29  | 1.21%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1664000 | PA      | $310544.00    | 0.03%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1019777.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $126781.32    | 0.01%             |  |  |  | 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      | $12675172.93  | 1.07%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds    | Zambia Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2192000 | PA      | $1607675.71   | 0.14%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    531000000 | PA      | $1845355.70   | 0.16%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1419100 | PA      | $222763.22    | 0.02%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $255367.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $55420.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       125000 | PA      | $23562.50     | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIF41598 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF41598 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  56900000000 | OU      | $163193.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $118114.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     15293589 | PA      | $697503.63    | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                   | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  14946700000 | PA      | $1183496.41   | 0.10%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       234000 | PA      | $247806.00    | 0.02%             | 2029-06-16      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  75905000000 | PA      | $9754359.81   | 0.82%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     17117780 | PA      | $2422165.87   | 0.20%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-23821.47    | -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      | $63370.45     | 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      | $-14160.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     18547000 | PA      | $13809632.53  | 1.16%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJ16 IRS INR R F  5.68300 BMIF4LJ24 CCPNDFOIS / Short: SMIF4LJ16 IRS INR P V 06MMIBOR BMIF4LJ32 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    554000000 | OU      | $-8671.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1209236 | PA      | $1204557.86   | 0.10%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4272858000 | PA      | $11012414.18  | 0.93%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-3682.21     | -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      | $-458.71      | -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      | $20481.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED UZS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $134445.80    | 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      | $10299.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4THG8 IRS INR R F  5.67100 BMIF4THH6 CCPNDFOIS / Short: SMIF4THG8 IRS INR P V 06MMIBOR BMIF4THJ2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    693000000 | OU      | $-14841.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $1212.54      | 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      | $-22597.03    | -0.00%            |  |  |  | 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      | $-159249.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      5898876 | PA      | $473022.44    | 0.04%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    567800000 | PA      | $7134311.32   | 0.60%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1652000 | PA      | $472766.24    | 0.04%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $23528.47     | 0.00%             |  |  |  | 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      | $-18275.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $-931150.41   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $155721.44    | 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      | $-536429.11   | -0.05%            |  |  |  | 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      | $3658438.38   | 0.31%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    524540000 | PA      | $901735.21    | 0.08%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $125403.59    | 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      | $-149100.83   | -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      | $13870.56     | 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      | $-140003.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF804K2 IRS PLN R F  4.01800 BMIF804L0 CCPVANILLA / Short: SMIF804K2 IRS PLN P V 06MWIBOR BMIF804M8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27400000 | OU      | $-50834.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIET5NT1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -10772000 | OU      | $-10773195.69 | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $162976.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUXL 30Y BND SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -7 | NC      | $28119.15     | 0.00%             |  |  |  | No            |                  1 | 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      | $19877.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-15215.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1030234000 | PA      | $1448674.07   | 0.12%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    826542000 | PA      | $15721976.67  | 1.32%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $236776.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4169429 | PA      | $321474.24    | 0.03%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     14000000 | PA      | $13966625.54  | 1.17%             | 2025-08-21      | None          | 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      | $-2540.70     | -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      | $41767.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  21000000000 | PA      | $1262694.18   | 0.11%             | 2054-07-15      | Fixed         | 6.88%                 | 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      | $59687.72     | 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      | $-73858.24    | -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      | $-86325.95    | -0.01%            |  |  |  | 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      | $-15363.45    | -0.00%            |  |  |  | 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      | $40059.83     | 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      | $88040.15     | 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      | $130287.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                   | Montenegro Government International Bond                                                                                                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       458000 | PA      | $475993.98    | 0.04%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-1561.57     | -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      | $-46916.69    | -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      | $6945.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-23836.88    | -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      | $59220.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $217825.57    | 0.02%             |  |  |  | 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      | $391992.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | NIGERIA OMO BILL                                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |   5044115000 | PA      | $3127033.55   | 0.26%             | 2025-10-14      | None          | 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      | $1015.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    161000000 | PA      | $482502.76    | 0.04%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD NGN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-460501.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-44662.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED PLN / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |            1 | NC      | $142081.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  71305500000 | PA      | $17204948.49  | 1.45%             | 2029-08-22      | Fixed         | 11.00%                | 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      | $52623.60     | 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      | $158631.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF3G2Z1 IRS COP R V 03MCPIBR BMIF3G315 CCPNDFOIS / Short: BMIF3G2Z1 IRS COP P F  8.51500 BMIF3G307 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  17613000000 | OU      | $-19824.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F  2.63000 BMIEGHUF1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1062000000 | OU      | $110.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1782069000 | PA      | $2743577.64   | 0.23%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     35400000 | PA      | $683661.68    | 0.06%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-420894.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESORO CAPITALIZAB                 | Letra Del Tesoro Nacional Capitalizable En Pesos                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | AR        |    635762000 | PA      | $461212.86    | 0.04%             | 2026-05-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SEV4DCTA3 IRS CLP R F  1.48000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4DCTA3 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5200000000 | OU      | $-88241.90    | -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      | $138831.23    | 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      | $13981.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIET5NS3 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -4686000 | OU      | $-4686000.00  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -17 | NC      | $-34870.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-80341.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    953643000 | PA      | $828760.12    | 0.07%             | 2026-01-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-68523.22    | -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      | $66631.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $15229.53     | 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      | $7478.90      | 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      | $7170.09      | 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      | $-10151.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONTE                                    | Argentina Treasury Bond BONTE                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   1877000000 | PA      | $1479428.65   | 0.12%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    377330000 | PA      | $538158.06    | 0.05%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF6E2L4 IRS COP R V 03MCPIBR BMIF6E2N0 CCPNDFOIS / Short: BMIF6E2L4 IRS COP P F  8.69400 BMIF6E2M2 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  28409000000 | OU      | $-14904.45    | -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      | $-16585.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 192106800000 | PA      | $41865174.57  | 3.52%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-82475.49    | -0.01%            |  |  |  | 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      | $281693.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    349080000 | PA      | $17016319.94  | 1.43%             | 2040-01-31      | Fixed         | 9.00%                 | 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      | $-63693.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF6FLA4 TRS COP R F   .00000 ACI17K571 BOND TRS / Short: BMIF6FLA4 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  17300000000 | OU      | $60194.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-23115.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |     49300000 | PA      | $567043.78    | 0.05%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    125566114 | PA      | $30057166.35  | 2.53%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $116132.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |            1 | NC      | $-15589.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                      | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      5205000 | PA      | $5440526.25   | 0.46%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2062000 | PA      | $384854.26    | 0.03%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3218000 | PA      | $977958.49    | 0.08%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer