# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001410368-26-034144
**Filing Date:** 2026-3
**Character Count:** 100827
**Document Hash:** 189f43e865a0a4a8fd2d475d105cb0f8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034144.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034144

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Mutual Funds Trust
- **CENTRAL INDEX KEY:** 0000745463

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04015
- **FILM NUMBER:** 26818209

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 19950711

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

## Series and Classes Contracts Data

### Eaton Vance Emerging and Frontier Countries Equity Fund (Series ID: S000047244)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000148037 | Eaton Vance Emerging and Frontier Countries Equity Fund Class A | EACOX           |
| C000148039 | Eaton Vance Emerging and Frontier Countries Equity Fund Class I | EICOX           |

## Nport-Ex

Eaton Vance<br>

Emerging and Frontier Countries Equity Fund

January 31, 2026 (Unaudited)

------

Eaton Vance Emerging and Frontier Countries Equity Fund (the Fund), a diversified series of Eaton Vance Mutual Funds Trust, invests its assets in Global Macro Capital Opportunities Portfolio (the Portfolio) and owns a pro rata interest in the Portfolio's net assets. At January 31, 2026, the value of the Fund's investment in the Portfolio was $3,236,260,646 and the Fund owned approximately 100% of the Portfolio's outstanding interests. The Portfolio's Portfolio of Investments is set forth below.

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited)

------

Common Stocks — 93.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Argentina — 4.2% | Argentina — 4.2% | Argentina — 4.2% |
| Banco BBVA Argentina SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454813 | &nbsp;&nbsp;$9196319 |
| Banco Macro SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232909 | &nbsp;&nbsp;&nbsp;&nbsp; 23733427 |
| Bolsas y Mercados Argentinos SA | 12522109 | &nbsp;&nbsp;&nbsp;&nbsp; 2795848 |
| Central Puerto SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262021 | &nbsp;&nbsp;&nbsp;&nbsp; 4328587 |
| Corp. America Airports SA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94779 | &nbsp;&nbsp;&nbsp;&nbsp; 2809250 |
| Cresud SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78095 | &nbsp;&nbsp;&nbsp;&nbsp; 1055063 |
| Ecogas Inversiones SA GDR<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181105 | &nbsp;&nbsp;&nbsp;&nbsp; 23503 |
| Empresa Distribuidora Y Comercializadora Norte ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46228 | &nbsp;&nbsp;&nbsp;&nbsp; 1416426 |
| Grupo Financiero Galicia SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589380 | &nbsp;&nbsp;&nbsp;&nbsp; 32480732 |
| Grupo Supervielle SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377546 | &nbsp;&nbsp;&nbsp;&nbsp; 4609837 |
| IRSA Inversiones y Representaciones SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60072 | &nbsp;&nbsp;&nbsp;&nbsp; 1045253 |
| Loma Negra Cia Industrial Argentina SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120549 | &nbsp;&nbsp;&nbsp;&nbsp; 1389930 |
| Pampa Energia SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102464 | &nbsp;&nbsp;&nbsp;&nbsp; 8877481 |
| Telecom Argentina SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273679 | &nbsp;&nbsp;&nbsp;&nbsp; 3694666 |
| Transportadora de Gas del Sur SA, Class B ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185180 | &nbsp;&nbsp;&nbsp;&nbsp; 5905390 |
| Vista Energy SAB de CV ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196725 | &nbsp;&nbsp;&nbsp;&nbsp; 11899895 |
| YPF SA ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493413 | &nbsp;&nbsp;&nbsp;&nbsp; 19632903 |
|  |  | &nbsp;&nbsp;**$134894510** |
| Australia — 0.6% | Australia — 0.6% | Australia — 0.6% |
| Anglogold Ashanti PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222900 | &nbsp;&nbsp;$20093884 |
|  |  | &nbsp;&nbsp;**$20093884** |
| Austria — 0.1% | Austria — 0.1% | Austria — 0.1% |
| Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;$4838924 |
|  |  | &nbsp;&nbsp;**$4838924** |
| Belgium — 0.4% | Belgium — 0.4% | Belgium — 0.4% |
| Cenergy Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501707 | &nbsp;&nbsp;$11525527 |
|  |  | &nbsp;&nbsp;**$11525527** |
| Brazil — 3.8% | Brazil — 3.8% | Brazil — 3.8% |
| Adecoagro SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64396 | &nbsp;&nbsp;$570549 |
| Ambev SA | &nbsp;&nbsp;&nbsp;&nbsp;1152900 | &nbsp;&nbsp;&nbsp;&nbsp; 3253160 |
| Arcos Dorados Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289298 | &nbsp;&nbsp;&nbsp;&nbsp; 2366458 |
| Axia Energia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296600 | &nbsp;&nbsp;&nbsp;&nbsp; 3064204 |
| Axia Energia, Class B, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58100 | &nbsp;&nbsp;&nbsp;&nbsp; 638214 |
| Axia Energia, Class C, PFC Shares<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93228 | &nbsp;&nbsp;&nbsp;&nbsp; 935336 |
| B3 SA - Brasil Bolsa Balcao | &nbsp;&nbsp;&nbsp;&nbsp;1283400 | &nbsp;&nbsp;&nbsp;&nbsp; 3938418 |
| Banco Bradesco SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388100 | &nbsp;&nbsp;&nbsp;&nbsp; 1351003 |
| Banco Bradesco SA, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;1289300 | &nbsp;&nbsp;&nbsp;&nbsp; 5220651 |
| Banco BTG Pactual SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287500 | &nbsp;&nbsp;&nbsp;&nbsp; 3275023 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Brazil (continued) | Brazil (continued) | Brazil (continued) |
| Banco do Brasil SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418700 | &nbsp;&nbsp;$2006482 |
| BB Seguridade Participacoes SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170600 | &nbsp;&nbsp;&nbsp;&nbsp; 1209460 |
| Caixa Seguridade Participacoes SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146200 | &nbsp;&nbsp;&nbsp;&nbsp; 480874 |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120159 | &nbsp;&nbsp;&nbsp;&nbsp; 3224332 |
| Cia Energetica de Minas Gerais, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417600 | &nbsp;&nbsp;&nbsp;&nbsp; 910940 |
| Cia Paranaense de Energia - Copel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266100 | &nbsp;&nbsp;&nbsp;&nbsp; 666419 |
| CPFL Energia SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56300 | &nbsp;&nbsp;&nbsp;&nbsp; 550510 |
| Embraer SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171400 | &nbsp;&nbsp;&nbsp;&nbsp; 3157518 |
| Energisa SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74690 | &nbsp;&nbsp;&nbsp;&nbsp; 723944 |
| Eneva SA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236100 | &nbsp;&nbsp;&nbsp;&nbsp; 947496 |
| Engie Brasil Energia SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69720 | &nbsp;&nbsp;&nbsp;&nbsp; 434131 |
| Equatorial SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290800 | &nbsp;&nbsp;&nbsp;&nbsp; 2261087 |
| Gerdau SA, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316200 | &nbsp;&nbsp;&nbsp;&nbsp; 1347053 |
| Itau Unibanco Holding SA, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;1338073 | &nbsp;&nbsp;&nbsp;&nbsp; 11568538 |
| Itausa SA, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;1435038 | &nbsp;&nbsp;&nbsp;&nbsp; 3724786 |
| Klabin SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199374 | &nbsp;&nbsp;&nbsp;&nbsp; 725857 |
| Localiza Rent a Car SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224200 | &nbsp;&nbsp;&nbsp;&nbsp; 2061477 |
| Localiza Rent a Car SA, PFC Shares<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8623 | &nbsp;&nbsp;&nbsp;&nbsp; 76452 |
| Motiva Infraestrutura de Mobilidade SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246100 | &nbsp;&nbsp;&nbsp;&nbsp; 783742 |
| NU Holdings Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826700 | &nbsp;&nbsp;&nbsp;&nbsp; 14673925 |
| Petroleo Brasileiro SA - Petrobras | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907000 | &nbsp;&nbsp;&nbsp;&nbsp; 6960948 |
| Petroleo Brasileiro SA - Petrobras, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;1128500 | &nbsp;&nbsp;&nbsp;&nbsp; 8096938 |
| Porto Seguro SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47100 | &nbsp;&nbsp;&nbsp;&nbsp; 449633 |
| Prio SA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207600 | &nbsp;&nbsp;&nbsp;&nbsp; 2011405 |
| Raia Drogasil SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320382 | &nbsp;&nbsp;&nbsp;&nbsp; 1491494 |
| Rede D'Or Sao Luiz SA<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195200 | &nbsp;&nbsp;&nbsp;&nbsp; 1572282 |
| Rumo SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316800 | &nbsp;&nbsp;&nbsp;&nbsp; 888503 |
| StoneCo Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54400 | &nbsp;&nbsp;&nbsp;&nbsp; 878016 |
| Suzano SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169400 | &nbsp;&nbsp;&nbsp;&nbsp; 1587858 |
| Telefonica Brasil SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196500 | &nbsp;&nbsp;&nbsp;&nbsp; 1395691 |
| TIM SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206600 | &nbsp;&nbsp;&nbsp;&nbsp; 962583 |
| TOTVS SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130800 | &nbsp;&nbsp;&nbsp;&nbsp; 1107740 |
| Ultrapar Participacoes SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp; 853596 |
| Vale SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885100 | &nbsp;&nbsp;&nbsp;&nbsp; 14181109 |
| Vibra Energia SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245700 | &nbsp;&nbsp;&nbsp;&nbsp; 1342707 |
| WEG SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409300 | &nbsp;&nbsp;&nbsp;&nbsp; 4022421 |
|  |  | &nbsp;&nbsp;**$123950963** |
| Bulgaria — 0.0%<sup>†</sup> | Bulgaria — 0.0%<sup>†</sup> | Bulgaria — 0.0%<sup>†</sup> |
| Eurohold Bulgaria AD<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944905 | &nbsp;&nbsp;$1243433 |
|  |  | &nbsp;&nbsp;**$1243433** |
| Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> |
| Lithium Argentina AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236665 | &nbsp;&nbsp;$1592756 |
|  |  | &nbsp;&nbsp;**$1592756** |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Chile — 6.2% | Chile — 6.2% | Chile — 6.2% |
| Banco de Chile | 148413700 | &nbsp;&nbsp;$32693070 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291469 | &nbsp;&nbsp;&nbsp;&nbsp; 21661166 |
| Banco Santander Chile | 219600100 | &nbsp;&nbsp;&nbsp;&nbsp; 19315407 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;4176800 | &nbsp;&nbsp;&nbsp;&nbsp; 13976708 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;3778200 | &nbsp;&nbsp;&nbsp;&nbsp; 5664266 |
| Empresas COPEC SA | &nbsp;&nbsp;&nbsp;&nbsp;1288000 | &nbsp;&nbsp;&nbsp;&nbsp; 10979776 |
| Enel Americas SA | 37256118 | &nbsp;&nbsp;&nbsp;&nbsp; 3517241 |
| Enel Chile SA | 93691114 | &nbsp;&nbsp;&nbsp;&nbsp; 7943319 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;2127800 | &nbsp;&nbsp;&nbsp;&nbsp; 16514964 |
| Latam Airlines Group SA | 823778422 | &nbsp;&nbsp;&nbsp;&nbsp; 26729979 |
| Plaza SA | &nbsp;&nbsp;&nbsp;&nbsp;1338000 | &nbsp;&nbsp;&nbsp;&nbsp; 5819687 |
| Sociedad Quimica y Minera de Chile SA, Series B, PFC Shares<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469579 | &nbsp;&nbsp;&nbsp;&nbsp; 36156212 |
|  |  | &nbsp;&nbsp;**$200971795** |
| China — 1.0% | China — 1.0% | China — 1.0% |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785600 | &nbsp;&nbsp;$16712519 |
| Ganfeng Lithium Group Co. Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp; 21375 |
| Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212600 | &nbsp;&nbsp;&nbsp;&nbsp; 16340819 |
|  |  | &nbsp;&nbsp;**$33074713** |
| Cyprus — 3.0% | Cyprus — 3.0% | Cyprus — 3.0% |
| Bank of Cyprus Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;7448732 | &nbsp;&nbsp;$82184925 |
| Sunrisemezz PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Theon International PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379125 | &nbsp;&nbsp;&nbsp;&nbsp; 14067198 |
|  |  | &nbsp;&nbsp;**$96252123** |
| Egypt — 0.3% | Egypt — 0.3% | Egypt — 0.3% |
| Commercial International Bank - Egypt (CIB) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465600 | &nbsp;&nbsp;$1327207 |
| Talaat Moustafa Group | &nbsp;&nbsp;&nbsp;&nbsp;4869600 | &nbsp;&nbsp;&nbsp;&nbsp; 8970886 |
|  |  | &nbsp;&nbsp;**$10298093** |
| Georgia — 1.6% | Georgia — 1.6% | Georgia — 1.6% |
| Georgia Capital PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816886 | &nbsp;&nbsp;$37772781 |
| Lion Finance Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52183 | &nbsp;&nbsp;&nbsp;&nbsp; 7209568 |
| TBC Bank Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108473 | &nbsp;&nbsp;&nbsp;&nbsp; 6306860 |
|  |  | &nbsp;&nbsp;**$51289209** |
| Greece — 10.5% | Greece — 10.5% | Greece — 10.5% |
| Aegean Airlines SA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118953 | &nbsp;&nbsp;$2107323 |
| Aktor SA Holding Co. Technical & Energy Projects<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp; 9649160 |
| Alpha Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;8023754 | &nbsp;&nbsp;&nbsp;&nbsp; 38409385 |
| Athens International Airport SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97384 | &nbsp;&nbsp;&nbsp;&nbsp; 1306780 |
| Athens Water Supply & Sewage Co. SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106068 | &nbsp;&nbsp;&nbsp;&nbsp; 905824 |
| Autohellas Tourist & Trading SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49238 | &nbsp;&nbsp;&nbsp;&nbsp; 758532 |
| Avax SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp; 1120001 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Greece (continued) | Greece (continued) | Greece (continued) |
| Ellaktor SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333572 | &nbsp;&nbsp;$544819 |
| Eurobank SA | &nbsp;&nbsp;&nbsp;&nbsp;9679687 | &nbsp;&nbsp;&nbsp;&nbsp; 47304395 |
| GEK TERNA SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253325 | &nbsp;&nbsp;&nbsp;&nbsp; 9971302 |
| Hellenic Telecommunications Organization SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621243 | &nbsp;&nbsp;&nbsp;&nbsp; 11651670 |
| Helleniq Energy Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288405 | &nbsp;&nbsp;&nbsp;&nbsp; 3103886 |
| Holding Co. ADMIE IPTO SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711857 | &nbsp;&nbsp;&nbsp;&nbsp; 2588127 |
| Ideal Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394993 | &nbsp;&nbsp;&nbsp;&nbsp; 2902434 |
| JUMBO SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403637 | &nbsp;&nbsp;&nbsp;&nbsp; 11968179 |
| LAMDA Development SA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232506 | &nbsp;&nbsp;&nbsp;&nbsp; 1952144 |
| Metlen Energy & Metals PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361731 | &nbsp;&nbsp;&nbsp;&nbsp; 19729079 |
| Motor Oil (Hellas) Corinth Refineries SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207214 | &nbsp;&nbsp;&nbsp;&nbsp; 8343050 |
| National Bank of Greece SA | &nbsp;&nbsp;&nbsp;&nbsp;3056224 | &nbsp;&nbsp;&nbsp;&nbsp; 53955912 |
| Noval Property Real Estate Investment Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413837 | &nbsp;&nbsp;&nbsp;&nbsp; 1362778 |
| OPAP SA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658096 | &nbsp;&nbsp;&nbsp;&nbsp; 13271930 |
| Optima bank SA | &nbsp;&nbsp;&nbsp;&nbsp;1389042 | &nbsp;&nbsp;&nbsp;&nbsp; 14256196 |
| Piraeus Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;4251258 | &nbsp;&nbsp;&nbsp;&nbsp; 42883820 |
| Public Power Corp. SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768290 | &nbsp;&nbsp;&nbsp;&nbsp; 18159384 |
| Qualco Group SA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1030636 | &nbsp;&nbsp;&nbsp;&nbsp; 7383136 |
| Sarantis SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126905 | &nbsp;&nbsp;&nbsp;&nbsp; 2040962 |
| Titan SA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161695 | &nbsp;&nbsp;&nbsp;&nbsp; 10849958 |
| Trade Estates Real Estate Investment SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456600 | &nbsp;&nbsp;&nbsp;&nbsp; 1083417 |
|  |  | &nbsp;&nbsp;**$339563583** |
| Hungary — 2.3% | Hungary — 2.3% | Hungary — 2.3% |
| Magyar Telekom Telecommunications PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524700 | &nbsp;&nbsp;$3254975 |
| MOL Hungarian Oil & Gas PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697500 | &nbsp;&nbsp;&nbsp;&nbsp; 8518529 |
| OTP Bank Nyrt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425692 | &nbsp;&nbsp;&nbsp;&nbsp; 53565658 |
| Richter Gedeon Nyrt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232700 | &nbsp;&nbsp;&nbsp;&nbsp; 7785423 |
|  |  | &nbsp;&nbsp;**$73124585** |
| India — 3.9% | India — 3.9% | India — 3.9% |
| Adani Energy Solutions Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44159 | &nbsp;&nbsp;$430138 |
| Adani Green Energy Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14178 | &nbsp;&nbsp;&nbsp;&nbsp; 131536 |
| Ambuja Cements Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340300 | &nbsp;&nbsp;&nbsp;&nbsp; 1891673 |
| Apollo Hospitals Enterprise Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34719 | &nbsp;&nbsp;&nbsp;&nbsp; 2629241 |
| Asian Paints Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88711 | &nbsp;&nbsp;&nbsp;&nbsp; 2342530 |
| Avenue Supermarts Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10455 | &nbsp;&nbsp;&nbsp;&nbsp; 419563 |
| Axis Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188777 | &nbsp;&nbsp;&nbsp;&nbsp; 2816428 |
| Bajaj Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221260 | &nbsp;&nbsp;&nbsp;&nbsp; 2238566 |
| Bharti Airtel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215505 | &nbsp;&nbsp;&nbsp;&nbsp; 4621927 |
| Cipla Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24973 | &nbsp;&nbsp;&nbsp;&nbsp; 359910 |
| Dabur India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262200 | &nbsp;&nbsp;&nbsp;&nbsp; 1444766 |
| Divi's Laboratories Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6252 | &nbsp;&nbsp;&nbsp;&nbsp; 411890 |
| DLF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171000 | &nbsp;&nbsp;&nbsp;&nbsp; 1184029 |
| Dr. Reddy's Laboratories Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45130 | &nbsp;&nbsp;&nbsp;&nbsp; 597145 |
| Eicher Motors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16790 | &nbsp;&nbsp;&nbsp;&nbsp; 1301243 |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) |
| Eternal Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208463 | &nbsp;&nbsp;$621379 |
| Fortis Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118900 | &nbsp;&nbsp;&nbsp;&nbsp; 1102070 |
| FSN E-Commerce Ventures Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418800 | &nbsp;&nbsp;&nbsp;&nbsp; 1081422 |
| GAIL (India) Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88026 | &nbsp;&nbsp;&nbsp;&nbsp; 160353 |
| Godrej Consumer Products Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54300 | &nbsp;&nbsp;&nbsp;&nbsp; 681806 |
| Godrej Properties Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp; 408545 |
| Grasim Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14023 | &nbsp;&nbsp;&nbsp;&nbsp; 430357 |
| Havells India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9907 | &nbsp;&nbsp;&nbsp;&nbsp; 138603 |
| HCL Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77742 | &nbsp;&nbsp;&nbsp;&nbsp; 1434543 |
| HDFC Asset Management Co. Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44800 | &nbsp;&nbsp;&nbsp;&nbsp; 1226640 |
| HDFC Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968338 | &nbsp;&nbsp;&nbsp;&nbsp; 9791127 |
| HDFC Life Insurance Co. Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79300 | &nbsp;&nbsp;&nbsp;&nbsp; 630725 |
| Hero MotoCorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp; 1409434 |
| Hindalco Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214409 | &nbsp;&nbsp;&nbsp;&nbsp; 2231849 |
| Hindustan Unilever Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70730 | &nbsp;&nbsp;&nbsp;&nbsp; 1826077 |
| ICICI Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448874 | &nbsp;&nbsp;&nbsp;&nbsp; 6617579 |
| ICICI Prudential Life Insurance Co. Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219900 | &nbsp;&nbsp;&nbsp;&nbsp; 1523043 |
| IDFC First Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2276000 | &nbsp;&nbsp;&nbsp;&nbsp; 2070802 |
| Indian Railway Catering & Tourism Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9683 | &nbsp;&nbsp;&nbsp;&nbsp; 65654 |
| Infosys Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285297 | &nbsp;&nbsp;&nbsp;&nbsp; 5102902 |
| Intellect Design Arena Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17316 | &nbsp;&nbsp;&nbsp;&nbsp; 172156 |
| ITC Hotels Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4344 | &nbsp;&nbsp;&nbsp;&nbsp; 8548 |
| ITC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573245 | &nbsp;&nbsp;&nbsp;&nbsp; 2009472 |
| Jindal Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142691 | &nbsp;&nbsp;&nbsp;&nbsp; 1748455 |
| JSW Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100600 | &nbsp;&nbsp;&nbsp;&nbsp; 502893 |
| JSW Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147783 | &nbsp;&nbsp;&nbsp;&nbsp; 1942553 |
| Jubilant Foodworks Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15996 | &nbsp;&nbsp;&nbsp;&nbsp; 86556 |
| Kotak Mahindra Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421020 | &nbsp;&nbsp;&nbsp;&nbsp; 1868499 |
| KPIT Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp; 1349217 |
| Kwality Wall's India Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114830 | &nbsp;&nbsp;&nbsp;&nbsp; 47686 |
| Larsen & Toubro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56893 | &nbsp;&nbsp;&nbsp;&nbsp; 2434299 |
| Lodha Developers Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158400 | &nbsp;&nbsp;&nbsp;&nbsp; 1675458 |
| LTIMindtree Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328 | &nbsp;&nbsp;&nbsp;&nbsp; 216354 |
| Mahindra & Mahindra Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78846 | &nbsp;&nbsp;&nbsp;&nbsp; 2944086 |
| Mankind Pharma Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34600 | &nbsp;&nbsp;&nbsp;&nbsp; 799936 |
| Marico Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182100 | &nbsp;&nbsp;&nbsp;&nbsp; 1447638 |
| Maruti Suzuki India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10557 | &nbsp;&nbsp;&nbsp;&nbsp; 1677172 |
| Max Healthcare Institute Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111900 | &nbsp;&nbsp;&nbsp;&nbsp; 1165231 |
| Mphasis Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178 | &nbsp;&nbsp;&nbsp;&nbsp; 95578 |
| Muthoot Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp; 1654336 |
| Nestle India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55406 | &nbsp;&nbsp;&nbsp;&nbsp; 804670 |
| Nippon Life India Asset Management Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143900 | &nbsp;&nbsp;&nbsp;&nbsp; 1374909 |
| NTPC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365456 | &nbsp;&nbsp;&nbsp;&nbsp; 1415980 |
| Oberoi Realty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80800 | &nbsp;&nbsp;&nbsp;&nbsp; 1311403 |
| Oil & Natural Gas Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352901 | &nbsp;&nbsp;&nbsp;&nbsp; 1034575 |
| One 97 Communications Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101200 | &nbsp;&nbsp;&nbsp;&nbsp; 1253380 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) |
| Persistent Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;$598350 |
| Petronet LNG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28740 | &nbsp;&nbsp;&nbsp;&nbsp; 90642 |
| PI Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22263 | &nbsp;&nbsp;&nbsp;&nbsp; 773715 |
| Power Grid Corp. of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390517 | &nbsp;&nbsp;&nbsp;&nbsp; 1090137 |
| Reliance Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512710 | &nbsp;&nbsp;&nbsp;&nbsp; 7790588 |
| SBI Life Insurance Co. Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70300 | &nbsp;&nbsp;&nbsp;&nbsp; 1529202 |
| Shriram Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125500 | &nbsp;&nbsp;&nbsp;&nbsp; 1393119 |
| Spandana Sphoorty Financial Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187 | &nbsp;&nbsp;&nbsp;&nbsp; 5507 |
| SRF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781 | &nbsp;&nbsp;&nbsp;&nbsp; 177132 |
| State Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159092 | &nbsp;&nbsp;&nbsp;&nbsp; 1864661 |
| Sun Pharmaceutical Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72699 | &nbsp;&nbsp;&nbsp;&nbsp; 1261583 |
| Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77559 | &nbsp;&nbsp;&nbsp;&nbsp; 2637632 |
| Tata Consumer Products Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178647 | &nbsp;&nbsp;&nbsp;&nbsp; 2205442 |
| Tata Elxsi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp; 75035 |
| Tata Motors Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101464 | &nbsp;&nbsp;&nbsp;&nbsp; 505734 |
| Tata Motors Passenger Vehicles Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101464 | &nbsp;&nbsp;&nbsp;&nbsp; 386667 |
| Tata Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1171033 | &nbsp;&nbsp;&nbsp;&nbsp; 2444365 |
| Tech Mahindra Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42067 | &nbsp;&nbsp;&nbsp;&nbsp; 798180 |
| Titan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33836 | &nbsp;&nbsp;&nbsp;&nbsp; 1464093 |
| Trent Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14564 | &nbsp;&nbsp;&nbsp;&nbsp; 599815 |
| Tube Investments of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4113 | &nbsp;&nbsp;&nbsp;&nbsp; 104668 |
| TVS Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20100 | &nbsp;&nbsp;&nbsp;&nbsp; 804589 |
| UltraTech Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 | &nbsp;&nbsp;&nbsp;&nbsp; 1286618 |
| UPL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20280 | &nbsp;&nbsp;&nbsp;&nbsp; 155386 |
| Varun Beverages Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351047 | &nbsp;&nbsp;&nbsp;&nbsp; 1798178 |
| Wipro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239042 | &nbsp;&nbsp;&nbsp;&nbsp; 616774 |
|  |  | &nbsp;&nbsp;**$124874347** |
| Kazakhstan — 2.1% | Kazakhstan — 2.1% | Kazakhstan — 2.1% |
| Halyk Savings Bank of Kazakhstan JSC GDR<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1015500 | &nbsp;&nbsp;$32648325 |
| Kaspi.KZ JSC ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182700 | &nbsp;&nbsp;&nbsp;&nbsp; 13916259 |
| NAC Kazatomprom JSC GDR<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259100 | &nbsp;&nbsp;&nbsp;&nbsp; 21298020 |
|  |  | &nbsp;&nbsp;**$67862604** |
| Kuwait — 2.4% | Kuwait — 2.4% | Kuwait — 2.4% |
| Boubyan Bank KSCP | &nbsp;&nbsp;&nbsp;&nbsp;1851250 | &nbsp;&nbsp;$4085572 |
| Gulf Bank KSCP | &nbsp;&nbsp;&nbsp;&nbsp;2379524 | &nbsp;&nbsp;&nbsp;&nbsp; 2671436 |
| Kuwait Finance House KSCP | 13068480 | &nbsp;&nbsp;&nbsp;&nbsp; 34389507 |
| Mabanee Co. KPSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819520 | &nbsp;&nbsp;&nbsp;&nbsp; 2682171 |
| Mobile Telecommunications Co. KSCP | &nbsp;&nbsp;&nbsp;&nbsp;2324600 | &nbsp;&nbsp;&nbsp;&nbsp; 3873324 |
| National Bank of Kuwait SAKP | &nbsp;&nbsp;&nbsp;&nbsp;9989636 | &nbsp;&nbsp;&nbsp;&nbsp; 30951672 |
|  |  | &nbsp;&nbsp;**$78653682** |
| Luxembourg — 0.1% | Luxembourg — 0.1% | Luxembourg — 0.1% |
| Reinet Investments SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59600 | &nbsp;&nbsp;$2054470 |
|  |  | &nbsp;&nbsp;**$2054470** |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Myanmar — 0.1% | Myanmar — 0.1% | Myanmar — 0.1% |
| Yoma Strategic Holdings Ltd.<sup>(1)</sup> | 30000000 | &nbsp;&nbsp;$1911524 |
|  |  | &nbsp;&nbsp;**$1911524** |
| Netherlands — 0.0%<sup>†</sup> | Netherlands — 0.0%<sup>†</sup> | Netherlands — 0.0%<sup>†</sup> |
| Euronext NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;$607924 |
|  |  | &nbsp;&nbsp;**$607924** |
| Nigeria — 1.6% | Nigeria — 1.6% | Nigeria — 1.6% |
| Access Holdings PLC | 180636000 | &nbsp;&nbsp;$2947838 |
| Dangote Cement PLC | &nbsp;&nbsp;&nbsp;&nbsp;6821000 | &nbsp;&nbsp;&nbsp;&nbsp; 3088660 |
| Fidelity Bank PLC | 201131544 | &nbsp;&nbsp;&nbsp;&nbsp; 2698125 |
| First HoldCo PLC | 126904487 | &nbsp;&nbsp;&nbsp;&nbsp; 4116081 |
| Guaranty Trust Holding Co. PLC | 112413000 | &nbsp;&nbsp;&nbsp;&nbsp; 8026534 |
| Guaranty Trust Holding Co. PLC | 40000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2801320 |
| MTN Nigeria Communications PLC | 10899410 | &nbsp;&nbsp;&nbsp;&nbsp; 4507723 |
| Nestle Nigeria PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370301 | &nbsp;&nbsp;&nbsp;&nbsp; 534719 |
| Nigerian Breweries PLC<sup>(1)</sup> | 38842000 | &nbsp;&nbsp;&nbsp;&nbsp; 2200400 |
| Oando PLC<sup>(1)</sup> | 37158943 | &nbsp;&nbsp;&nbsp;&nbsp; 1085826 |
| Presco PLC | &nbsp;&nbsp;&nbsp;&nbsp;1802500 | &nbsp;&nbsp;&nbsp;&nbsp; 2090286 |
| SEPLAT Energy PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp; 4294493 |
| Stanbic IBTC Holdings PLC | 18733000 | &nbsp;&nbsp;&nbsp;&nbsp; 1511122 |
| Transnational Corp. of Nigeria PLC | 10663709 | &nbsp;&nbsp;&nbsp;&nbsp; 352470 |
| United Bank for Africa PLC | 132464318 | &nbsp;&nbsp;&nbsp;&nbsp; 4234139 |
| Zenith Bank PLC | 146664000 | &nbsp;&nbsp;&nbsp;&nbsp; 7561377 |
|  |  | &nbsp;&nbsp;**$52051113** |
| Oman — 0.9% | Oman — 0.9% | Oman — 0.9% |
| Asyad Shipping Co. | &nbsp;&nbsp;&nbsp;&nbsp;3677800 | &nbsp;&nbsp;$1825526 |
| Bank Muscat SAOG | &nbsp;&nbsp;&nbsp;&nbsp;6093600 | &nbsp;&nbsp;&nbsp;&nbsp; 5716161 |
| Bank Nizwa SAOG | &nbsp;&nbsp;&nbsp;&nbsp;3684900 | &nbsp;&nbsp;&nbsp;&nbsp; 1254149 |
| National Bank of Oman SAOG | &nbsp;&nbsp;&nbsp;&nbsp;1116300 | &nbsp;&nbsp;&nbsp;&nbsp; 1150952 |
| Oman Telecommunications Co. SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998800 | &nbsp;&nbsp;&nbsp;&nbsp; 2871625 |
| Ominvest SAOG | &nbsp;&nbsp;&nbsp;&nbsp;1152500 | &nbsp;&nbsp;&nbsp;&nbsp; 1102251 |
| OQ Base Industries SAOG | &nbsp;&nbsp;&nbsp;&nbsp;5027100 | &nbsp;&nbsp;&nbsp;&nbsp; 2493650 |
| OQ Exploration & Production SAOG | &nbsp;&nbsp;&nbsp;&nbsp;5151000 | &nbsp;&nbsp;&nbsp;&nbsp; 5312862 |
| OQ Gas Networks SAOC | &nbsp;&nbsp;&nbsp;&nbsp;6403400 | &nbsp;&nbsp;&nbsp;&nbsp; 3428879 |
| Sohar International Bank SAOG | &nbsp;&nbsp;&nbsp;&nbsp;9616900 | &nbsp;&nbsp;&nbsp;&nbsp; 4100571 |
|  |  | &nbsp;&nbsp;**$29256626** |
| Pakistan — 1.9% | Pakistan — 1.9% | Pakistan — 1.9% |
| Askari Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1254000 | &nbsp;&nbsp;$528058 |
| Bank Al Habib Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2562900 | &nbsp;&nbsp;&nbsp;&nbsp; 1790779 |
| Bank Alfalah Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3366175 | &nbsp;&nbsp;&nbsp;&nbsp; 1533358 |
| Bank of Punjab | &nbsp;&nbsp;&nbsp;&nbsp;4114300 | &nbsp;&nbsp;&nbsp;&nbsp; 568261 |
| DG Khan Cement Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855100 | &nbsp;&nbsp;&nbsp;&nbsp; 683266 |
| Engro Fertilizers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2229600 | &nbsp;&nbsp;&nbsp;&nbsp; 1940132 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Pakistan (continued) | Pakistan (continued) | Pakistan (continued) |
| Engro Holdings Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2407742 | &nbsp;&nbsp;$2244725 |
| Fauji Fertilizer Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2206000 | &nbsp;&nbsp;&nbsp;&nbsp; 4635310 |
| Habib Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1895600 | &nbsp;&nbsp;&nbsp;&nbsp; 2326469 |
| Hub Power Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3771800 | &nbsp;&nbsp;&nbsp;&nbsp; 3085818 |
| Interloop Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1375600 | &nbsp;&nbsp;&nbsp;&nbsp; 402947 |
| Lucky Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1555700 | &nbsp;&nbsp;&nbsp;&nbsp; 2676150 |
| Maple Leaf Cement Factory Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1466600 | &nbsp;&nbsp;&nbsp;&nbsp; 604573 |
| Mari Energies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593000 | &nbsp;&nbsp;&nbsp;&nbsp; 1503636 |
| MCB Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1075400 | &nbsp;&nbsp;&nbsp;&nbsp; 1562850 |
| Meezan Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456800 | &nbsp;&nbsp;&nbsp;&nbsp; 794545 |
| Millat Tractors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397311 | &nbsp;&nbsp;&nbsp;&nbsp; 785853 |
| National Bank of Pakistan | &nbsp;&nbsp;&nbsp;&nbsp;1491600 | &nbsp;&nbsp;&nbsp;&nbsp; 1428374 |
| Oil & Gas Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1981300 | &nbsp;&nbsp;&nbsp;&nbsp; 2294750 |
| Pakistan Oilfields Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490300 | &nbsp;&nbsp;&nbsp;&nbsp; 1129690 |
| Pakistan Petroleum Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1883000 | &nbsp;&nbsp;&nbsp;&nbsp; 1877605 |
| Pakistan State Oil Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786200 | &nbsp;&nbsp;&nbsp;&nbsp; 1322599 |
| Sazgar Engineering Works Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74800 | &nbsp;&nbsp;&nbsp;&nbsp; 573737 |
| SUI Northern Gas Pipeline | &nbsp;&nbsp;&nbsp;&nbsp;1067100 | &nbsp;&nbsp;&nbsp;&nbsp; 440524 |
| Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2251800 | &nbsp;&nbsp;&nbsp;&nbsp; 1239302 |
| TRG Pakistan<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1518600 | &nbsp;&nbsp;&nbsp;&nbsp; 392048 |
| United Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1188531 | &nbsp;&nbsp;&nbsp;&nbsp; 2063319 |
| VEON Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367388 | &nbsp;&nbsp;&nbsp;&nbsp; 20074080 |
|  |  | &nbsp;&nbsp;**$60502758** |
| Poland — 0.4% | Poland — 0.4% | Poland — 0.4% |
| Budimex SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;$3093005 |
| LPP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 4970276 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184300 | &nbsp;&nbsp;&nbsp;&nbsp; 4793802 |
|  |  | &nbsp;&nbsp;**$12857083** |
| Romania — 0.1% | Romania — 0.1% | Romania — 0.1% |
| NEPI Rockcastle NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267180 | &nbsp;&nbsp;$2433108 |
|  |  | &nbsp;&nbsp;**$2433108** |
| Slovenia — 1.8% | Slovenia — 1.8% | Slovenia — 1.8% |
| Nova Ljubljanska Banka DD<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72121 | &nbsp;&nbsp;$15955804 |
| Nova Ljubljanska Banka DD GDR<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949166 | &nbsp;&nbsp;&nbsp;&nbsp; 41329125 |
|  |  | &nbsp;&nbsp;**$57284929** |
| South Africa — 4.1% | South Africa — 4.1% | South Africa — 4.1% |
| Absa Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362500 | &nbsp;&nbsp;$5712115 |
| Aspen Pharmacare Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122100 | &nbsp;&nbsp;&nbsp;&nbsp; 812360 |
| Bid Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144200 | &nbsp;&nbsp;&nbsp;&nbsp; 3602486 |
| Bidvest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141800 | &nbsp;&nbsp;&nbsp;&nbsp; 2051800 |
| Capitec Bank Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37949 | &nbsp;&nbsp;&nbsp;&nbsp; 10189064 |
| Clicks Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103200 | &nbsp;&nbsp;&nbsp;&nbsp; 2056011 |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Africa (continued) | South Africa (continued) | South Africa (continued) |
| Discovery Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230900 | &nbsp;&nbsp;$3366690 |
| E Media Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68360 | &nbsp;&nbsp;&nbsp;&nbsp; 9418 |
| FirstRand Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2155000 | &nbsp;&nbsp;&nbsp;&nbsp; 12291808 |
| Gold Fields Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403400 | &nbsp;&nbsp;&nbsp;&nbsp; 19950000 |
| Harmony Gold Mining Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269200 | &nbsp;&nbsp;&nbsp;&nbsp; 5720114 |
| Impala Platinum Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386200 | &nbsp;&nbsp;&nbsp;&nbsp; 7198475 |
| Kumba Iron Ore Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp; 459178 |
| MTN Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756300 | &nbsp;&nbsp;&nbsp;&nbsp; 8398390 |
| Nedbank Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193300 | &nbsp;&nbsp;&nbsp;&nbsp; 3165510 |
| Old Mutual Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1832600 | &nbsp;&nbsp;&nbsp;&nbsp; 1758806 |
| OUTsurance Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368500 | &nbsp;&nbsp;&nbsp;&nbsp; 1626441 |
| Pepkor Holdings Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1536386 | &nbsp;&nbsp;&nbsp;&nbsp; 2510415 |
| Remgro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212900 | &nbsp;&nbsp;&nbsp;&nbsp; 2409339 |
| Sanlam Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775200 | &nbsp;&nbsp;&nbsp;&nbsp; 4856345 |
| Sasol Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231300 | &nbsp;&nbsp;&nbsp;&nbsp; 1633737 |
| Shoprite Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213500 | &nbsp;&nbsp;&nbsp;&nbsp; 3522536 |
| Sibanye Stillwater Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1231000 | &nbsp;&nbsp;&nbsp;&nbsp; 5357813 |
| Standard Bank Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563800 | &nbsp;&nbsp;&nbsp;&nbsp; 10361498 |
| Valterra Platinum Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116100 | &nbsp;&nbsp;&nbsp;&nbsp; 10431367 |
| Vodacom Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp; 2610494 |
| Woolworths Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp; 1030685 |
|  |  | &nbsp;&nbsp;**$133092895** |
| South Korea — 17.1% | South Korea — 17.1% | South Korea — 17.1% |
| Celltrion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32358 | &nbsp;&nbsp;$4709252 |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp; 1257034 |
| Coway Co. Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp; 2372266 |
| Doosan Enerbility Co. Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127109 | &nbsp;&nbsp;&nbsp;&nbsp; 7934907 |
| GS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53600 | &nbsp;&nbsp;&nbsp;&nbsp; 2553011 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88200 | &nbsp;&nbsp;&nbsp;&nbsp; 6128320 |
| Hanwha Aerospace Co. Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp; 14672949 |
| HD Hyundai Heavy Industries Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 5970449 |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp; 5470883 |
| Hyundai Mobis Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp; 16247752 |
| Hyundai Rotem Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp; 5676284 |
| Industrial Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236400 | &nbsp;&nbsp;&nbsp;&nbsp; 3632027 |
| Kakao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150200 | &nbsp;&nbsp;&nbsp;&nbsp; 6384145 |
| Kangwon Land, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127100 | &nbsp;&nbsp;&nbsp;&nbsp; 1537212 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216300 | &nbsp;&nbsp;&nbsp;&nbsp; 20245503 |
| KT&G Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67500 | &nbsp;&nbsp;&nbsp;&nbsp; 7218997 |
| LG Uplus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255100 | &nbsp;&nbsp;&nbsp;&nbsp; 2834072 |
| Meritz Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56700 | &nbsp;&nbsp;&nbsp;&nbsp; 4584491 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89169 | &nbsp;&nbsp;&nbsp;&nbsp; 16949392 |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109800 | &nbsp;&nbsp;&nbsp;&nbsp; 22888310 |
| Samsung Electro-Mechanics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp; 4096388 |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1843483 | &nbsp;&nbsp;&nbsp;&nbsp; 203658254 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Korea (continued) | South Korea (continued) | South Korea (continued) |
| Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;$10499817 |
| Samsung Life Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97800 | &nbsp;&nbsp;&nbsp;&nbsp; 12734099 |
| Shinhan Financial Group Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157400 | &nbsp;&nbsp;&nbsp;&nbsp; 9199042 |
| SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229100 | &nbsp;&nbsp;&nbsp;&nbsp; 143044778 |
| SK Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115400 | &nbsp;&nbsp;&nbsp;&nbsp; 5815694 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219600 | &nbsp;&nbsp;&nbsp;&nbsp; 4593782 |
|  |  | &nbsp;&nbsp;**$552909110** |
| Taiwan — 6.3% | Taiwan — 6.3% | Taiwan — 6.3% |
| Accton Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;$1573346 |
| Advantech Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp; 396362 |
| Alchip Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 687256 |
| ASE Technology Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp; 3458525 |
| Asia Vital Components Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp; 1317542 |
| Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp; 1005425 |
| Cathay Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839000 | &nbsp;&nbsp;&nbsp;&nbsp; 1998902 |
| Chailease Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138491 | &nbsp;&nbsp;&nbsp;&nbsp; 456443 |
| China Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1116000 | &nbsp;&nbsp;&nbsp;&nbsp; 734267 |
| Chunghwa Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp; 1462953 |
| Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp; 278658 |
| CTBC Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1508000 | &nbsp;&nbsp;&nbsp;&nbsp; 2429606 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp; 7785112 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp; 433615 |
| E.Sun Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1319699 | &nbsp;&nbsp;&nbsp;&nbsp; 1397474 |
| Elite Material Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp; 1464547 |
| eMemory Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 345570 |
| Evergreen Marine Corp. Taiwan Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp; 590619 |
| Far EasTone Telecommunications Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp; 455726 |
| First Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1039760 | &nbsp;&nbsp;&nbsp;&nbsp; 949216 |
| Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp; 369474 |
| Formosa Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381000 | &nbsp;&nbsp;&nbsp;&nbsp; 570745 |
| Fubon Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753990 | &nbsp;&nbsp;&nbsp;&nbsp; 2165142 |
| Gigabyte Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp; 353120 |
| Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1301000 | &nbsp;&nbsp;&nbsp;&nbsp; 8993057 |
| Hotai Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp; 482658 |
| Hua Nan Financial Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810565 | &nbsp;&nbsp;&nbsp;&nbsp; 850306 |
| International Games System Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp; 522318 |
| KGI Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1472580 | &nbsp;&nbsp;&nbsp;&nbsp; 842029 |
| Largan Precision Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 685955 |
| Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191000 | &nbsp;&nbsp;&nbsp;&nbsp; 981774 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp; 9263580 |
| Mega Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1067750 | &nbsp;&nbsp;&nbsp;&nbsp; 1312958 |
| Nan Ya Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp;&nbsp; 1142696 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp; 628877 |
| Pegatron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp; 396936 |
| PharmaEssentia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25523 | &nbsp;&nbsp;&nbsp;&nbsp; 623069 |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Taiwan (continued) | Taiwan (continued) | Taiwan (continued) |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;$353089 |
| Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243000 | &nbsp;&nbsp;&nbsp;&nbsp; 2139169 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp; 673191 |
| Shanghai Commercial & Savings Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357000 | &nbsp;&nbsp;&nbsp;&nbsp; 447196 |
| SinoPac Financial Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1014767 | &nbsp;&nbsp;&nbsp;&nbsp; 919160 |
| Taiwan Cooperative Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992394 | &nbsp;&nbsp;&nbsp;&nbsp; 741661 |
| Taiwan Mobile Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp; 533132 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2327000 | &nbsp;&nbsp;&nbsp;&nbsp; 128673567 |
| TCC Group Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611000 | &nbsp;&nbsp;&nbsp;&nbsp; 511210 |
| TS Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1973608 | &nbsp;&nbsp;&nbsp;&nbsp; 1418463 |
| TS Financial Holding Co. Ltd., PFC Shares<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237825 | &nbsp;&nbsp;&nbsp;&nbsp; 70355 |
| Unimicron Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120661 | &nbsp;&nbsp;&nbsp;&nbsp; 1434275 |
| Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434000 | &nbsp;&nbsp;&nbsp;&nbsp; 987360 |
| United Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1032000 | &nbsp;&nbsp;&nbsp;&nbsp; 2053425 |
| Wistron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp; 1019007 |
| Wiwynn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 1120921 |
| Yageo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151952 | &nbsp;&nbsp;&nbsp;&nbsp; 1326598 |
| Yuanta Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973473 | &nbsp;&nbsp;&nbsp;&nbsp; 1326095 |
|  |  | &nbsp;&nbsp;**$205153732** |
| Togo — 0.0%<sup>†</sup> | Togo — 0.0%<sup>†</sup> | Togo — 0.0%<sup>†</sup> |
| Ecobank Transnational, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115300 | &nbsp;&nbsp;$3976 |
|  |  | &nbsp;&nbsp;**$3976** |
| United Arab Emirates — 3.9% | United Arab Emirates — 3.9% | United Arab Emirates — 3.9% |
| Abu Dhabi Commercial Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;2326467 | &nbsp;&nbsp;$9649944 |
| Abu Dhabi Islamic Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990227 | &nbsp;&nbsp;&nbsp;&nbsp; 6567329 |
| Abu Dhabi National Oil Co. for Distribution PJSC | &nbsp;&nbsp;&nbsp;&nbsp;1932676 | &nbsp;&nbsp;&nbsp;&nbsp; 2157711 |
| ADNOC Logistics & Services | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3056362 |
| Agthia Group PJSC | &nbsp;&nbsp;&nbsp;&nbsp;2220832 | &nbsp;&nbsp;&nbsp;&nbsp; 2238581 |
| Air Arabia PJSC | &nbsp;&nbsp;&nbsp;&nbsp;4642425 | &nbsp;&nbsp;&nbsp;&nbsp; 6300523 |
| Al Ansari Financial Services PJSC | &nbsp;&nbsp;&nbsp;&nbsp;1805311 | &nbsp;&nbsp;&nbsp;&nbsp; 484117 |
| Al Waha Capital PJSC | &nbsp;&nbsp;&nbsp;&nbsp;6168401 | &nbsp;&nbsp;&nbsp;&nbsp; 3193213 |
| Aldar Properties PJSC | &nbsp;&nbsp;&nbsp;&nbsp;4332652 | &nbsp;&nbsp;&nbsp;&nbsp; 11326469 |
| Amanat Holdings PJSC | 10123250 | &nbsp;&nbsp;&nbsp;&nbsp; 3554877 |
| Americana Restaurants International PLC | &nbsp;&nbsp;&nbsp;&nbsp;1335869 | &nbsp;&nbsp;&nbsp;&nbsp; 566892 |
| Deyaar Development PJSC | 16085701 | &nbsp;&nbsp;&nbsp;&nbsp; 4471457 |
| Dubai Electricity & Water Authority PJSC | &nbsp;&nbsp;&nbsp;&nbsp;1988024 | &nbsp;&nbsp;&nbsp;&nbsp; 1635470 |
| Dubai Islamic Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;1955614 | &nbsp;&nbsp;&nbsp;&nbsp; 5144783 |
| Emaar Properties PJSC | &nbsp;&nbsp;&nbsp;&nbsp;5225625 | &nbsp;&nbsp;&nbsp;&nbsp; 21376428 |
| Emirates NBD Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960687 | &nbsp;&nbsp;&nbsp;&nbsp; 8136251 |
| Emirates Telecommunications Group Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;2102157 | &nbsp;&nbsp;&nbsp;&nbsp; 11275734 |
| First Abu Dhabi Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;2746705 | &nbsp;&nbsp;&nbsp;&nbsp; 13916829 |
| Kyivstar Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589000 | &nbsp;&nbsp;&nbsp;&nbsp; 6685150 |
| Modon Holding PSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227300 | &nbsp;&nbsp;&nbsp;&nbsp; 209381 |
| National Central Cooling Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689840 | &nbsp;&nbsp;&nbsp;&nbsp; 563854 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| United Arab Emirates (continued) | United Arab Emirates (continued) | United Arab Emirates (continued) |
| Ras Al Khaimah Ceramics PJSC | &nbsp;&nbsp;&nbsp;&nbsp;3875806 | &nbsp;&nbsp;$2681364 |
| Taaleem Holdings PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp; 33426 |
| Talabat Holding PLC | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1267198 |
| Two Point Zero Group PJSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2223266 | &nbsp;&nbsp;&nbsp;&nbsp; 1366330 |
|  |  | &nbsp;&nbsp;**$127859673** |
| Vietnam — 12.3% | Vietnam — 12.3% | Vietnam — 12.3% |
| Airports Corp. of Vietnam JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2660285 | &nbsp;&nbsp;$5620682 |
| An Cuong Wood Working JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp; 26680 |
| Asia Commercial Bank JSC | &nbsp;&nbsp;&nbsp;&nbsp;3066532 | &nbsp;&nbsp;&nbsp;&nbsp; 2856011 |
| Ba Ria - Vung Tau House Development JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683648 | &nbsp;&nbsp;&nbsp;&nbsp; 575804 |
| Bank for Foreign Trade of Vietnam JSC | &nbsp;&nbsp;&nbsp;&nbsp;5490096 | &nbsp;&nbsp;&nbsp;&nbsp; 14946254 |
| Bank for Investment & Development of Vietnam JSC | &nbsp;&nbsp;&nbsp;&nbsp;7640253 | &nbsp;&nbsp;&nbsp;&nbsp; 15889022 |
| Baominh Insurance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1965398 | &nbsp;&nbsp;&nbsp;&nbsp; 1397630 |
| Binh Duong Water Environment Corp. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977800 | &nbsp;&nbsp;&nbsp;&nbsp; 1743594 |
| Binh Minh Plastics JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418100 | &nbsp;&nbsp;&nbsp;&nbsp; 2631458 |
| Binh Son Refining & Petrochemical JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2948667 | &nbsp;&nbsp;&nbsp;&nbsp; 2566857 |
| Century Land JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp; 152552 |
| Century Synthetic Fiber Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20546 | &nbsp;&nbsp;&nbsp;&nbsp; 12785 |
| Coteccons Construction JSC | &nbsp;&nbsp;&nbsp;&nbsp;1084020 | &nbsp;&nbsp;&nbsp;&nbsp; 3213706 |
| Dat Xanh Real Estate Services JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592200 | &nbsp;&nbsp;&nbsp;&nbsp; 170502 |
| Digiworld Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1876240 | &nbsp;&nbsp;&nbsp;&nbsp; 3546550 |
| Dong Hai JSC of Bentre | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250320 | &nbsp;&nbsp;&nbsp;&nbsp; 352708 |
| Duc Giang Chemicals JSC | &nbsp;&nbsp;&nbsp;&nbsp;1624800 | &nbsp;&nbsp;&nbsp;&nbsp; 4293260 |
| FPT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4014338 | &nbsp;&nbsp;&nbsp;&nbsp; 16164004 |
| FPT Digital Retail JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3081625 | &nbsp;&nbsp;&nbsp;&nbsp; 20155161 |
| Gelex Group JSC | &nbsp;&nbsp;&nbsp;&nbsp;2765750 | &nbsp;&nbsp;&nbsp;&nbsp; 3920063 |
| Gemadept Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3433300 | &nbsp;&nbsp;&nbsp;&nbsp; 9083672 |
| Ho Chi Minh City Development Joint Stock Commercial Bank<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2105517 | &nbsp;&nbsp;&nbsp;&nbsp; 2303450 |
| Hoa Phat Group JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7071323 | &nbsp;&nbsp;&nbsp;&nbsp; 7307980 |
| IDICO Corp. JSC | &nbsp;&nbsp;&nbsp;&nbsp;1184845 | &nbsp;&nbsp;&nbsp;&nbsp; 2190996 |
| Khang Dien House Trading & Investment JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7815165 | &nbsp;&nbsp;&nbsp;&nbsp; 8287096 |
| Kinh Bac City Development Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5670900 | &nbsp;&nbsp;&nbsp;&nbsp; 7665027 |
| Masan Group Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3177500 | &nbsp;&nbsp;&nbsp;&nbsp; 10297908 |
| Military Commercial Joint Stock Bank | &nbsp;&nbsp;&nbsp;&nbsp;5055996 | &nbsp;&nbsp;&nbsp;&nbsp; 5316794 |
| Mobile World Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6665800 | &nbsp;&nbsp;&nbsp;&nbsp; 23943360 |
| Nam Long Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7139034 | &nbsp;&nbsp;&nbsp;&nbsp; 8124330 |
| Novaland Investment Group Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7524 | &nbsp;&nbsp;&nbsp;&nbsp; 3772 |
| PC1 Group JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2525900 | &nbsp;&nbsp;&nbsp;&nbsp; 2361751 |
| PetroVietNam Ca Mau Fertilizer JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400200 | &nbsp;&nbsp;&nbsp;&nbsp; 564909 |
| PetroVietnam Drilling & Well Services JSC | &nbsp;&nbsp;&nbsp;&nbsp;1788000 | &nbsp;&nbsp;&nbsp;&nbsp; 2145758 |
| Petrovietnam Fertilizer & Chemicals JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742423 | &nbsp;&nbsp;&nbsp;&nbsp; 686730 |
| PetroVietnam Gas JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806284 | &nbsp;&nbsp;&nbsp;&nbsp; 3637018 |
| PetroVietnam Technical Services Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3508275 | &nbsp;&nbsp;&nbsp;&nbsp; 6154893 |
| Petrovietnam Transportation Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2790876 | &nbsp;&nbsp;&nbsp;&nbsp; 2236785 |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Vietnam (continued) | Vietnam (continued) | Vietnam (continued) |
| Pha Lai Thermal Power JSC | &nbsp;&nbsp;&nbsp;&nbsp;3092560 | &nbsp;&nbsp;$1201179 |
| Phat Dat Real Estate Development Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4367954 | &nbsp;&nbsp;&nbsp;&nbsp; 3010575 |
| Phu Nhuan Jewelry JSC | &nbsp;&nbsp;&nbsp;&nbsp;2756566 | &nbsp;&nbsp;&nbsp;&nbsp; 14228466 |
| Phu Tai Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802440 | &nbsp;&nbsp;&nbsp;&nbsp; 1644922 |
| Phuoc Hoa Rubber JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878500 | &nbsp;&nbsp;&nbsp;&nbsp; 2183239 |
| Quang Ngai Sugar JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp; 578710 |
| Quang Ninh Thermal Power JSC | &nbsp;&nbsp;&nbsp;&nbsp;2650550 | &nbsp;&nbsp;&nbsp;&nbsp; 1267179 |
| Refrigeration Electrical Engineering Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1022324 | &nbsp;&nbsp;&nbsp;&nbsp; 2620697 |
| Sai Gon VRG Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3029520 | &nbsp;&nbsp;&nbsp;&nbsp; 7181386 |
| Saigon Beer Alcohol Beverage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4882300 | &nbsp;&nbsp;&nbsp;&nbsp; 9415817 |
| Saigon Thuong Tin Commercial JSB<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2460000 | &nbsp;&nbsp;&nbsp;&nbsp; 5983374 |
| Sao Ta Foods JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402800 | &nbsp;&nbsp;&nbsp;&nbsp; 585516 |
| Sonadezi Chau Duc Shareholding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932800 | &nbsp;&nbsp;&nbsp;&nbsp; 1161837 |
| SSI Securities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7893396 | &nbsp;&nbsp;&nbsp;&nbsp; 9506514 |
| Taseco Air Services JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321674 | &nbsp;&nbsp;&nbsp;&nbsp; 903697 |
| Techcom Securities JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5639228 | &nbsp;&nbsp;&nbsp;&nbsp; 12286207 |
| Thien Long Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340494 | &nbsp;&nbsp;&nbsp;&nbsp; 675862 |
| Thu Dau Mot Water JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 3957 |
| Tien Phong Commercial Joint Stock Bank | &nbsp;&nbsp;&nbsp;&nbsp;2780925 | &nbsp;&nbsp;&nbsp;&nbsp; 1841830 |
| Vietjet Aviation JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144200 | &nbsp;&nbsp;&nbsp;&nbsp; 950622 |
| Vietnam Dairy Products JSC | &nbsp;&nbsp;&nbsp;&nbsp;2591800 | &nbsp;&nbsp;&nbsp;&nbsp; 7078991 |
| Vietnam Engine & Agricultural Machinery Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241100 | &nbsp;&nbsp;&nbsp;&nbsp; 332782 |
| Vietnam Joint Stock Commercial Bank for Industry & Trade | 10983268 | &nbsp;&nbsp;&nbsp;&nbsp; 16441987 |
| Vietnam National Petroleum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945900 | &nbsp;&nbsp;&nbsp;&nbsp; 2158854 |
| Vietnam Prosperity JSC Bank | 18429700 | &nbsp;&nbsp;&nbsp;&nbsp; 19927411 |
| Vietnam Technological & Commercial Joint Stock Bank | &nbsp;&nbsp;&nbsp;&nbsp;3114800 | &nbsp;&nbsp;&nbsp;&nbsp; 4615814 |
| Viettel Construction Joint Stock Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412600 | &nbsp;&nbsp;&nbsp;&nbsp; 1532264 |
| Vincom Retail JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2112600 | &nbsp;&nbsp;&nbsp;&nbsp; 2465300 |
| Vingroup JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3518600 | &nbsp;&nbsp;&nbsp;&nbsp; 19158565 |
| Vinh Hoan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3939000 | &nbsp;&nbsp;&nbsp;&nbsp; 9813871 |
| Vinhomes JSC<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6063500 | &nbsp;&nbsp;&nbsp;&nbsp; 24919635 |
| VNDirect Securities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990875 | &nbsp;&nbsp;&nbsp;&nbsp; 710886 |
| VP Bank Securities Ltd. Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9307809 | &nbsp;&nbsp;&nbsp;&nbsp; 9940483 |
|  |  | &nbsp;&nbsp;**$398875941** |
| Total Common Stocks<br> (identified cost $2,048,015,978) |  | &nbsp;&nbsp;**$3010959593** |

---

Loan Participation Notes — 0.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% |
| Europe Asia Investment Finance BV (borrower - Joint Stock Commercial Bank "Asaka"), 18.70%, 7/21/26<sup>(4)(5)(6)</sup> | UZS | 40521780 | &nbsp;&nbsp;$3323564 |
| Total Loan Participation Notes<br> (identified cost $3,458,976) |  |  | &nbsp;&nbsp;**$3323564** |

---

Preferred Stocks — 0.0%<sup>†</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India — 0.0%<sup>†</sup> | India — 0.0%<sup>†</sup> | India — 0.0%<sup>†</sup> |
| TVS Motor Co. Ltd., 6.00%<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153600 | &nbsp;&nbsp;$16698 |
| Total Preferred Stocks<br> (identified cost $0) |  | &nbsp;&nbsp;**$16698** |

---

Rights — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Nigeria — 0.0% | Nigeria — 0.0% | Nigeria — 0.0% |
| United Bank for Africa PLC, Exp. 9/5/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5653870 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Vietnam — 0.0% | Vietnam — 0.0% | Vietnam — 0.0% |
| Ba Ria - Vung Tau House Development JSC, Exp. 12/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610400 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Total Rights<br> (identified cost $0) |  | &nbsp;&nbsp;**$0** |

---

Sovereign Government Bonds — 0.2%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uzbekistan — 0.2% | Uzbekistan — 0.2% | Uzbekistan — 0.2% | Uzbekistan — 0.2% |
| National Bank of Uzbekistan, 19.875%, 7/5/27<sup>(4)</sup> | UZS | 80750000 | &nbsp;&nbsp;$6845709 |
| Total Sovereign Government Bonds<br> (identified cost $6,418,781) |  |  | &nbsp;&nbsp;**$6845709** |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

Short-Term Investments — 5.9%

Affiliated Fund — 4.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.61%<sup>(7)</sup> | 156057830 | &nbsp;&nbsp;$156057830 |
| Total Affiliated Fund<br> (identified cost $156,057,830) |  | &nbsp;&nbsp;**$156057830** |

---

Securities Lending Collateral — 0.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.71%<sup>(8)</sup> | 18846800 | &nbsp;&nbsp;$18846800 |
| Total Securities Lending Collateral<br> (identified cost $18,846,800) |  | &nbsp;&nbsp;**$18846800** |

---

Sovereign Government Securities — 0.0%<sup>†</sup>

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Nigeria — 0.0%<sup>†</sup> | Nigeria — 0.0%<sup>†</sup> | Nigeria — 0.0%<sup>†</sup> |
| Nigeria OMO Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 4/21/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87771 | &nbsp;&nbsp;$60766 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/28/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41795 | &nbsp;&nbsp;&nbsp;&nbsp; 28830 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/5/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111177 | &nbsp;&nbsp;&nbsp;&nbsp; 76395 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/14/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33437 | &nbsp;&nbsp;&nbsp;&nbsp; 22122 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/28/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33437 | &nbsp;&nbsp;&nbsp;&nbsp; 21961 |
| Total Sovereign Government Securities<br> (identified cost $204,078) |  | &nbsp;&nbsp;**$210074** |

---

U.S. Treasury Obligations — 0.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/12/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;$15484552 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp; 498450 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp; 503710 |
| Total U.S. Treasury Obligations<br> (identified cost $16,484,974) |  | &nbsp;&nbsp;**$16486712** |
| Total Short-Term Investments<br> (identified cost $191,593,682) |  | &nbsp;&nbsp;**$191601416** |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Value** |
| Total Purchased Options — 0.2%<br> (identified cost $18,593,242) | &nbsp;&nbsp;**$5508229** |
| Total Investments — 99.4%<br> (identified cost $2,268,080,659) | &nbsp;&nbsp;**$3218255209** |
| Other Assets, Less Liabilities — 0.6% | &nbsp;&nbsp;**$18008065** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$3236263274** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2026, the aggregate value of these securities is $53,598,908 or 1.7% of the Portfolio's net assets. |
| <sup>(3)</sup> | All or a portion of this security was on loan at January 31, 2026. The aggregate market value of securities on loan at January 31, 2026 was $17,332,593 and the total market value of the collateral received by the Fund was $18,862,360, comprised of cash of $18,846,800 and U.S. government and/or agencies securities of $15,560. |
| <sup>(4)</sup> | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2026, the aggregate value of these securities is $105,444,743 or 3.3% of the Portfolio's net assets. |
| <sup>(5)</sup> | Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy. |
| <sup>(6)</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>(7)</sup> | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2026. |
| <sup>(8)</sup> | Represents investment of cash collateral received in connection with securities lending. |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| Sector Classification of Portfolio | Sector Classification of Portfolio | Sector Classification of Portfolio |
| **Sector** | &nbsp;&nbsp;&nbsp;**Percentage<br> of Net Assets** | &nbsp;&nbsp;&nbsp;**Value** |
| Financials | &nbsp;&nbsp;&nbsp;37.0% | &nbsp;&nbsp;&nbsp;$1190218984 |
| Information Technology | &nbsp;&nbsp;&nbsp;17.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574728717 |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;7.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232628929 |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;5.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196895939 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;5.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182316597 |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;4.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150729301 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147129830 |
| Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;4.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137185701 |
| Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;3.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98857860 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;2.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79778605 |
| Health Care | &nbsp;&nbsp;&nbsp;&nbsp;0.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23829392 |
| Government | &nbsp;&nbsp;&nbsp;&nbsp;0.2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845709 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;5.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191601416 |
| **Total** | &nbsp;&nbsp;&nbsp;**99.2%** | &nbsp;&nbsp;&nbsp;**$3212746980** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Put USD vs. Call CNH | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;240000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp; 4/2/26 | &nbsp;&nbsp;$2700480 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 22600000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 54557 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 29209 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 11600000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 28165 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$2812411** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Call Options (Exchange-Traded) — 0.1%** | **Purchased Call Options (Exchange-Traded) — 0.1%** | **Purchased Call Options (Exchange-Traded) — 0.1%** | **Purchased Call Options (Exchange-Traded) — 0.1%** | **Purchased Call Options (Exchange-Traded) — 0.1%** | **Purchased Call Options (Exchange-Traded) — 0.1%** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Hang Seng China Enterprises Index Futures 03/2026 | &nbsp;&nbsp;8100 | &nbsp;&nbsp;HKD 3,773,421,450 | &nbsp;&nbsp;HKD 10,400.00 | &nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;$2695818 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$2695818** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;3454060900 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 38154150 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(613534) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;5597000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 61821395 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (990150) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;5598939100 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 61961898 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1109577) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 993749952 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 31786775 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (392995) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;1013544920 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 32445689 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426561) |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;1417969660 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 45441920 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(646517) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4226965 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3578952 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23945) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12244431 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 10367303 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69362) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 199268227 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 168719489 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1128812) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 24740782 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;2249850000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288186 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 21207485 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1926700000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267059 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 19441425 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1767000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236706 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15551980 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1413000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194726 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15550302 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1413000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193048 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 14136169 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1286250000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156503 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11666852 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1060000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146194 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11667679 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1060200000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144848 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11653307 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1060000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132650 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7783292 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 707000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99231 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7769948 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 707000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85887 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 265233200 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8382844 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12167 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 210795900 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6665062 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6932 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 263347500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8329301 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6026 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 391235700 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 12379310 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3862 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 328731800 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 10404551 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 300964000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 9527192 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1249) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 260707600 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8253113 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1343) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 335831600 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 10632629 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3077) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 233424400 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7398555 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10337) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 213728300 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6775776 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10968) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(3454120)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Equity Futures** |  |  |  |  |  |
| FTSE Taiwan Index | &nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;$20044980 | &nbsp;&nbsp;&nbsp;&nbsp;$18270 |
| Hang Seng China Enterprises Index | &nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56737292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029797 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1048067** |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;Positive Return on Shenzhen Stock Exchange Composite Index plus (14.00% minus USD SOFR Compounded Index) (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Negative Return on Shenzhen Stock Exchange Composite Index (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;$4924314 |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;62100 | &nbsp;&nbsp;&nbsp;&nbsp;Positive Return on Shenzhen Stock Exchange Composite Index plus (14.30% minus USD SOFR Compounded Index) (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Negative Return on Shenzhen Stock Exchange Composite Index (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8186237 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$13110551** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | – American Depositary Receipt |
| FTSE | – Financial Times Stock Exchange |
| GDR | – Global Depositary Receipt |
| OTC | – Over-the-counter |
| PFC Shares | – Preference Shares |
| SOFR | – Secured Overnight Financing Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| EUR | – Euro |
| HKD | – Hong Kong Dollar |
| INR | – Indian Rupee |
| NGN | – Nigerian Naira |
| TWD | – New Taiwan Dollar |
| USD | – United States Dollar |
| UZS | – Uzbekistani Som |

---

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

Equity Price Risk: During the fiscal year to date ended January 31, 2026, the Portfolio entered into equity index futures contracts, equity index options and total return swaps to enhance total return, to manage certain investment risks and/or as a substitute for the purchase of securities.

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

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

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

Affiliated Investments

At January 31, 2026, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $156,057,830, which represents 4.8% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended January 31, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $90198552 | $378982700 | $(313123422) | $— | $— | $156057830 | $1379135 | 156057830 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Africa | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$195446077 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$195446077 |
| &nbsp;&nbsp;&nbsp;Asia | &nbsp;&nbsp;&nbsp;&nbsp;106182254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338982475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445164729 |
| &nbsp;&nbsp;&nbsp;Australasia/Pacific | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20093884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20093884 |
| &nbsp;&nbsp;&nbsp;Developed Europe | &nbsp;&nbsp;&nbsp;&nbsp; 607924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18418921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19026845 |
| &nbsp;&nbsp;&nbsp;Emerging Europe | &nbsp;&nbsp;&nbsp;&nbsp; 42883820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591164233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634048053 |
| &nbsp;&nbsp;&nbsp;Latin America | &nbsp;&nbsp;&nbsp;&nbsp;256049625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203767643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459817268 |
| &nbsp;&nbsp;&nbsp;Middle East | &nbsp;&nbsp;&nbsp;&nbsp; 6685150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229084831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235769981 |
| &nbsp;&nbsp;&nbsp;North America | &nbsp;&nbsp;&nbsp;&nbsp; 1592756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1592756 |
| **Total Common Stocks** | &nbsp;&nbsp;**$414001529** | &nbsp;&nbsp;&nbsp;&nbsp;**$2,596,958,064\*\*** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$3010959593** |
| Loan Participation Notes | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$3323564 | &nbsp;&nbsp;&nbsp;&nbsp;$3323564 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16698 |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6845709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6845709 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;156057830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156057830 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp; 18846800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18846800 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210074 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16486712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16486712 |

---

------

Global Macro Capital Opportunities Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Purchased Currency Options | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$2812411 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$2812411 |
| Purchased Call Options | &nbsp;&nbsp;&nbsp;&nbsp; 2695818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2695818 |
| **Total Investments** | &nbsp;&nbsp;**$591601977** | &nbsp;&nbsp;&nbsp;&nbsp;**$2623329668** | &nbsp;&nbsp;&nbsp;&nbsp;**$3323564** | &nbsp;&nbsp;&nbsp;&nbsp;**$3218255209** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$1974307 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$1974307 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1048067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1048067 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13110551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13110551 |
| **Total** | &nbsp;&nbsp;**$591601977** | &nbsp;&nbsp;&nbsp;&nbsp;**$2639462593** | &nbsp;&nbsp;&nbsp;&nbsp;**$3323564** | &nbsp;&nbsp;&nbsp;&nbsp;**$3234388134** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(5428427) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(5428427) |
| **Total** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(5428427)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(5428427)** |

---

\* None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Portfolio.

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** 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:** One Post Office Square

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Eaton Vance Emerging and Frontier Countries Equity Fund

- **b. EDGAR series identifier (if any):** S000047244

- **c. LEI of Series:** 549300YI2KFQLJWEZ234

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3235838331.80

**Total Liabilities:** $328226.20

**Net Assets:** $3235510105.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000148037 | -0.66%               | 4.31%                | 10.52%               |
| Class ID C000148039 | -0.66%               | 4.37%                | 10.53%               |

**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:** MSCI EM Equal Weight Index

- **Index Identifier:** M705621US

### Schedule of Portfolio Investments

| Name                                         | Title                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Global Macro Capital Opportunities Portfolio | Global Macro Capital Opportunities Portfolio | CUSIP: 000000000<br>LEI: 549300SKGAQ18F9L3O15 | Long             | EC               | RF                | US        | 153940976 | NS      | $3235839325.42 | 100.01%           |  |  |  | No            | N/A                | On Loan: No      |

### Signature

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

**Name of Applicant:** Eaton Vance Mutual Funds Trust

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer