# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001752724-23-075987
**Filing Date:** 2023-3
**Character Count:** 109910
**Document Hash:** fc4a77926f44e36a29d425f60372c260
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075987.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075987

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EATON VANCE MUTUAL FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000745463
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04015
- **FILM NUMBER:** 23788045

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE GOVERNMENT OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Eaton Vance Global Bond Fund (Series ID: S000017967)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000049804 | Eaton Vance Global Bond Fund Class A | EAIIX           |
| C000100401 | Eaton Vance Global Bond Fund Class C | ECIMX           |
| C000100402 | Eaton Vance Global Bond Fund Class I | EIIMX           |

## Nport-Ex

Eaton Vance<br>

Global Bond Fund

January 31, 2023 (Unaudited)

------

Eaton Vance Global Bond Fund (the Fund), a diversified series of Eaton Vance Mutual Funds Trust, invests substantially all of its assets in International Income Portfolio (the Portfolio) and owns a pro-rata interest in the Portfolio's net assets. At January 31, 2023, the value of the Fund's investment in the Portfolio was $38,290,649 and the Fund owned 99.9% of the Portfolio's outstanding interests. The Portfolio's Portfolio of Investments is set forth below.

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited)

------

Collateralized Mortgage Obligations — 4.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp., Series 2022-DNA1, Class M2, 6.81%, (30-day average SOFR + 2.50%), 1/25/42<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;$1677394 |
| Total Collateralized Mortgage Obligations<br> (identified cost $1,690,025) |  | &nbsp;&nbsp;**$1677394** |

---

Foreign Corporate Bonds — 2.6%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Iceland — 2.6% | Iceland — 2.6% | Iceland — 2.6% | Iceland — 2.6% |
| Arion Banki HF, 6.00%, 4/12/24<sup>(3)</sup> | ISK | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;$698507 |
| Landsbankinn HF, 5.00%, 11/23/23<sup>(3)</sup> | ISK | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp; 279119 |
| Total Foreign Corporate Bonds<br> (identified cost $1,207,030) |  |  | &nbsp;&nbsp;**$977626** |

---

Sovereign Government Bonds — 65.8%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Australia — 8.7% | Australia — 8.7% | Australia — 8.7% | Australia — 8.7% |
| Australian Capital Territory, 1.25%, 5/22/25<sup>(3)</sup> | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;$1574804 |
| New South Wales Treasury Corp., 4.00%, 5/20/26<sup>(3)</sup> | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 | &nbsp;&nbsp;&nbsp;&nbsp; 1762571 |
|  |  |  | &nbsp;&nbsp;**$3337375** |
| Colombia — 2.1% | Colombia — 2.1% | Colombia — 2.1% | Colombia — 2.1% |
| Titulos De Tesoreria B: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/3/27 | COP | 1654000 | &nbsp;&nbsp;$277633 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/28/28 | COP | &nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp; 107244 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/26/31 | COP | 1409600 | &nbsp;&nbsp;&nbsp;&nbsp; 224427 |
| &nbsp;&nbsp;&nbsp;7.00%, 6/30/32 | COP | 1367900 | &nbsp;&nbsp;&nbsp;&nbsp; 210143 |
|  |  |  | &nbsp;&nbsp;**$819447** |
| Dominican Republic — 4.5% | Dominican Republic — 4.5% | Dominican Republic — 4.5% | Dominican Republic — 4.5% |
| Dominican Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/15/27<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;$59233 |
| &nbsp;&nbsp;&nbsp;8.00%, 2/12/27<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;20150 | &nbsp;&nbsp;&nbsp;&nbsp; 298838 |
| &nbsp;&nbsp;&nbsp;12.00%, 8/8/25<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;10930 | &nbsp;&nbsp;&nbsp;&nbsp; 182041 |
| &nbsp;&nbsp;&nbsp;13.00%, 6/10/34<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;40800 | &nbsp;&nbsp;&nbsp;&nbsp; 749009 |
| &nbsp;&nbsp;&nbsp;13.625%, 2/3/33<sup>(3)(4)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp; 281938 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Dominican Republic (continued) | Dominican Republic (continued) | Dominican Republic (continued) | Dominican Republic (continued) |
| Dominican Republic Central Bank Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 3/12/27<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;$12652 |
| &nbsp;&nbsp;&nbsp;13.00%, 12/5/25<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp; 139566 |
|  |  |  | &nbsp;&nbsp;**$1723277** |
| Germany — 10.0% | Germany — 10.0% | Germany — 10.0% | Germany — 10.0% |
| Bundesrepublik Deutschland Bundesanleihe, 1.70%, 8/15/32<sup>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;$3835573 |
|  |  |  | &nbsp;&nbsp;**$3835573** |
| Honduras — 0.8% | Honduras — 0.8% | Honduras — 0.8% | Honduras — 0.8% |
| Honduras Government International Bond, 7.50%, 3/15/24<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;$316202 |
|  |  |  | &nbsp;&nbsp;**$316202** |
| Iceland — 1.7% | Iceland — 1.7% | Iceland — 1.7% | Iceland — 1.7% |
| Republic of Iceland: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 5/15/23 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;34247 | &nbsp;&nbsp;$239452 |
| &nbsp;&nbsp;&nbsp;2.50%, 4/15/24 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;15753 | &nbsp;&nbsp;&nbsp;&nbsp; 105847 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/28 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916 | &nbsp;&nbsp;&nbsp;&nbsp; 25442 |
| &nbsp;&nbsp;&nbsp;8.00%, 6/12/25 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;37968 | &nbsp;&nbsp;&nbsp;&nbsp; 272806 |
|  |  |  | &nbsp;&nbsp;**$643547** |
| India — 2.1% | India — 2.1% | India — 2.1% | India — 2.1% |
| Export-Import Bank of India, 2.25%, 1/13/31<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$812325 |
|  |  |  | &nbsp;&nbsp;**$812325** |
| Indonesia — 2.0% | Indonesia — 2.0% | Indonesia — 2.0% | Indonesia — 2.0% |
| Indonesia Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.125%, 5/15/28 | IDR | 1053000 | &nbsp;&nbsp;$69220 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/42 | IDR | 1472000 | &nbsp;&nbsp;&nbsp;&nbsp; 99750 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/43 | IDR | 8036000 | &nbsp;&nbsp;&nbsp;&nbsp; 548464 |
| &nbsp;&nbsp;&nbsp;7.375%, 5/15/48 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;529000 | &nbsp;&nbsp;&nbsp;&nbsp; 36155 |
|  |  |  | &nbsp;&nbsp;**$753589** |
| Italy — 5.3% | Italy — 5.3% | Italy — 5.3% | Italy — 5.3% |
| Italy Buoni Poliennali Del Tesoro, 0.00%, 8/1/26<sup>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;$2030848 |
|  |  |  | &nbsp;&nbsp;**$2030848** |
| Jordan — 0.5% | Jordan — 0.5% | Jordan — 0.5% | Jordan — 0.5% |
| Kingdom of Jordan, 7.375%, 10/10/47<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$180661 |
|  |  |  | &nbsp;&nbsp;**$180661** |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Mexico — 4.0% | Mexico — 4.0% | Mexico — 4.0% | Mexico — 4.0% |
| Mexican Udibonos, 4.00%, 11/30/28 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;$1516796 |
|  |  |  | &nbsp;&nbsp;**$1516796** |
| New Zealand — 4.4% | New Zealand — 4.4% | New Zealand — 4.4% | New Zealand — 4.4% |
| New Zealand Government Bond, 3.00%, 9/20/30<sup>(3)(5)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;$1693906 |
|  |  |  | &nbsp;&nbsp;**$1693906** |
| Peru — 1.9% | Peru — 1.9% | Peru — 1.9% | Peru — 1.9% |
| Peru Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.35%, 8/12/40 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$191294 |
| &nbsp;&nbsp;&nbsp;5.40%, 8/12/34 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp; 328592 |
| &nbsp;&nbsp;&nbsp;6.95%, 8/12/31 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp; 206269 |
|  |  |  | &nbsp;&nbsp;**$726155** |
| Philippines — 1.5% | Philippines — 1.5% | Philippines — 1.5% | Philippines — 1.5% |
| Republic of the Philippines, 6.25%, 1/14/36 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;$569909 |
|  |  |  | &nbsp;&nbsp;**$569909** |
| Romania — 0.7% | Romania — 0.7% | Romania — 0.7% | Romania — 0.7% |
| Romania Government International Bond, 3.375%, 1/28/50<sup>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;$270900 |
|  |  |  | &nbsp;&nbsp;**$270900** |
| Serbia — 4.5% | Serbia — 4.5% | Serbia — 4.5% | Serbia — 4.5% |
| Serbia Treasury Bond, 5.875%, 2/8/28 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;187260 | &nbsp;&nbsp;$1714010 |
|  |  |  | &nbsp;&nbsp;**$1714010** |
| South Africa — 4.5% | South Africa — 4.5% | South Africa — 4.5% | South Africa — 4.5% |
| Republic of South Africa, 10.50%, 12/21/26 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;27560 | &nbsp;&nbsp;$1710565 |
|  |  |  | &nbsp;&nbsp;**$1710565** |
| South Korea — 4.2% | South Korea — 4.2% | South Korea — 4.2% | South Korea — 4.2% |
| Korea Treasury Bond, 4.00%, 12/10/31 | KRW | 1901500 | &nbsp;&nbsp;$1627159 |
|  |  |  | &nbsp;&nbsp;**$1627159** |
| Ukraine — 1.4% | Ukraine — 1.4% | Ukraine — 1.4% | Ukraine — 1.4% |
| Ukraine Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;10.95%, 11/1/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;$11288 |
| &nbsp;&nbsp;&nbsp;11.67%, 11/22/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp; 30235 |
| &nbsp;&nbsp;&nbsp;15.84%, 2/26/25 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;24772 | &nbsp;&nbsp;&nbsp;&nbsp; 427685 |
| &nbsp;&nbsp;&nbsp;15.97%, 4/19/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp; 41734 |
| &nbsp;&nbsp;&nbsp;16.00%, 5/24/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 | &nbsp;&nbsp;&nbsp;&nbsp; 23547 |
|  |  |  | &nbsp;&nbsp;**$534489** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uruguay — 1.0% | Uruguay — 1.0% | Uruguay — 1.0% | Uruguay — 1.0% |
| Uruguay Government Bond, 3.875%, 7/2/40 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;14415 | &nbsp;&nbsp;$399938 |
|  |  |  | &nbsp;&nbsp;**$399938** |
| Total Sovereign Government Bonds<br> (identified cost $27,938,446) |  |  | &nbsp;&nbsp;**$25216671** |

---

U.S. Government Agency Mortgage-Backed Securities — 10.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.605%, (COF + 1.79%), with maturity at 2035<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;$111745 |
| &nbsp;&nbsp;&nbsp;5.00%, with maturity at 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp; 994288 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2743454 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $3,827,193) |  | &nbsp;&nbsp;**$3849487** |

---

U.S. Treasury Obligations — 1.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Inflation-Protected Bond, 0.125%, 2/15/52<sup>(8)(9)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;$367488 |
| Total U.S. Treasury Obligations<br> (identified cost $398,523) |  | &nbsp;&nbsp;**$367488** |

---

Short-Term Investments — 19.9%

Affiliated Fund — 16.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.14%<sup>(10)</sup> | 6378687 | &nbsp;&nbsp;$6378687 |
| Total Affiliated Fund<br> (identified cost $6,378,687) |  | &nbsp;&nbsp;**$6378687** |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Sovereign Government Securities — 0.1%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ukraine — 0.1% | Ukraine — 0.1% | Ukraine — 0.1% | Ukraine — 0.1% |
| Ukraine Treasury Bill, 0.00%, 3/1/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;$43467 |
| Total Sovereign Government Securities<br> (identified cost $54,665) |  |  | &nbsp;&nbsp;**$43467** |

---

U.S. Treasury Obligations — 3.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills, 0.00%, 2/14/23<sup>(9)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;$1198144 |
| Total U.S. Treasury Obligations<br> (identified cost $1,198,109) |  | &nbsp;&nbsp;**$1198144** |
| Total Short-Term Investments<br> (identified cost $7,631,461) |  | &nbsp;&nbsp;**$7620298** |

---

---

| | |
|:---|:---|
| Total Investments — 103.7%<br> (identified cost $42,692,678) | &nbsp;&nbsp;**$39708964** |
| Total Written Swaptions — (0.0)%<sup>(11)</sup><br> (premiums received $23,000) | &nbsp;&nbsp;**$(12614)** |
| Other Assets, Less Liabilities — (3.7)% | &nbsp;&nbsp;**$(1397777)** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$38298573** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2023, the aggregate value of these securities is $1,999,001 or 5.2% of the Portfolio's net assets. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2023. |

---

<sup>(3)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2023, the aggregate value of these securities is $14,857,086 or 38.8% of the Portfolio's net assets.

<sup>(4)</sup> When-issued security.

<sup>(5)</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>(6)</sup> Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at January 31, 2023.

<sup>(7)</sup> TBA (To Be Announced) securities are purchased on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount and maturity date are determined upon settlement.

<sup>(8)</sup> Inflation-linked security whose principal is adjusted for inflation based on changes in the U.S. Consumer Price Index. Interest is calculated based on the inflation-adjusted principal.

<sup>(9)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

<sup>(10)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2023.

<sup>(11)</sup> Amount is less than (0.05)%.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Option to enter into interest rate swap expiring 5/3/23 to pay SOFR and receive 3.31% | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;(1000000) | &nbsp;&nbsp;5/3/23 | &nbsp;&nbsp;$(12614) |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$(12614)** |

---

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

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 484362 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 94638 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$778 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 92250 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 484362 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3167) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 303957 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 17500000 | &nbsp;&nbsp;&nbsp;&nbsp;2/24/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15866) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 312541 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 18000000 | &nbsp;&nbsp;&nbsp;&nbsp;2/24/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16419) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 71181 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5263 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 94362 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 17278 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1218 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 39120 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 2252400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 144886 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5171 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 2064000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 132878 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4628 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1892250122 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 121911 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4153 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 71375 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1081189105 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (655) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 288512 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 4369220895 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2571) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp; 1757925 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1204107 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38730 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 278500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 321267 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26352 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 60900000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 69976 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6039 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 60000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 68978 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5913 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11008954 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11800206 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199663 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;37593929911 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2400634 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103823 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 6665071926 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 427687 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16331 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 5412100000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 347105 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13442 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 778000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 600170 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31572 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 195000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 149333 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9009 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 214000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 164907 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8862 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 147618900 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 113891 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5977 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 107500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 82902 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4389 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 56000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 42885 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2587 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 62000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 47777 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2568 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 42100000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 32481 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1704 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 380000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 309363 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (800) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp; 1600000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1032358 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2243 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 242400 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 62709 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 19102 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4973 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 353000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 91724 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (239) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1190000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 309211 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (804) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 520359 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2028) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp; 17150000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1665412 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21742) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 315038 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 278500000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32581) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 178476 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 869000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6126) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 202562 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 986273168 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6953) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 627303 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 3054338552 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21531) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 169439 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 158078 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2867) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 514207 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 479727 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8701) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 826302 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 770895 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13981) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 831495 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 775740 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14069) |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1248193 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1164497 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(21120) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1291219 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1204638 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21848) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1519207 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1417339 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25705) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2240130 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2089920 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37904) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 771211 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;12077171926 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33353) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2408674 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;37719834412 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104170) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1598225 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp; 2477008 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3473) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 526867 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2017900 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3897 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 128533 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 498697 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1642013 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp; 17150000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1658) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 93581 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 484362 | &nbsp;&nbsp;&nbsp;&nbsp;4/4/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (753) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1638200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 104854 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4149 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1283800000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 81852 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3571 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1027000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 65519 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2816 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1027000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 65591 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2744 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 75028 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1143000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1025) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 91708 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1398000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1313) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 159725 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 2435000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2297) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 69394 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1049100000 | &nbsp;&nbsp;&nbsp;&nbsp;7/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (400) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$90769** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp; 99978 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 107622 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;$1131 | &nbsp;&nbsp;$— |
| EUR | &nbsp;&nbsp; 100022 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 107726 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 544681 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (796) |
| USD | &nbsp;&nbsp; 172725 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 160371 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1721) |
| USD | &nbsp;&nbsp; 177577 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 164956 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1857) |
| USD | &nbsp;&nbsp; 2669317 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2478389 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26597) |
| USD | &nbsp;&nbsp; 2744310 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2549258 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28694) |
| USD | &nbsp;&nbsp; 197715 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 1371000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5434) |
| SGD | &nbsp;&nbsp; 2140000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1557842 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;2/22/23 | &nbsp;&nbsp;&nbsp;&nbsp; 71699 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 1105000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 826251 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4482 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 147610 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2749 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 337372 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 252190 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1445 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 187382 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 567 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 383814 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 286756 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1793 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 383814 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 286596 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1953 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 50027 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 2366667 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 96233 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 3052 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 2366666 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 96314 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2964 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| CZK | &nbsp;&nbsp; 2366667 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 96437 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;$2829 | &nbsp;&nbsp;$— |
| GBP | &nbsp;&nbsp; 1090000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1325955 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 19072 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GBP | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 185808 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (713) |
| JPY | &nbsp;&nbsp; 70000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 539992 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp;638845699 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4862998 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 72669 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp; 26700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 203245 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 3037 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp;130700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1021497 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11720) |
| MYR | &nbsp;&nbsp; 209935 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 48478 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 229463 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 5936 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 45903 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1177 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 174648 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 7881 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 4230000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 123765 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4918 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 87324 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 3940 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 1800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 52362 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2397 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 1602600 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 46890 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1863 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 23272 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 699450 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;91532026 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7718) |
| USD | &nbsp;&nbsp; 226187 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 4287000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 161857 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 3081000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (561) |
| USD | &nbsp;&nbsp; 319952 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 6123100 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2833) |
| USD | &nbsp;&nbsp; 796048 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;15356000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13458) |
| USD | &nbsp;&nbsp; 272785 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 421000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 112075 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 172610 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 129584 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 199975 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 124118 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 191555 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 253 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 95521 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 147350 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 125464 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 193660 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 106534 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 164390 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 70918 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 109460 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 311704 | &nbsp;&nbsp;PEN | &nbsp;&nbsp; 1209102 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1653) |
| USD | &nbsp;&nbsp; 1293690 | &nbsp;&nbsp;PEN | &nbsp;&nbsp; 5018225 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6861) |
| USD | &nbsp;&nbsp; 840883 | &nbsp;&nbsp;SGD | &nbsp;&nbsp; 1140000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27572) |
| USD | &nbsp;&nbsp; 737528 | &nbsp;&nbsp;SGD | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24274) |
| USD | &nbsp;&nbsp; 380575 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 6709305 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3641) |
| USD | &nbsp;&nbsp; 891579 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;15887250 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18222) |
| USD | &nbsp;&nbsp; 380836 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 6709306 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3380) |
| USD | &nbsp;&nbsp; 140646 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 2450000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 344 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 37564 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 1522000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1306) |
| USD | &nbsp;&nbsp; 36959 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1349) |
| USD | &nbsp;&nbsp; 61065 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 2478000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2210) |
| MYR | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 183866 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4713 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 350000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 82678 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (175) |
| MYR | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 160679 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4327 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 489748 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;4/20/23 | &nbsp;&nbsp;&nbsp;&nbsp; 5806 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 838015 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/20/23 | &nbsp;&nbsp;&nbsp;&nbsp; 11505 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 3373879 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 4831242 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/20/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(46321) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$250947** | &nbsp;&nbsp;**$(239066)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** |
| **Settlement Date** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Aggregate Cost** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 2/10/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp;1056780 | &nbsp;&nbsp;Republic of Colombia,<br> 5.75%, 11/3/27 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;$226339 | &nbsp;&nbsp;$4325 |
| 2/10/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 85671 | &nbsp;&nbsp;&nbsp;&nbsp; 1328 |
| 2/14/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 609000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;130434 | &nbsp;&nbsp;&nbsp;&nbsp; 2504 |
| 2/16/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 687700 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;147290 | &nbsp;&nbsp;&nbsp;&nbsp; 3914 |
| 2/16/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 604000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;129363 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 |
| 2/20/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 881000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;188691 | &nbsp;&nbsp;&nbsp;&nbsp; 3824 |
| 2/22/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 213000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 45620 | &nbsp;&nbsp;&nbsp;&nbsp; 781 |
| 2/24/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 233000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 49903 | &nbsp;&nbsp;&nbsp;&nbsp; 859 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 645915 | &nbsp;&nbsp;Republic of Colombia,<br> 5.75%, 11/3/27 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;138341 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 991000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;212250 | &nbsp;&nbsp;&nbsp;&nbsp; 3438 |
| 3/6/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 309900 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 66374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49) |
| 3/6/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 350000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 74962 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| 3/9/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 158000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 33840 | &nbsp;&nbsp;&nbsp;&nbsp; 817 |
| 3/24/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 699000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;149710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$25347** |

---

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

------

International Income Portfolio<br>

January 31, 2023

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** |  |  |  |  |  |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;$708750 | &nbsp;&nbsp;&nbsp;&nbsp;$(1265) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1603219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14610 |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1530273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30266 |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20308 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$63919** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/Receives<br> Return on<br> Reference Index** | **Reference Index** | **Portfolio<br> Pays/Receives<br> Rate** | **Annual<br> Rate** | **Termination<br> Date** | **Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | Receives | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Pays | 2.20%<br> (pays upon termination) | 10/15/36 | $37408 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | Receives | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Pays | 2.20%<br> (pays upon termination) | 10/15/36 | &nbsp;&nbsp;&nbsp; 37408 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | Receives | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Pays | 2.20%<br> (pays upon termination) | 10/15/36 | &nbsp;&nbsp;&nbsp; 24913 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;280 | Receives | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Pays | 2.08%<br> (pays upon termination) | 1/15/37 | &nbsp;&nbsp;&nbsp; 37459 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | Pays | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Receives | 2.29%<br> (pays upon termination) | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;(30933) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | Pays | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Receives | 2.29%<br> (pays upon termination) | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;(46399) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | Pays | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Receives | 2.29%<br> (pays upon termination) | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;(46518) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;280 | Pays | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Receives | 2.18%<br> (pays upon termination) | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;(49085) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;150 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.44%<br> (pays upon termination) | 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; (310) |
| USD | 1300 | Pays | Return on CPI-U (NSA)<br> (pays upon termination) | Receives | 2.75%<br> (pays upon termination) | 10/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;(16784) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;450 | Pays | Return on CPI-U (NSA)<br> (pays upon termination) | Receives | 2.67%<br> (pays upon termination) | 1/7/37 | &nbsp;&nbsp;&nbsp;&nbsp; (6287) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;400 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.62%<br> (pays upon termination) | 10/29/46 | &nbsp;&nbsp;&nbsp;&nbsp; (709) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;800 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.62%<br> (pays upon termination) | 10/29/46 | &nbsp;&nbsp;&nbsp;&nbsp; (1054) |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/Receives<br> Return on<br> Reference Index** | **Reference Index** | **Portfolio<br> Pays/Receives<br> Rate** | **Annual<br> Rate** | **Termination<br> Date** | **Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;490 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.54%<br> (pays upon termination) | 1/7/47 | $4059 |
|  |  |  |  |  |  |  | **$(56832)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | Pays | 3-month AUD Bank Bill<br> (pays semi-annually) | 3.89%<br> (pays semi-annually) | 1/10/25 | $5714 | $— | $5714 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | Pays | 3-month AUD Bank Bill<br> (pays quarterly) | 3.92%<br> (pays quarterly) | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;5861 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5861 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.54%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9570 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.07%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;9806 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9806 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.24%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5126 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.25%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;7418 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7418 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.34%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;12898 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12898 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 12.49%<br> (pays upon termination) | 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;(2492) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2492) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 | Pays | 3-month Canadian Bankers Acceptances<br> (pays semi-annually) | 4.44%<br> (pays semi-annually) | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;7049 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7049 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | Pays | 3-month Canadian Bankers Acceptances<br> (pays semi-annually) | 3.45%<br> (pays semi-annually) | 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; 1719 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;59000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.57%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 823 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;643000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.58%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8760 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;96000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.58%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1287 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;95000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.62%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1068 |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;95000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.64%<br> (pays semi-annually) | 12/21/27 | $966 | $— | $966 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;95000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.67%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 812 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;84000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 672 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;52000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.69%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 402 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;72000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.72%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 421 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;82000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.74%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 413 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;66000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.20%<br> (pays semi-annually) | 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4169 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;202840 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.35%<br> (pays semi-annually) | 4/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;15672 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15672 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;38900 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.40%<br> (pays semi-annually) | 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3250 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;347000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.00%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;8224 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8224 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;984000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.05%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;23037 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23037 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;303000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.06%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;6473 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6473 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;636900 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.09%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;13517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13517 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;310000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.14%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6503 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;318000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.18%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;6606 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6606 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;651600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.25%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;13284 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13284 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;853000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 7.03%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;15364 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15364 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;210500 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.60%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1970 |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;400000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.75%<br> (pays quarterly) | 11/26/25 | $3406 | $— | $3406 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;211000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.85%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1680 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;213000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 9.23%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1246 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;147000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 9.42%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 712 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;351773 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.00%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 564 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;131000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.17%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp; 84 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;252000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.28%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17 |
| COP | 1132600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.38%<br> (pays quarterly) | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;38235 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38235 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;480600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.48%<br> (pays quarterly) | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;15937 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15937 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;514400 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.56%<br> (pays quarterly) | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;16697 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16697 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;350000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 11.54%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(5416) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5416) |
| COP | 1135000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 11.93%<br> (pays quarterly) | 12/21/27 | (21283) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21283) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;511000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 12.10%<br> (pays quarterly) | 12/21/27 | (10294) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10294) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;181400 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.82%<br> (pays quarterly) | 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7575 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;129500 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.83%<br> (pays quarterly) | 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;5396 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5396 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;726000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 11.93%<br> (pays quarterly) | 12/21/32 | (24660) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24660) |
| ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | Receives | 3-month ILS TELBOR<br> (pays annually) | 3.25%<br> (pays annually) | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(390) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (390) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;37000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.13%<br> (pays annually) | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 78 |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;108000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.14%<br> (pays annually) | 12/1/24 | $194 | $— | $194 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;131000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.14%<br> (pays annually) | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 244 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;58000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.14%<br> (pays annually) | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 52 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;80000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.43%<br> (pays annually) | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;20313 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20313 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;90000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.43%<br> (pays annually) | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;22853 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22853 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;21000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.90%<br> (pays annually) | 2/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(700) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (700) |
| KRW | 3112000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.29%<br> (pays quarterly) | 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;(2675) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2675) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;360000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 1/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 920 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;397000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.43%<br> (pays quarterly) | 1/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;1292 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1292 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;221000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.36%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 346 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;238000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 541 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;347000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 805 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;200000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.24%<br> (pays quarterly) | 1/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(171) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (171) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;435000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1714 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | Pays | 3-month NZD Bank Bill<br> (pays quarterly) | 5.17%<br> (pays semi-annually) | 1/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3348 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | Pays | 3-month NZD Bank Bill<br> (pays quarterly) | 5.19%<br> (pays semi-annually) | 1/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3925 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | Pays | 3-month NZD Bank Bill<br> (pays quarterly) | 4.98%<br> (pays semi-annually) | 2/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(413) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (413) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.56%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (524) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.02%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(5237) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5237) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.51%<br> (pays annually) | 6/28/32 | (17111) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17111) |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.78%<br> (pays annually) | 6/28/32 | $(20289) | $— | $(20289) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.99%<br> (pays annually) | 9/21/32 | (22194) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22194) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.53%<br> (pays annually) | 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;(1261) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1261) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.85%<br> (pays annually) | 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;(4812) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4812) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | Receives | 6-month PLN WIBOR<br> (pays annually) | 5.98%<br> (pays semi-annually) | 12/21/32 | (15573) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15573) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | Receives | 6-month PLN WIBOR<br> (pays annually) | 5.32%<br> (pays semi-annually) | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 559 |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | Pays | 3-month SEK STIBOR<br> (pays quarterly) | 2.68%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(4177) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4177) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | Pays | 3-month SEK STIBOR<br> (pays quarterly) | 2.71%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(1917) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1917) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | Pays | 3-month STIBOR<br> (pays quarterly) | 2.81%<br> (pays annually) | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 228 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;10600 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 2.19%<br> (pays quarterly) | 2/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (236) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;70000 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 1.37%<br> (pays semi-annually) | 10/17/29 | (134348) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(134348) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;15300 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.17%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1547 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;46100 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.19%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;3159 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3159 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | Pays | SOFR<br> (pays annually) | 3.06%<br> (pays annually) | 11/7/32 | (13683) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13683) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | Pays | SOFR<br> (pays annually) | 3.23%<br> (pays semi-annually) | 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 742 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | Pays | SOFR<br> (pays annually) | 3.18%<br> (pays annually) | 2/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;(4927) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4927) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;11646 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 7.67%<br> (pays quarterly) | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; (50) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;11235 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 7.71%<br> (pays quarterly) | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;1154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 1161 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;11919 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 7.71%<br> (pays quarterly) | 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 1238 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 7.70%<br> (pays quarterly) | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 212 |
| **Total** |  |  |  |  |  | **$31503** | &nbsp;&nbsp;&nbsp;**$19** | &nbsp;&nbsp;&nbsp;&nbsp;**$31522** |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Citibank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.71%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;$1837 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.72%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1653 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.73%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4022 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.74%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2119 |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.74%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$11696** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Pemex | &nbsp;&nbsp;$2100 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;4.92% | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;$(322546) | &nbsp;&nbsp;$454742 | &nbsp;&nbsp;$132196 |
| **Total** | &nbsp;&nbsp;**$2100** |  |  | &nbsp;&nbsp;**$(322546)** | &nbsp;&nbsp;**$454742** | &nbsp;&nbsp;**$132196** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Vietnam | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$300 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.54% | &nbsp;&nbsp; 6/20/24 | &nbsp;&nbsp;$2217 | &nbsp;&nbsp;$(1240) | &nbsp;&nbsp;$977 |
| Vietnam | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 900 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.20 | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(6815) | &nbsp;&nbsp;&nbsp;&nbsp;29379 | &nbsp;&nbsp;&nbsp;&nbsp;22564 |
| **Total** |  | &nbsp;&nbsp;**$1200** |  |  | &nbsp;&nbsp;**$(4598)** | &nbsp;&nbsp;**$28139** | &nbsp;&nbsp;**$23541** |

---

\* If the Portfolio is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Portfolio could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At January 31, 2023, such maximum potential amount for all open credit default swaps in which the Portfolio is the seller was $3,300,000.

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

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

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

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| Barclays Bank PLC | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 140,904,680 (pays semi-annually)\* | &nbsp;&nbsp;1.41% on CLP equivalent of CLF 172,000 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 1/13/33 | &nbsp;&nbsp;&nbsp;$4865 |
| BNP Paribas | &nbsp;&nbsp;3-month PLN WIBOR + 1.45% on PLN 520,798 (Notional Amount) (pays quarterly) plus EUR equivalent of Notional Amount at effective date\*\* | &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount at effective date (pays quarterly) plus Notional Amount\*\* | &nbsp;&nbsp;10/14/25/<br> 10/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;16121 |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 63,504,540 (pays semi-annually)\* | &nbsp;&nbsp;2.10% on CLP equivalent of CLF 2,000 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9682) |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 158,776,700 (pays semi-annually)\* | &nbsp;&nbsp;2.25% on CLP equivalent of CLF 5,000 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;(27121) |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 28,777,725 (pays semi-annually)\* | &nbsp;&nbsp;1.85% on CLP equivalent of CLF 900 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3311) |
|  |  |  |  | &nbsp;&nbsp;**$(19128)** |

---

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

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

\*\* 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.

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| COF | – Cost of Funds 11th District |
| CPI-U (NSA) | – Consumer Price Index All Urban Non-Seasonally Adjusted |
| EURIBOR | – Euro Interbank Offered Rate |
| HICP | – Harmonised Indices of Consumer Prices |
| JIBAR | – Johannesburg Interbank Average Rate |
| KLIBOR | – Kuala Lumpur Interbank Offered Rate |
| OTC | – Over-the-counter |

---

---

| | |
|:---|:---|
| SOFR | – Secured Overnight Financing Rate |
| STIBOR | – Stockholm Interbank Offered Rate |
| TAIBOR | – Taipei Interbank Offered Rate |
| TBA | – To Be Announced |
| TELBOR | – Tel Aviv Interbank Offered Rate |
| WIBOR | – Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AUD | – Australian Dollar |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| CLF | – Chilean Unidad de Fomento |
| CLP | – Chilean Peso |
| CNH | – Yuan Renminbi Offshore |
| COP | – Colombian Peso |
| CZK | – Czech Koruna |
| DOP | – Dominican Peso |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| IDR | – Indonesian Rupiah |
| ILS | – Israeli Shekel |

---

---

| | |
|:---|:---|
| ISK | – Icelandic Krona |
| JPY | – Japanese Yen |
| KRW | – South Korean Won |
| MXN | – Mexican Peso |
| MYR | – Malaysian Ringgit |
| NZD | – New Zealand Dollar |
| PEN | – Peruvian Sol |
| PHP | – Philippine Peso |
| PLN | – Polish Zloty |
| RSD | – Serbian Dinar |
| SEK | – Swedish Krona |
| SGD | – Singapore Dollar |
| THB | – Thai Baht |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| TWD | – Taiwan New Dollar |
| UAH | – Ukrainian Hryvnia |
| USD | – United States Dollar |

---

 <br> UYU – Uruguayan Peso <br> ZAR – South African Rand

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

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

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

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

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

Affiliated Investments

At January 31, 2023, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $6,378,687, which represents 16.7% of the Portfolio's net assets. Transactions in such funds by the Portfolio for the fiscal year to date ended January 31, 2023 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $1368351 | $26799020 | $(21788684) | $— | $— | $6378687 | $19105 | 6378687 |

---

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

Fair Value Measurements

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1677394 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1677394 |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 977626 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 977626 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;25216671 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;25216671 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3849487 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3849487 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 367488 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 367488 |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;$6378687 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$6378687 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 43467 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 43467 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1198144 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1198144 |
| **Total Investments** | &nbsp;&nbsp;**$6378687** | &nbsp;&nbsp;**$33330277** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$39708964** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$768652 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$768652 |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25552 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25552 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 65184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 65184 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 522488 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 522488 |
| **Total** | &nbsp;&nbsp;**$6443871** | &nbsp;&nbsp;**$34646969** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$41090840** |
| **Liability Description** |  |  |  |  |
| Written Interest Rate Swaptions | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(12614) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(12614) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (666002) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (666002) |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (205) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (205) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1265) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1265) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (882393) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (882393) |
| **Total** | &nbsp;&nbsp;**$(1265)** | &nbsp;&nbsp;**$(1561214)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(1562479)** |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Sovereign<br> Government<br> Bonds** | &nbsp;&nbsp;**Sovereign<br> Government<br> Securities** | &nbsp;&nbsp;**Total** |
| **Balance as of October 31, 2022** | &nbsp;&nbsp;**$532429** | &nbsp;&nbsp;**$41884** | &nbsp;&nbsp;**$574313** |
| Realized gains (losses) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Change in net unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cost of purchases | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Proceeds from sales, including return of capital | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Accrued discount (premium) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers to Level 3 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers from Level 3<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(532429) | &nbsp;&nbsp;&nbsp;&nbsp;(41884) | &nbsp;&nbsp;&nbsp;&nbsp;(574313) |
| **Balance as of January 31, 2023** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** |

---

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

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 financial statements included in its semiannual or annual report to shareholders.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EATON VANCE MUTUAL FUNDS TRUST

- **b. Investment Company Act file number:** 811-04015

- **c. CIK number of Registrant:** 0000745463

- **d. LEI of Registrant:** 549300C67AFHZKODE756

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Eaton Vance Global Bond Fund

- **b. EDGAR series identifier (if any):** S000017967

- **c. LEI of Series:** 549300EGYM2DPXEL0858

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $38405506.48

**Total Liabilities:** $86744.45

**Net Assets:** $38318762.03

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000100402 | 7.42%                | 1.32%                | 3.56%                |
| Class ID C000049804 | 7.37%                | 1.29%                | 3.68%                |
| Class ID C000100401 | 7.31%                | 1.23%                | 3.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $0.00                    | $0.00                                      |

**Designated Index Information**

- **Index Name:** 85% Bloomberg Glbl Agg/ 15% JPM Hard/Loc Curr

- **Index Identifier:** LGIJPMUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| International Income Portfolio | International Income Portfolio | CUSIP: 000000000<br>LEI: 4DW003P2NT3VNILVWA58 | Long             | EC               | RF                | US        |   4841315 | NS      | $38294805.08  | 99.94%            |  |  |  | No            | N/A                | On Loan: No      |

### Signature

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

**Name of Applicant:** EATON VANCE MUTUAL FUNDS TRUST

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer