# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001752724-23-075992
**Filing Date:** 2023-3
**Character Count:** 166882
**Document Hash:** 866cb9e2a01211e2b1edd5d972d6b8cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075992.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075992

**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:** 23788048

**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 Emerging Markets Local Income Fund (Series ID: S000017968)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000049805 | Eaton Vance Emerging Markets Local Income Fund Class A        | EEIAX           |
| C000084543 | Eaton Vance Emerging Markets Local Income Fund Class I Shares | EEIIX           |
| C000092670 | Eaton Vance Emerging Markets Local Income Fund Class C        | EEICX           |

## Nport-Ex

Eaton Vance<br>

Emerging Markets Local Income Fund

January 31, 2023 (Unaudited)

------

Eaton Vance Emerging Markets Local Income Fund (the Fund), a non-diversified series of Eaton Vance Mutual Funds Trust, invests substantially all of its assets in Emerging Markets Local 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 $1,001,987,945 and the Fund owned 85.1% of the Portfolio's outstanding interests. The Portfolio's Portfolio of Investments is set forth below.

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited)

------

Foreign Corporate Bonds — 2.0%

---

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

---

Loan Participation Notes — 1.8%

---

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

---

Sovereign Government Bonds — 64.1%

---

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

---

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

Short-Term Investments — 22.5%

Affiliated Fund — 10.6%

---

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

---

Sovereign Government Securities — 0.3%

---

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

---

U.S. Treasury Obligations — 11.6%

---

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

---

---

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

---

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

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

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

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

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

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

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

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

---

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

---

---

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

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 221478542 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 42181970 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1447946 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 80164000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 14691200 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100617 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 52850452 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 9761271 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649944 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 11800000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2174193 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150334 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 29655523 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 151778450 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243902) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 17721842 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 91932000 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388199) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 22638341 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 122582544 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1509669) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 231201553 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 42197757 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3119886 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 56018622 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 10257285 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722883 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 18200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3481961 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85408 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9708887 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 53195000 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (717825) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 88950400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5721755 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204222 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 81492000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5246379 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182711 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

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

---

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

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;204700 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.46%<br> (pays upon termination) | 1/2/24 | $(30828) | $— | $(30828) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;137700 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.55%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2152 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;195900 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.66%<br> (pays upon termination) | 1/2/24 | $39417 | $— | $39417 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;716538 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.69%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181241 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 181241 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;180220 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.07%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184658 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 184658 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;184280 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.15%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219003 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 219003 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;226440 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.19%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287253 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 287253 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71470 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.24%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96413 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 96413 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;101330 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.25%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139714 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 139714 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;155360 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.34%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242887 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 242887 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72000 | Receives | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 6.36%<br> (pays upon termination) | 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;2523106 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2523106 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57316 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 11.48%<br> (pays upon termination) | 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;(337681) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (337681) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57254 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 11.49%<br> (pays upon termination) | 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;(335000) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (335000) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37730 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 11.51%<br> (pays upon termination) | 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;(217708) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (217708) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 12.49%<br> (pays upon termination) | 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22066) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22066) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19090 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.17%<br> (pays upon termination) | 1/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68045 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68045 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.07%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42956 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42956 |
| CLP | 5000000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 3.68%<br> (pays semi-annually) | 2/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;(571571) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (571571) |
| CLP | 1140000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 3.49%<br> (pays semi-annually) | 4/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;(116887) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (116887) |
| CLP | 2650000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.38%<br> (pays semi-annually) | 6/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;(437014) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (437014) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CLP | 3700000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.33%<br> (pays semi-annually) | 9/11/25 | $(767139) | $— | $(767139) |
| CLP | 5200000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.48%<br> (pays semi-annually) | 12/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;(917858) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (917858) |
| CLP | 2500000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.59%<br> (pays semi-annually) | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;(410107) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (410107) |
| CLP | 2500000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 1.92%<br> (pays semi-annually) | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(510396) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (510396) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;584900 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 2.87%<br> (pays semi-annually) | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83420) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (83420) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;416000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.57%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5802 |
| CLP | 4504000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.58%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61360 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 61360 |
| CLP | 3112000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.58%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41724 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 41724 |
| CLP | 3089000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.62%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34741 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34741 |
| CLP | 3089000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.64%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31403 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31403 |
| CLP | 3089000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.67%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26397 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26397 |
| CLP | 2731600 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21867 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21867 |
| CLP | 1674000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.69%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12949 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12949 |
| CLP | 2327000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.72%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13600 |
| CLP | 2662000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.74%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13401 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13401 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;794000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.02%<br> (pays semi-annually) | 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;(100034) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (100034) |
| CLP | 3362600 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.08%<br> (pays semi-annually) | 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;(364948) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (364948) |
| CLP | 1759504 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.18%<br> (pays semi-annually) | 7/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;(176126) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (176126) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CLP | 4871900 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 4.22%<br> (pays semi-annually) | 7/12/31 | $(461525) | $— | $(461525) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;466400 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.20%<br> (pays semi-annually) | 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29464 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29464 |
| CLP | 1432670 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.35%<br> (pays semi-annually) | 4/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110693 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 110693 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;274770 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.40%<br> (pays semi-annually) | 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22954 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22954 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;507400 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.40%<br> (pays quarterly) | 12/21/27 | (1618787) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1618787) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92600 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.40%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(292293) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (292293) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;215650 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.47%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(589450) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (589450) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59300 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 2.75%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47667) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47667) |
| COP | 6031600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 3.76%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217542 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 217542 |
| COP | 12063100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.00%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419095 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 419095 |
| COP | 11354500 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.05%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391179 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 391179 |
| COP | 15464200 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.11%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528290 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 528290 |
| COP | 12992300 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.16%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439899 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 439899 |
| COP | 12063100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.20%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405774 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 405774 |
| COP | 12063100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.28%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400445 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 400445 |
| COP | 6488700 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.34%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213112 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 213112 |
| COP | 20568100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.53%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654498 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 654498 |
| COP | 12079200 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.55%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383306 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 383306 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | 5979100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.73%<br> (pays quarterly) | 11/26/25 | $183626 | $— | $183626 |
| COP | 25137100 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.78%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765052 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 765052 |
| COP | 20568100 | Pays | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 5.68%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;(523784) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (523784) |
| COP | 5427000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.60%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50796 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50796 |
| COP | 10304000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.75%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87739 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 87739 |
| COP | 5427000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.85%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43215 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43215 |
| COP | 5496000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 9.23%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32142 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 32142 |
| COP | 3792000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 9.42%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18366 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18366 |
| COP | 9065738 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.00%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14525 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14525 |
| COP | 3383000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.17%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218 | &nbsp;&nbsp;&nbsp; (54) | &nbsp;&nbsp;&nbsp; 2164 |
| COP | 6495000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.28%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 437 |
| COP | 17723600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.56%<br> (pays quarterly) | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575293 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 575293 |
| COP | 31412000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 11.93%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(589035) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (589035) |
| COP | 7441800 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.82%<br> (pays quarterly) | 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310750 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 310750 |
| COP | 5315600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.83%<br> (pays quarterly) | 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221505 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 221505 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;200800 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.40%<br> (pays annually) | 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;(967051) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (967051) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;258400 | Receives | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.37%<br> (pays annually) | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;1243768 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1243768 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;300000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.46%<br> (pays annually) | 3/15/26 | (1692179) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1692179) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;147500 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.74%<br> (pays annually) | 5/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;(734341) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (734341) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;143000 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 5.15%<br> (pays annually) | 9/21/27 | $27310 | $— | $27310 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96600 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 4.40%<br> (pays annually) | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58063) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (58063) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;422198 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 1.74%<br> (pays annually) | 5/31/29 | (3068378) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3068378) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;243250 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 2.47%<br> (pays annually) | 10/5/31 | (1739767) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1739767) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;116720 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 2.51%<br> (pays annually) | 10/6/31 | &nbsp;&nbsp;&nbsp;&nbsp;(817019) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (817019) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;391000 | Receives | 6-month CZK PRIBOR<br> (pays semi-annually) | 2.75%<br> (pays annually) | 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;2398767 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2398767 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;388980 | Pays | 6-month CZK PRIBOR<br> (pays semi-annually) | 2.65%<br> (pays annually) | 12/15/31 | (2419699) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2419699) |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;480000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 0.79%<br> (pays annually) | 8/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;(281807) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (281807) |
| HUF | 3500000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 0.71%<br> (pays annually) | 11/22/24 | (1977100) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1977100) |
| HUF | 6619000 | Receives | 6-month HUF BUBOR<br> (pays semi-annually) | 1.30%<br> (pays annually) | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;3953107 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3953107 |
| HUF | 1000000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 1.20%<br> (pays annually) | 11/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;(683636) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (683636) |
| HUF | 2000000 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 1.06%<br> (pays annually) | 12/22/25 | (1297199) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1297199) |
| KRW | 5560000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 1/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14214 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14214 |
| KRW | 6141000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.43%<br> (pays quarterly) | 1/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19991 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19991 |
| KRW | 3414000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.36%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5338 |
| KRW | 3676000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8359 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8359 |
| KRW | 5357000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12432 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12432 |
| KRW | 3098000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.24%<br> (pays quarterly) | 1/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2646) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2646) |
| KRW | 6720000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26472 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26472 |
| KRW | 1198400 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 4.03%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38967 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38967 |
| KRW | 1263900 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 4.04%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41767 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 41767 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| KRW | 1923400 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 4.05%<br> (pays quarterly) | 12/21/27 | $64289 | $— | $64289 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;211000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 4.08%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7292 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7292 |
| KRW | 11700000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.07%<br> (pays quarterly) | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;(773456) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (773456) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;267700 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.58%<br> (pays monthly) | 3/21/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73463) | &nbsp;&nbsp;&nbsp; (505) | &nbsp;&nbsp;&nbsp;&nbsp; (73968) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;350500 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 8.98%<br> (pays monthly) | 11/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;(319536) | &nbsp;&nbsp;&nbsp; (2156) | &nbsp;&nbsp;&nbsp;&nbsp; (321692) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;185000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 8.13%<br> (pays monthly) | 2/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;(286706) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (286706) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;600760 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.76%<br> (pays monthly) | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;1442410 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1442410 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;166961 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.79%<br> (pays monthly) | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397954 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 397954 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;408300 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.35%<br> (pays monthly) | 3/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834064 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 834064 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67771 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.08%<br> (pays monthly) | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;(217976) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (217976) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;224000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.19%<br> (pays monthly) | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;(540995) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (540995) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;130204 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.66%<br> (pays monthly) | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400325 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 400325 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;391500 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 4.65%<br> (pays monthly) | 2/6/25 | (2023704) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2023704) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;144000 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.40%<br> (pays monthly) | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346469 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 346469 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;222000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 4.71%<br> (pays monthly) | 12/12/25 | (1330062) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1330062) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;111000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.07%<br> (pays monthly) | 4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;(483508) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (483508) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;165000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.11%<br> (pays monthly) | 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;(700812) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (700812) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;130000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.21%<br> (pays monthly) | 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;(541534) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (541534) |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;160000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.54%<br> (pays monthly) | 9/4/26 | $(583621) | $— | $(583621) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;176000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.86%<br> (pays monthly) | 1/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;(256722) | &nbsp;&nbsp;&nbsp; (3495) | &nbsp;&nbsp;&nbsp;&nbsp; (260217) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83120 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.77%<br> (pays monthly) | 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;(372170) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (372170) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15300 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 5.91%<br> (pays monthly) | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;(110442) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (110442) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;124500 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 5.37%<br> (pays monthly) | 12/6/30 | (1155462) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1155462) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29200 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.95%<br> (pays monthly) | 12/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45229) | &nbsp;&nbsp;&nbsp;(236051) | &nbsp;&nbsp;&nbsp;&nbsp; (281280) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.43%<br> (pays annually) | 6/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74990) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (74990) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.04%<br> (pays annually) | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;(371907) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (371907) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.01%<br> (pays annually) | 2/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;(227828) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (227828) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.05%<br> (pays annually) | 2/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;(181517) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (181517) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15522 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.01%<br> (pays annually) | 3/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;(219284) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (219284) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.00%<br> (pays annually) | 5/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;(252981) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (252981) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.79%<br> (pays annually) | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;(528243) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (528243) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27850 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.77%<br> (pays annually) | 8/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;(604207) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (604207) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.66%<br> (pays annually) | 10/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;(265714) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (265714) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11400 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.44%<br> (pays annually) | 10/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;(211656) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (211656) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.97%<br> (pays annually) | 1/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;(939894) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (939894) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 1.44%<br> (pays annually) | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917917 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 917917 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.48%<br> (pays annually) | 8/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;(391188) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (391188) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.69%<br> (pays annually) | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;(381116) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (381116) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 0.64%<br> (pays annually) | 1/25/26 | (1347125) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1347125) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 1.69%<br> (pays annually) | 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;1607358 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1607358 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;102370 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 2.19%<br> (pays annually) | 10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;3008488 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3008488 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 3.87%<br> (pays annually) | 3/3/27 | $(164155) | $— | $(164155) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99138 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 3.91%<br> (pays annually) | 3/3/27 | (1184205) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1184205) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21250 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.56%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12521) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12521) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24350 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.02%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(126265) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (126265) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 2.84%<br> (pays annually) | 1/10/28 | (1944124) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1944124) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 0.93%<br> (pays annually) | 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;1448268 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1448268 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18500 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 2.02%<br> (pays annually) | 5/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941289 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 941289 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26700 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 1.74%<br> (pays annually) | 7/2/31 | (1455460) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1455460) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20500 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 5.19%<br> (pays annually) | 9/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92804) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (92804) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14240 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.53%<br> (pays annually) | 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35217) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (35217) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16260 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.85%<br> (pays annually) | 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;(132625) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (132625) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;175000 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.29%<br> (pays semi-annually) | 11/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62764) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62764) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;233000 | Receives | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.02%<br> (pays semi-annually) | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122336 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 122336 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;291000 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 0.90%<br> (pays semi-annually) | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(289739) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (289739) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;120000 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.30%<br> (pays semi-annually) | 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;(111601) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (111601) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;155000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 2.45%<br> (pays quarterly) | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76393 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76393 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 1.96%<br> (pays quarterly) | 8/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16265) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16265) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;219000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 2.02%<br> (pays quarterly) | 9/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28156) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28156) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93000 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 2.04%<br> (pays quarterly) | 9/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10237) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10237) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;204600 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.72%<br> (pays semi-annually) | 10/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;(376936) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (376936) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;200000 | Pays | 6-month THB Fixing Rate<br> (pays semi-annually) | 1.69%<br> (pays semi-annually) | 11/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;(380329) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (380329) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55027 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 6.64%<br> (pays quarterly) | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38725) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38725) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;244000 | Receives | 3-month ZAR JIBAR<br> (pays quarterly) | 7.04%<br> (pays quarterly) | 3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68300 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68300 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65700 | Receives | 3-month ZAR JIBAR<br> (pays quarterly) | 6.91%<br> (pays quarterly) | 3/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29146 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29146 |

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43340 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 5.41%<br> (pays quarterly) | 6/11/25 | $(106953) | $— | $(106953) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 4.98%<br> (pays quarterly) | 8/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;(163281) | &nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp; (163223) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54900 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 5.56%<br> (pays quarterly) | 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;(157735) | &nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp;&nbsp; (157611) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68770 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 8.79%<br> (pays quarterly) | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169874 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 169874 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 5.96%<br> (pays quarterly) | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;(187942) | &nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp; (187695) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;132000 | Receives | 3-month ZAR JIBAR<br> (pays quarterly) | 6.64%<br> (pays quarterly) | 10/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192090 | &nbsp;&nbsp;&nbsp;&nbsp; (558) | &nbsp;&nbsp;&nbsp; 191532 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15850 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 6.54%<br> (pays quarterly) | 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30110) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30110) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;185000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 8.07%<br> (pays quarterly) | 9/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203843 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 203843 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;108000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 8.38%<br> (pays quarterly) | 5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68058) | &nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp;&nbsp; (67350) |
| **Total** |  |  |  |  |  | **$(17368863)** | **$(241682)** | **$(17610545)** |

---

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** |  |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Markit CDX Emerging Markets Index (CDX.EM.31.V3) | $86 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/24 | &nbsp;&nbsp;$(23) | &nbsp;&nbsp;$(3651) | &nbsp;&nbsp;$(3674) |
| **Total** |  |  | &nbsp;&nbsp;**$(23)** | &nbsp;&nbsp;**$(3651)** | &nbsp;&nbsp;**$(3674)** |

---

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

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

---

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

---

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

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

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

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

---

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

---

---

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

---

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

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

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

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

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

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Affiliated Investments

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $34198985 | $439455348 | $(348735269) | $— | $— | $124919064 | $1386178 | 124919064 |

---

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

Fair Value Measurements

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

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

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

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

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

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

---

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

---

------

Emerging Markets Local Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

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

---

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

---

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

---

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

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

---

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

---

\* Represents the directional change in the fair value of the Level 3 investments that would result from an increase to the corresponding unobservable input. A decrease to the unobservable input would have the opposite effect.

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. EDGAR series identifier (if any):** S000017968

- **c. LEI of Series:** 549300TX6IW7FQVQNZ22

**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:** $1004829211.91

**Total Liabilities:** $3386785.58

**Net Assets:** $1001442426.33

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049805 | 7.93%                | 2.19%                | 4.76%                |
| Class ID C000084543 | 8.30%                | 2.22%                | 4.78%                |
| Class ID C000092670 | 8.12%                | 2.12%                | 4.65%                |

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

- **Index Identifier:** JPMGBIEGDV

### Schedule of Portfolio Investments

| Name                                    | Title                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Emerging Markets Local Income Portfolio | Emerging Markets Local Income Portfolio | CUSIP: 000000000<br>LEI: TJHVIYYZOASBZ463H550 | Long             | EC               | RF                | US        | 227708482 | NS      | $1001917319.75 | 100.05%           |  |  |  | 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