# EDGAR Filing Document

**Accession Number:** 0000918706
**File Stem:** 0001410368-26-034174
**Filing Date:** 2026-3
**Character Count:** 868149
**Document Hash:** cdcbfc8688771fc0856607b319cb31ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034174.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034174

**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:** Global Macro Portfolio
- **CENTRAL INDEX KEY:** 0000918706

**ORGANIZATION NAME:**
- **EIN:** 043162525
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08342
- **FILM NUMBER:** 26818244

**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:** Strategic Income Portfolio
- **DATE OF NAME CHANGE:** 20050401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 19960207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 19940429

## Series and Classes Contracts Data

### Global Macro Portfolio (Series ID: S000005247)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000014299 | Global Macro Portfolio |  |

## Nport-Ex

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited)

------

Collateralized Mortgage Obligations — 0.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 1817, Class Z, 6.50%, 2/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(1)</sup> | &nbsp;&nbsp;$5 |
| &nbsp;&nbsp;&nbsp;Series 1927, Class ZA, 6.50%, 1/15/27 | &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; 692 |
| &nbsp;&nbsp;&nbsp;Series 2344, Class ZD, 6.50%, 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp; 81602 |
| &nbsp;&nbsp;&nbsp;Series 2458, Class ZB, 7.00%, 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp; 201372 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 1998-16, Class H, 7.00%, 4/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp; 18232 |
| &nbsp;&nbsp;&nbsp;Series 1998-44, Class ZA, 6.50%, 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp; 35132 |
| &nbsp;&nbsp;&nbsp;Series 1999-25, Class Z, 6.00%, 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp; 42601 |
| &nbsp;&nbsp;&nbsp;Series 2000-2, Class ZE, 7.50%, 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp; 7839 |
| &nbsp;&nbsp;&nbsp;Series 2001-31, Class ZA, 6.00%, 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp; 338290 |
| &nbsp;&nbsp;&nbsp;Series 2001-74, Class QE, 6.00%, 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp; 143934 |
| &nbsp;&nbsp;&nbsp;Series 2009-48, Class WA, 5.762%, 7/25/39<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp; 527010 |
| &nbsp;&nbsp;&nbsp;Series 2011-38, Class SA, 2.065%, (13.157% - 30-day SOFR Average x 3.00), 5/25/41<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp; 485570 |
| JPM Lending Facility, 10.671%, (SOFR + 7.00%), 7/15/29<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7013 | &nbsp;&nbsp;&nbsp;&nbsp; 7054575 |
| Unison Trust, Series 2021-1, Class A, 6.50%, 4/25/50<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19650 | &nbsp;&nbsp;&nbsp;&nbsp; 18713590 |
| Total Collateralized Mortgage Obligations<br> (identified cost $28,568,824) |  | &nbsp;&nbsp;**$27650444** |

---

Common Stocks — 6.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Argentina — 0.3% | Argentina — 0.3% | Argentina — 0.3% |
| Banco BBVA Argentina SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30300 | &nbsp;&nbsp;$612666 |
| Banco Macro SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp; 1793440 |
| Central Puerto SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp; 323792 |
| Corp. America Airports SA<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 207480 |
| Cresud SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7865 | &nbsp;&nbsp;&nbsp;&nbsp; 106256 |
| Empresa Distribuidora Y Comercializadora Norte ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp; 119496 |
| Grupo Financiero Galicia SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48900 | &nbsp;&nbsp;&nbsp;&nbsp; 2694879 |
| Grupo Supervielle SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp; 306471 |
| IRSA Inversiones y Representaciones SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 | &nbsp;&nbsp;&nbsp;&nbsp; 108889 |
| Loma Negra Cia Industrial Argentina SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp; 118759 |
| Pampa Energia SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp; 675792 |
| Telecom Argentina SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp; 234900 |
| Transportadora de Gas del Sur SA, Class B ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp; 443271 |
| Vista Energy SAB de CV ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 907350 |
| YPF SA ADR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp; 1500083 |
|  |  | &nbsp;&nbsp;**$10153524** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Australia — 0.1% | Australia — 0.1% | Australia — 0.1% |
| Anglogold Ashanti PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp;$1992260 |
|  |  | &nbsp;&nbsp;**$1992260** |
| Austria — 0.0%<sup>†</sup> | Austria — 0.0%<sup>†</sup> | Austria — 0.0%<sup>†</sup> |
| Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;$1108920 |
|  |  | &nbsp;&nbsp;**$1108920** |
| Belgium — 0.0%<sup>†</sup> | Belgium — 0.0%<sup>†</sup> | Belgium — 0.0%<sup>†</sup> |
| Cenergy Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30003 | &nbsp;&nbsp;$689248 |
|  |  | &nbsp;&nbsp;**$689248** |
| Brazil — 0.0%<sup>†</sup> | Brazil — 0.0%<sup>†</sup> | Brazil — 0.0%<sup>†</sup> |
| Adecoagro SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;$62020 |
| Arcos Dorados Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp; 241310 |
|  |  | &nbsp;&nbsp;**$303330** |
| Bulgaria — 0.2% | Bulgaria — 0.2% | Bulgaria — 0.2% |
| Eurohold Bulgaria AD<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5122901 | &nbsp;&nbsp;$6741404 |
|  |  | &nbsp;&nbsp;**$6741404** |
| Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> |
| Amaroq Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517800 | &nbsp;&nbsp;$973507 |
| Lithium Argentina AG<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27800 | &nbsp;&nbsp;&nbsp;&nbsp; 187094 |
|  |  | &nbsp;&nbsp;**$1160601** |
| Chile — 0.4% | Chile — 0.4% | Chile — 0.4% |
| Banco de Chile | &nbsp;&nbsp;&nbsp;&nbsp;9434000 | &nbsp;&nbsp;$2078153 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18660 | &nbsp;&nbsp;&nbsp;&nbsp; 1386759 |
| Banco Santander Chile | 13640000 | &nbsp;&nbsp;&nbsp;&nbsp; 1199736 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267000 | &nbsp;&nbsp;&nbsp;&nbsp; 893455 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236000 | &nbsp;&nbsp;&nbsp;&nbsp; 353811 |
| Empresas COPEC SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77700 | &nbsp;&nbsp;&nbsp;&nbsp; 662367 |
| Enel Americas SA | &nbsp;&nbsp;&nbsp;&nbsp;1411000 | &nbsp;&nbsp;&nbsp;&nbsp; 133208 |
| Enel Chile SA | &nbsp;&nbsp;&nbsp;&nbsp;5964000 | &nbsp;&nbsp;&nbsp;&nbsp; 505640 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp; 1032282 |
| Latam Airlines Group SA | 44290000 | &nbsp;&nbsp;&nbsp;&nbsp; 1437123 |
| Sociedad Quimica y Minera de Chile SA, Series B, PFC Shares<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp; 2232915 |
|  |  | &nbsp;&nbsp;**$11915449** |
| China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> |
| Shimao Group Holdings Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582390 | &nbsp;&nbsp;$17030 |
| Times China Holdings Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1518847 | &nbsp;&nbsp;&nbsp;&nbsp; 18186 |
|  |  | &nbsp;&nbsp;**$35216** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Cyprus — 0.6% | Cyprus — 0.6% | Cyprus — 0.6% |
| Bank of Cyprus Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;1975000 | &nbsp;&nbsp;$21790988 |
|  |  | &nbsp;&nbsp;**$21790988** |
| Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% |
| Georgia Capital PLC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133952 | &nbsp;&nbsp;$6193936 |
|  |  | &nbsp;&nbsp;**$6193936** |
| Greece — 0.5% | Greece — 0.5% | Greece — 0.5% |
| Alpha Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475881 | &nbsp;&nbsp;$2278023 |
| Athens International Airport SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10013 | &nbsp;&nbsp;&nbsp;&nbsp; 134363 |
| Eurobank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532767 | &nbsp;&nbsp;&nbsp;&nbsp; 2603619 |
| GEK TERNA SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp; 303085 |
| Hellenic Telecommunications Organization SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37862 | &nbsp;&nbsp;&nbsp;&nbsp; 710118 |
| Helleniq Energy Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp; 67802 |
| Ideal Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22813 | &nbsp;&nbsp;&nbsp;&nbsp; 167631 |
| JUMBO SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32294 | &nbsp;&nbsp;&nbsp;&nbsp; 957545 |
| LAMDA Development SA<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11288 | &nbsp;&nbsp;&nbsp;&nbsp; 94775 |
| Metlen Energy & Metals PLC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26650 | &nbsp;&nbsp;&nbsp;&nbsp; 1453511 |
| Motor Oil (Hellas) Corinth Refineries SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15066 | &nbsp;&nbsp;&nbsp;&nbsp; 606602 |
| National Bank of Greece SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151255 | &nbsp;&nbsp;&nbsp;&nbsp; 2670322 |
| OPAP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30140 | &nbsp;&nbsp;&nbsp;&nbsp; 607838 |
| Optima bank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77763 | &nbsp;&nbsp;&nbsp;&nbsp; 798107 |
| Piraeus Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227337 | &nbsp;&nbsp;&nbsp;&nbsp; 2293222 |
| Public Power Corp. SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56235 | &nbsp;&nbsp;&nbsp;&nbsp; 1329177 |
| Qualco Group SA<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52437 | &nbsp;&nbsp;&nbsp;&nbsp; 375641 |
| Titan SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11942 | &nbsp;&nbsp;&nbsp;&nbsp; 801325 |
|  |  | &nbsp;&nbsp;**$18252706** |
| Hungary — 0.2% | Hungary — 0.2% | Hungary — 0.2% |
| Magyar Telekom Telecommunications PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21567 | &nbsp;&nbsp;$133791 |
| MOL Hungarian Oil & Gas PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35461 | &nbsp;&nbsp;&nbsp;&nbsp; 433083 |
| OTP Bank Nyrt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31174 | &nbsp;&nbsp;&nbsp;&nbsp; 3922685 |
| Richter Gedeon Nyrt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11137 | &nbsp;&nbsp;&nbsp;&nbsp; 372610 |
|  |  | &nbsp;&nbsp;**$4862169** |
| Iceland — 0.4% | Iceland — 0.4% | Iceland — 0.4% |
| Arion Banki Hf.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1881577 | &nbsp;&nbsp;$3071944 |
| Eik fasteignafelag Hf. | &nbsp;&nbsp;&nbsp;&nbsp;3253209 | &nbsp;&nbsp;&nbsp;&nbsp; 367734 |
| Eimskipafelag Islands Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220734 | &nbsp;&nbsp;&nbsp;&nbsp; 469428 |
| Festi Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378876 | &nbsp;&nbsp;&nbsp;&nbsp; 1078793 |
| Hagar Hf. | &nbsp;&nbsp;&nbsp;&nbsp;1767490 | &nbsp;&nbsp;&nbsp;&nbsp; 1805199 |
| Hampidjan Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356548 | &nbsp;&nbsp;&nbsp;&nbsp; 326106 |
| Heimar Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2553766 | &nbsp;&nbsp;&nbsp;&nbsp; 767751 |
| Icelandair Group Hf.<sup>(6)</sup> | 54957023 | &nbsp;&nbsp;&nbsp;&nbsp; 359069 |
| Islandsbanki Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2648039 | &nbsp;&nbsp;&nbsp;&nbsp; 3133192 |
| Kaldalon Hf.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304700 | &nbsp;&nbsp;&nbsp;&nbsp; 67185 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Iceland (continued) | Iceland (continued) | Iceland (continued) |
| Kvika banki Hf. | &nbsp;&nbsp;&nbsp;&nbsp;6468924 | &nbsp;&nbsp;$986204 |
| Olgerdin Egill Skallagrims Hf.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3273323 | &nbsp;&nbsp;&nbsp;&nbsp; 469828 |
| Reitir fasteignafelag Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875641 | &nbsp;&nbsp;&nbsp;&nbsp; 914380 |
| Siminn Hf. | &nbsp;&nbsp;&nbsp;&nbsp;3639484 | &nbsp;&nbsp;&nbsp;&nbsp; 463481 |
| Sjova-Almennar Tryggingar Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191700 | &nbsp;&nbsp;&nbsp;&nbsp; 69519 |
| Skagi Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2290750 | &nbsp;&nbsp;&nbsp;&nbsp; 365072 |
|  |  | &nbsp;&nbsp;**$14714885** |
| India — 0.5% | India — 0.5% | India — 0.5% |
| Ambuja Cements Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62300 | &nbsp;&nbsp;$346316 |
| Apollo Hospitals Enterprise Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp; 348354 |
| Asian Paints Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp; 274626 |
| Bharti Airtel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp; 343151 |
| Dabur India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63200 | &nbsp;&nbsp;&nbsp;&nbsp; 348242 |
| DLF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53900 | &nbsp;&nbsp;&nbsp;&nbsp; 373212 |
| Fortis Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37800 | &nbsp;&nbsp;&nbsp;&nbsp; 350364 |
| HDFC Asset Management Co. Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp; 342254 |
| HDFC Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp; 358950 |
| HDFC Life Insurance Co. Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42600 | &nbsp;&nbsp;&nbsp;&nbsp; 338826 |
| Hero MotoCorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp; 343324 |
| Hindustan Aeronautics Ltd.<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp; 261258 |
| Hindustan Unilever Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp; 320138 |
| ICICI Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp; 330235 |
| ICICI Prudential Life Insurance Co. Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42800 | &nbsp;&nbsp;&nbsp;&nbsp; 296436 |
| Infosys Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80731 | &nbsp;&nbsp;&nbsp;&nbsp; 1443977 |
| ITC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100700 | &nbsp;&nbsp;&nbsp;&nbsp; 352997 |
| Jindal Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25200 | &nbsp;&nbsp;&nbsp;&nbsp; 308787 |
| JSW Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp; 352276 |
| Kwality Wall's India Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp; 4070 |
| Lodha Developers Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34900 | &nbsp;&nbsp;&nbsp;&nbsp; 369151 |
| Marico Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43100 | &nbsp;&nbsp;&nbsp;&nbsp; 342632 |
| Maruti Suzuki India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 333623 |
| Max Healthcare Institute Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp; 321766 |
| Muthoot Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp; 320866 |
| Nippon Life India Asset Management Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp; 379318 |
| Oberoi Realty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22200 | &nbsp;&nbsp;&nbsp;&nbsp; 360311 |
| One 97 Communications Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp; 346785 |
| Persistent Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp; 1407109 |
| Reliance Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp; 340366 |
| SBI Life Insurance Co. Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp; 298010 |
| State Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp; 331694 |
| Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42400 | &nbsp;&nbsp;&nbsp;&nbsp; 1441942 |
| Tata Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144200 | &nbsp;&nbsp;&nbsp;&nbsp; 300997 |
| TVS Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp; 352258 |
| UltraTech Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 345531 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) |
| Varun Beverages Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56600 | &nbsp;&nbsp;$289924 |
| Wipro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569800 | &nbsp;&nbsp;&nbsp;&nbsp; 1470193 |
|  |  | &nbsp;&nbsp;**$16790269** |
| Italy — 0.0%<sup>†</sup> | Italy — 0.0%<sup>†</sup> | Italy — 0.0%<sup>†</sup> |
| Wizz Air Holdings PLC<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57307 | &nbsp;&nbsp;$1111490 |
|  |  | &nbsp;&nbsp;**$1111490** |
| Luxembourg — 0.0%<sup>†</sup> | Luxembourg — 0.0%<sup>†</sup> | Luxembourg — 0.0%<sup>†</sup> |
| Alvotech SA<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159503 | &nbsp;&nbsp;$834795 |
| Reinet Investments SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp; 193037 |
|  |  | &nbsp;&nbsp;**$1027832** |
| Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% |
| Access Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;6421995 | &nbsp;&nbsp;$104802 |
| Fidelity Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;1982801 | &nbsp;&nbsp;&nbsp;&nbsp; 26599 |
| First HoldCo PLC | 15062000 | &nbsp;&nbsp;&nbsp;&nbsp; 488528 |
| Guaranty Trust Holding Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;3866699 | &nbsp;&nbsp;&nbsp;&nbsp; 276091 |
| Nigerian Breweries PLC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542654 | &nbsp;&nbsp;&nbsp;&nbsp; 30741 |
| Transnational Corp. of Nigeria PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213337 | &nbsp;&nbsp;&nbsp;&nbsp; 7051 |
| United Bank for Africa PLC | 15370000 | &nbsp;&nbsp;&nbsp;&nbsp; 491293 |
| Zenith Bank PLC | 11224146 | &nbsp;&nbsp;&nbsp;&nbsp; 578670 |
|  |  | &nbsp;&nbsp;**$2003775** |
| Philippines — 0.2% | Philippines — 0.2% | Philippines — 0.2% |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47840 | &nbsp;&nbsp;$411104 |
| Ayala Land, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1510100 | &nbsp;&nbsp;&nbsp;&nbsp; 544497 |
| Bank of the Philippine Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393220 | &nbsp;&nbsp;&nbsp;&nbsp; 828289 |
| BDO Unibank, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422827 | &nbsp;&nbsp;&nbsp;&nbsp; 969092 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162290 | &nbsp;&nbsp;&nbsp;&nbsp; 1777553 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93640 | &nbsp;&nbsp;&nbsp;&nbsp; 1112955 |
| SM Prime Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2655600 | &nbsp;&nbsp;&nbsp;&nbsp; 972369 |
|  |  | &nbsp;&nbsp;**$6615859** |
| Poland — 0.1% | Poland — 0.1% | Poland — 0.1% |
| Budimex SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;$1082552 |
| Grupa Kety SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 1004396 |
| LPP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 1104506 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42300 | &nbsp;&nbsp;&nbsp;&nbsp; 1100259 |
|  |  | &nbsp;&nbsp;**$4291713** |
| Puerto Rico — 0.1% | Puerto Rico — 0.1% | Puerto Rico — 0.1% |
| Liberty Latin America Ltd., Class C<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564900 | &nbsp;&nbsp;$4394922 |
|  |  | &nbsp;&nbsp;**$4394922** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Romania — 0.0%<sup>†</sup> | Romania — 0.0%<sup>†</sup> | Romania — 0.0%<sup>†</sup> |
| NEPI Rockcastle NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24700 | &nbsp;&nbsp;$224934 |
|  |  | &nbsp;&nbsp;**$224934** |
| Slovenia — 0.2% | Slovenia — 0.2% | Slovenia — 0.2% |
| Nova Ljubljanska Banka DD GDR<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157872 | &nbsp;&nbsp;$6874152 |
|  |  | &nbsp;&nbsp;**$6874152** |
| South Africa — 0.4% | South Africa — 0.4% | South Africa — 0.4% |
| Absa Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;$583030 |
| Aspen Pharmacare Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp; 92480 |
| Bid Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp; 352254 |
| Bidvest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp; 193894 |
| Capitec Bank Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 1020276 |
| Clicks Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp; 195241 |
| Discovery Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22800 | &nbsp;&nbsp;&nbsp;&nbsp; 332441 |
| FirstRand Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215100 | &nbsp;&nbsp;&nbsp;&nbsp; 1226899 |
| Gold Fields Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16040 | &nbsp;&nbsp;&nbsp;&nbsp; 793252 |
| Harmony Gold Mining Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp; 567337 |
| Impala Platinum Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38400 | &nbsp;&nbsp;&nbsp;&nbsp; 715747 |
| Kumba Iron Ore Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 28837 |
| MTN Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75100 | &nbsp;&nbsp;&nbsp;&nbsp; 833953 |
| Nedbank Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 327523 |
| Old Mutual Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp; 160275 |
| OUTsurance Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp; 162423 |
| Pepkor Holdings Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155700 | &nbsp;&nbsp;&nbsp;&nbsp; 254410 |
| Remgro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 226335 |
| Sanlam Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76400 | &nbsp;&nbsp;&nbsp;&nbsp; 478618 |
| Sasol Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp; 156099 |
| Shoprite Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp; 353079 |
| Sibanye Stillwater Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120200 | &nbsp;&nbsp;&nbsp;&nbsp; 523159 |
| Standard Bank Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56100 | &nbsp;&nbsp;&nbsp;&nbsp; 1031004 |
| Valterra Platinum Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp; 1042238 |
| Vodacom Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28100 | &nbsp;&nbsp;&nbsp;&nbsp; 259205 |
| Woolworths Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34900 | &nbsp;&nbsp;&nbsp;&nbsp; 117169 |
|  |  | &nbsp;&nbsp;**$12027178** |
| South Korea — 0.7% | South Korea — 0.7% | South Korea — 0.7% |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;$157351 |
| Coway Co. Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp; 299426 |
| Cuckoo Holdings Co. Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30489 | &nbsp;&nbsp;&nbsp;&nbsp; 573978 |
| GS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp; 317221 |
| GS Retail Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41442 | &nbsp;&nbsp;&nbsp;&nbsp; 636896 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17324 | &nbsp;&nbsp;&nbsp;&nbsp; 1203708 |
| Hyundai Department Store Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp;&nbsp;&nbsp; 605413 |
| Hyundai Mobis Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp; 2324678 |
| Industrial Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52781 | &nbsp;&nbsp;&nbsp;&nbsp; 810922 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Korea (continued) | South Korea (continued) | South Korea (continued) |
| Kakao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21045 | &nbsp;&nbsp;$894503 |
| Kangwon Land, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15842 | &nbsp;&nbsp;&nbsp;&nbsp; 191601 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19987 | &nbsp;&nbsp;&nbsp;&nbsp; 1870767 |
| KT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| KT&G Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9638 | &nbsp;&nbsp;&nbsp;&nbsp; 1030766 |
| LG Uplus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32397 | &nbsp;&nbsp;&nbsp;&nbsp; 359919 |
| Meritz Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8257 | &nbsp;&nbsp;&nbsp;&nbsp; 667622 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421 | &nbsp;&nbsp;&nbsp;&nbsp; 840351 |
| Orion Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45549 | &nbsp;&nbsp;&nbsp;&nbsp; 659440 |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13419 | &nbsp;&nbsp;&nbsp;&nbsp; 2797252 |
| Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp; 694309 |
| Samsung Life Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8697 | &nbsp;&nbsp;&nbsp;&nbsp; 1132397 |
| Shinhan Financial Group Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27829 | &nbsp;&nbsp;&nbsp;&nbsp; 1626430 |
| Shinsegae, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp; 857388 |
| SK Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16968 | &nbsp;&nbsp;&nbsp;&nbsp; 855119 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45289 | &nbsp;&nbsp;&nbsp;&nbsp; 947394 |
|  |  | &nbsp;&nbsp;**$22355168** |
| Switzerland — 0.0%<sup>†</sup> | Switzerland — 0.0%<sup>†</sup> | Switzerland — 0.0%<sup>†</sup> |
| Oculis Holding AG<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26940 | &nbsp;&nbsp;$768386 |
|  |  | &nbsp;&nbsp;**$768386** |
| Turkey — 0.3% | Turkey — 0.3% | Turkey — 0.3% |
| Akbank TAS | &nbsp;&nbsp;&nbsp;&nbsp;1330907 | &nbsp;&nbsp;$2846890 |
| Anadolu Efes Biracilik Ve Malt Sanayii AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151700 | &nbsp;&nbsp;&nbsp;&nbsp; 67121 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp; 678748 |
| Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp; 108402 |
| BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31400 | &nbsp;&nbsp;&nbsp;&nbsp; 479186 |
| Destek Finans Faktoring AS<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp; 106699 |
| Eregli Demir ve Celik Fabrikalari TAS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253000 | &nbsp;&nbsp;&nbsp;&nbsp; 163782 |
| Ford Otomotiv Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50900 | &nbsp;&nbsp;&nbsp;&nbsp; 133044 |
| Gubre Fabrikalari TAS<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp; 68636 |
| Haci Omer Sabanci Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81900 | &nbsp;&nbsp;&nbsp;&nbsp; 206094 |
| Kiler Holding AS<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24043 | &nbsp;&nbsp;&nbsp;&nbsp; 326198 |
| KOC Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54500 | &nbsp;&nbsp;&nbsp;&nbsp; 260664 |
| Migros Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp; 98135 |
| MLP Saglik Hizmetleri AS<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp; 70439 |
| Pasifik Eurasia Lojistik Dis Ticaret AS<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp; 80931 |
| Pegasus Hava Tasimaciligi AS<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp; 87336 |
| TAV Havalimanlari Holding AS<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp; 109705 |
| Tofas Turk Otomobil Fabrikasi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp; 66925 |
| Turk Altin Isletmeleri AS<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65900 | &nbsp;&nbsp;&nbsp;&nbsp; 82261 |
| Turk Hava Yollari AO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40200 | &nbsp;&nbsp;&nbsp;&nbsp; 281183 |
| Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88300 | &nbsp;&nbsp;&nbsp;&nbsp; 237977 |
| Turkiye Is Bankasi AS, Class C | &nbsp;&nbsp;&nbsp;&nbsp;4470640 | &nbsp;&nbsp;&nbsp;&nbsp; 1718597 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Turkey (continued) | Turkey (continued) | Turkey (continued) |
| Turkiye Petrol Rafinerileri AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69500 | &nbsp;&nbsp;$391638 |
| Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp; 86130 |
| Yapi ve Kredi Bankasi AS<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1606763 | &nbsp;&nbsp;&nbsp;&nbsp; 1517572 |
|  |  | &nbsp;&nbsp;**$10274293** |
| United Arab Emirates — 0.0%<sup>†</sup> | United Arab Emirates — 0.0%<sup>†</sup> | United Arab Emirates — 0.0%<sup>†</sup> |
| Kyivstar Group Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67800 | &nbsp;&nbsp;$769530 |
|  |  | &nbsp;&nbsp;**$769530** |
| United States — 0.0%<sup>†</sup> | United States — 0.0%<sup>†</sup> | United States — 0.0%<sup>†</sup> |
| JBT Marel Corp.<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;$278596 |
| JBT Marel Corp.<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp; 222723 |
|  |  | &nbsp;&nbsp;**$501319** |
| Vietnam — 1.1% | Vietnam — 1.1% | Vietnam — 1.1% |
| Asia Commercial Bank JSC | &nbsp;&nbsp;&nbsp;&nbsp;1090900 | &nbsp;&nbsp;$1016009 |
| Bank for Foreign Trade of Vietnam JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390958 | &nbsp;&nbsp;&nbsp;&nbsp; 1064345 |
| Bank for Investment & Development of Vietnam JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835200 | &nbsp;&nbsp;&nbsp;&nbsp; 1736920 |
| Binh Minh Plastics JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp; 232872 |
| Coteccons Construction JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254100 | &nbsp;&nbsp;&nbsp;&nbsp; 753310 |
| Duc Giang Chemicals JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73500 | &nbsp;&nbsp;&nbsp;&nbsp; 194211 |
| FPT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713377 | &nbsp;&nbsp;&nbsp;&nbsp; 2872461 |
| FPT Digital Retail JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181125 | &nbsp;&nbsp;&nbsp;&nbsp; 1184636 |
| Gemadept Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp; 1243505 |
| Hoa Phat Group JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843750 | &nbsp;&nbsp;&nbsp;&nbsp; 871988 |
| IDICO Corp. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161460 | &nbsp;&nbsp;&nbsp;&nbsp; 298569 |
| Khang Dien House Trading & Investment JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667456 | &nbsp;&nbsp;&nbsp;&nbsp; 707761 |
| KIDO Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13562 | &nbsp;&nbsp;&nbsp;&nbsp; 26119 |
| Kinh Bac City Development Holding Corp.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748800 | &nbsp;&nbsp;&nbsp;&nbsp; 1012110 |
| Masan Group Corp.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287600 | &nbsp;&nbsp;&nbsp;&nbsp; 932078 |
| Military Commercial Joint Stock Bank | &nbsp;&nbsp;&nbsp;&nbsp;1471877 | &nbsp;&nbsp;&nbsp;&nbsp; 1547799 |
| Mobile World Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929098 | &nbsp;&nbsp;&nbsp;&nbsp; 3337293 |
| Nam Long Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799974 | &nbsp;&nbsp;&nbsp;&nbsp; 910383 |
| PetroVietnam Gas JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402400 | &nbsp;&nbsp;&nbsp;&nbsp; 1815162 |
| Phat Dat Real Estate Development Corp.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458136 | &nbsp;&nbsp;&nbsp;&nbsp; 315766 |
| Phu Nhuan Jewelry JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292140 | &nbsp;&nbsp;&nbsp;&nbsp; 1507929 |
| Refrigeration Electrical Engineering Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380599 | &nbsp;&nbsp;&nbsp;&nbsp; 975654 |
| Saigon Beer Alcohol Beverage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454900 | &nbsp;&nbsp;&nbsp;&nbsp; 877303 |
| Saigon Thuong Tin Commercial JSB<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456800 | &nbsp;&nbsp;&nbsp;&nbsp; 1111059 |
| SSI Securities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1604400 | &nbsp;&nbsp;&nbsp;&nbsp; 1932280 |
| Techcom Securities JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667738 | &nbsp;&nbsp;&nbsp;&nbsp; 1454803 |
| Vietnam Dairy Products JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737081 | &nbsp;&nbsp;&nbsp;&nbsp; 2013192 |
| Vietnam Joint Stock Commercial Bank for Industry & Trade | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423929 | &nbsp;&nbsp;&nbsp;&nbsp; 634623 |
| Vietnam Prosperity JSC Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562500 | &nbsp;&nbsp;&nbsp;&nbsp; 608212 |
| Vietnam Technological & Commercial Joint Stock Bank | &nbsp;&nbsp;&nbsp;&nbsp;1180800 | &nbsp;&nbsp;&nbsp;&nbsp; 1749824 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Vietnam (continued) | Vietnam (continued) | Vietnam (continued) |
| Vingroup JSC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443476 | &nbsp;&nbsp;$2414700 |
| Vinh Hoan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348300 | &nbsp;&nbsp;&nbsp;&nbsp; 867777 |
| VP Bank Securities Ltd. Co.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637390 | &nbsp;&nbsp;&nbsp;&nbsp; 680715 |
|  |  | &nbsp;&nbsp;**$38901368** |
| Total Common Stocks<br> (identified cost $163,779,301) |  | &nbsp;&nbsp;**$228846824** |

---

Convertible Bonds — 0.0%<sup>†</sup>

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> |
| Sunac China Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/26<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;$506437 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/28<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp; 540077 |
| Times China Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 3/30/27<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp;&nbsp;&nbsp; 22622 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/30/27<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp; 5579 |
| Total Convertible Bonds<br> (identified cost $1,291,404) |  |  | &nbsp;&nbsp;**$1074715** |

---

Credit Linked Notes — 1.9%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt — 1.8% | Egypt — 1.8% | Egypt — 1.8% | Egypt — 1.8% |
| Absa Bank Ltd. (Arab Republic of Egypt): |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/19/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312550 | &nbsp;&nbsp;$6624445 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/16/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324650 | &nbsp;&nbsp;&nbsp;&nbsp; 6620718 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/23/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471325 | &nbsp;&nbsp;&nbsp;&nbsp; 9568497 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/7/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287125 | &nbsp;&nbsp;&nbsp;&nbsp; 5779675 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/9/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp; 4542935 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/20/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343475 | &nbsp;&nbsp;&nbsp;&nbsp; 6492520 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/15/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324650 | &nbsp;&nbsp;&nbsp;&nbsp; 5954541 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/22/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581325 | &nbsp;&nbsp;&nbsp;&nbsp; 10624309 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/5/26<sup>(9)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314025 | &nbsp;&nbsp;&nbsp;&nbsp; 5698525 |
|  |  |  | &nbsp;&nbsp;**$61906165** |
| South Africa — 0.1% | South Africa — 0.1% | South Africa — 0.1% | South Africa — 0.1% |
| Absa Bank Ltd. (United Republic of Tanzania): |  |  |  |
| &nbsp;&nbsp;&nbsp;13.50%, 8/2/35<sup>(10)</sup> | TZS | &nbsp;&nbsp;&nbsp;&nbsp;4316000 | &nbsp;&nbsp;$1904834 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| South Africa (continued) | South Africa (continued) | South Africa (continued) | South Africa (continued) |
| Absa Bank Ltd. (United Republic of Tanzania): <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;13.75%, 9/27/50<sup>(10)</sup> | TZS | &nbsp;&nbsp;&nbsp;&nbsp;1442100 | &nbsp;&nbsp;$589096 |
|  |  |  | &nbsp;&nbsp;**$2493930** |
| Total Credit Linked Notes<br> (identified cost $63,678,642) |  |  | &nbsp;&nbsp;**$64400095** |

---

Foreign Corporate Bonds — 4.4%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Argentina — 0.0%<sup>†</sup> | Argentina — 0.0%<sup>†</sup> | Argentina — 0.0%<sup>†</sup> | Argentina — 0.0%<sup>†</sup> |
| Generacion Mediterranea SA/Central Termica Roca SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;11.00%, 11/1/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;$161947 |
| &nbsp;&nbsp;&nbsp;11.00%, 11/1/31<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp; 867470 |
|  |  |  | &nbsp;&nbsp;**$1029417** |
| Armenia — 0.0%<sup>†</sup> | Armenia — 0.0%<sup>†</sup> | Armenia — 0.0%<sup>†</sup> | Armenia — 0.0%<sup>†</sup> |
| Ardshinbank CJSC Via Dilijan Finance BV, 6.60%, 1/22/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362 | &nbsp;&nbsp;$1376130 |
|  |  |  | &nbsp;&nbsp;**$1376130** |
| China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> |
| KWG Group Holdings Ltd., 7.875%, 8/30/24<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;$86295 |
| Shimao Group Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 7/21/32<sup>(5)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp; 16728 |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 7/21/33<sup>(5)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp; 23167 |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 1/21/34<sup>(5)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp; 18954 |
| &nbsp;&nbsp;&nbsp;5.00%, (5.00% cash or 6.00% PIK), 7/21/31<sup>(5)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3114 | &nbsp;&nbsp;&nbsp;&nbsp; 116761 |
| Times China Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/30/29<sup>(5)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp; 9633 |
| &nbsp;&nbsp;&nbsp;4.20%, 9/30/32<sup>(5)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2198 | &nbsp;&nbsp;&nbsp;&nbsp; 32974 |
|  |  |  | &nbsp;&nbsp;**$304512** |
| Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% |
| Bank of Georgia JSC, 9.50% to 7/16/29<sup>(7)(13)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 | &nbsp;&nbsp;$3976431 |
| TBC Bank Group PLC, 22.00%, 6/5/28<sup>(5)</sup> | UZS | 41540000 | &nbsp;&nbsp;&nbsp;&nbsp; 3414900 |
|  |  |  | &nbsp;&nbsp;**$7391331** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Hungary — 0.1% | Hungary — 0.1% | Hungary — 0.1% | Hungary — 0.1% |
| MBH Bank Nyrt: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25% to 1/29/29, 1/29/30<sup>(7)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;$4071655 |
| &nbsp;&nbsp;&nbsp;6.875% to 5/8/30, 11/8/35<sup>(7)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp; 577107 |
|  |  |  | &nbsp;&nbsp;**$4648762** |
| Iceland — 0.0% | Iceland — 0.0% | Iceland — 0.0% | Iceland — 0.0% |
| Wow Air Hf.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%<sup>(11)(13)(15)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;$0 |
| &nbsp;&nbsp;&nbsp;0.00%, (3 mo. EURIBOR + 9.00%)<sup>(11)(13)(15)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  |  | &nbsp;&nbsp;**$0** |
| India — 0.2% | India — 0.2% | India — 0.2% | India — 0.2% |
| Porteast Investment Pvt Ltd., 0.00%, 5/29/28 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;$7532338 |
| Reliance Communications Ltd., 6.50%, 11/6/20<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 27000 |
|  |  |  | &nbsp;&nbsp;**$7559338** |
| Kazakhstan — 0.5% | Kazakhstan — 0.5% | Kazakhstan — 0.5% | Kazakhstan — 0.5% |
| Development Bank of Kazakhstan JSC, 13.00%, 4/15/27<sup>(5)</sup> | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3466500 | &nbsp;&nbsp;$6629387 |
| ForteBank JSC: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 2/4/30<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp; 4861291 |
| &nbsp;&nbsp;&nbsp;9.75% to 11/3/30<sup>(7)(13)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp; 4579848 |
|  |  |  | &nbsp;&nbsp;**$16070526** |
| Mexico — 0.0%<sup>†</sup> | Mexico — 0.0%<sup>†</sup> | Mexico — 0.0%<sup>†</sup> | Mexico — 0.0%<sup>†</sup> |
| Alpha Holding SA de CV: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 2/10/25<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 | &nbsp;&nbsp;$27504 |
| &nbsp;&nbsp;&nbsp;10.00%, 12/19/22<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741 | &nbsp;&nbsp;&nbsp;&nbsp; 13059 |
|  |  |  | &nbsp;&nbsp;**$40563** |
| Mongolia — 0.1% | Mongolia — 0.1% | Mongolia — 0.1% | Mongolia — 0.1% |
| State Bank JSC, 8.90%, 9/25/28<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;$2520817 |
|  |  |  | &nbsp;&nbsp;**$2520817** |
| Supranational — 0.5% | Supranational — 0.5% | Supranational — 0.5% | Supranational — 0.5% |
| Asian Development Bank, 14.50%, 6/26/28 | UZS | 17111900 | &nbsp;&nbsp;$1436209 |
| Corp. Andina de Fomento: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, 4/4/34<sup>(7)</sup> | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559000 | &nbsp;&nbsp;&nbsp;&nbsp; 5988433 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/26/34 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452000 | &nbsp;&nbsp;&nbsp;&nbsp; 5050410 |
| European Bank for Reconstruction & Development: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.20%, 4/9/26<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 2704538 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Supranational (continued) | Supranational (continued) | Supranational (continued) | Supranational (continued) |
| European Bank for Reconstruction & Development: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;17.35%, 3/1/27<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;$623916 |
|  |  |  | &nbsp;&nbsp;**$15803506** |
| Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> |
| Tunisian Republic, 3.28%, 8/9/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;$619526 |
|  |  |  | &nbsp;&nbsp;**$619526** |
| Ukraine — 0.2% | Ukraine — 0.2% | Ukraine — 0.2% | Ukraine — 0.2% |
| Kernel Holding SA, 6.75%, 10/27/27<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;$1246304 |
| MHP Lux SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 9/19/29<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp; 658275 |
| &nbsp;&nbsp;&nbsp;6.25%, 9/19/29<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552 | &nbsp;&nbsp;&nbsp;&nbsp; 1413060 |
| &nbsp;&nbsp;&nbsp;10.50%, 7/28/29<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 3912583 |
|  |  |  | &nbsp;&nbsp;**$7230222** |
| Uzbekistan — 1.7% | Uzbekistan — 1.7% | Uzbekistan — 1.7% | Uzbekistan — 1.7% |
| Ipoteka-Bank ATIB: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.50%, 10/9/28<sup>(7)</sup> | UZS | 41010000 | &nbsp;&nbsp;$3400288 |
| &nbsp;&nbsp;&nbsp;20.50%, 4/25/27<sup>(7)</sup> | UZS | 42080000 | &nbsp;&nbsp;&nbsp;&nbsp; 3608535 |
| JSCB Agrobank: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.25%, 10/2/29<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7973 | &nbsp;&nbsp;&nbsp;&nbsp; 8751720 |
| &nbsp;&nbsp;&nbsp;20.75%, 9/15/28 | UZS | 127710000 | &nbsp;&nbsp;&nbsp;&nbsp; 10691982 |
| Uzbek Industrial & Construction Bank ATB: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.45% to 10/23/30<sup>(7)(13)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp; 7391587 |
| &nbsp;&nbsp;&nbsp;19.95%, 4/25/28<sup>(7)</sup> | UZS | 43950000 | &nbsp;&nbsp;&nbsp;&nbsp; 3839820 |
| &nbsp;&nbsp;&nbsp;21.00%, 7/24/27<sup>(7)</sup> | UZS | 232110000 | &nbsp;&nbsp;&nbsp;&nbsp; 20415002 |
|  |  |  | &nbsp;&nbsp;**$58098934** |
| Venezuela — 0.9% | Venezuela — 0.9% | Venezuela — 0.9% | Venezuela — 0.9% |
| Petroleos de Venezuela SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 4/12/27<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10921 | &nbsp;&nbsp;$3194305 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/28/22<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14652 | &nbsp;&nbsp;&nbsp;&nbsp; 3997164 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/16/24<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8097 | &nbsp;&nbsp;&nbsp;&nbsp; 2473569 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/26<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp; 1483876 |
| &nbsp;&nbsp;&nbsp;8.50%, 10/20/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 114000 |
| &nbsp;&nbsp;&nbsp;8.50%, 10/20/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8674 | &nbsp;&nbsp;&nbsp;&nbsp; 9887790 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/17/21<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906 | &nbsp;&nbsp;&nbsp;&nbsp; 2126329 |
| &nbsp;&nbsp;&nbsp;9.75%, 5/17/35<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7582 | &nbsp;&nbsp;&nbsp;&nbsp; 2824444 |
| &nbsp;&nbsp;&nbsp;12.75%, 2/17/22<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp; 3918259 |
|  |  |  | &nbsp;&nbsp;**$30019736** |
| Total Foreign Corporate Bonds<br> (identified cost $146,876,322) |  |  | &nbsp;&nbsp;**$152713320** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

Insurance Linked Securities — 1.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Reinsurance Side Cars — 1.0% |  |  |
| Beacon RE<sup>(6)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1814853 | &nbsp;&nbsp;$1814853 |
| Beacon RE<sup>(6)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4685147 | &nbsp;&nbsp;&nbsp;&nbsp; 4685147 |
| Eden Re II Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022A, 0.00%, 3/20/26<sup>(5)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10974 | &nbsp;&nbsp;&nbsp;&nbsp; 14410 |
| &nbsp;&nbsp;&nbsp;Series 2022B, 0.00%, 3/20/26<sup>(5)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9412 | &nbsp;&nbsp;&nbsp;&nbsp; 25025 |
| &nbsp;&nbsp;&nbsp;Series 2023B, 0.00%, 3/19/27<sup>(5)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394 | &nbsp;&nbsp;&nbsp;&nbsp; 102791 |
| &nbsp;&nbsp;&nbsp;Series 2024A, 0.00%, 3/17/28<sup>(5)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31579 | &nbsp;&nbsp;&nbsp;&nbsp; 185864 |
| &nbsp;&nbsp;&nbsp;Series 2024B, 0.00%, 3/17/28<sup>(5)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 | &nbsp;&nbsp;&nbsp;&nbsp; 201891 |
| &nbsp;&nbsp;&nbsp;Series 2025A, 0.00%, 3/19/30<sup>(5)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4541200 |
| Mt. Logan Re Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Participating Units<sup>(6)(15)(16)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4029200 |
| &nbsp;&nbsp;&nbsp;Series A-1<sup>(15)(17)(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 6155163 |
| PartnerRe Ltd.<sup>(6)(15)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp; 11009639 |
|  |  | &nbsp;&nbsp;**$32765183** |
| Segregated Account/Funds — 0.4% |  |  |
| PartnerRe ILS Fund SAC Ltd.<sup>(6)(15)(17)(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5700000 | &nbsp;&nbsp;$7754850 |
| Voussoir Re Ltd.<sup>(6)(15)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp; 1115206 |
| Voussoir Re Ltd.<sup>(6)(15)(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp; 6199995 |
|  |  | &nbsp;&nbsp;**$15070051** |
| Total Insurance Linked Securities<br> (identified cost $42,780,028) |  | &nbsp;&nbsp;**$47835234** |

---

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>(7)(15)(19)</sup> | UZS | 62624565 | &nbsp;&nbsp;$5136418 |
| Total Loan Participation Notes<br> (identified cost $5,345,690) |  |  | &nbsp;&nbsp;**$5136418** |

---

Senior Floating-Rate Loans — 1.4%<sup>(20)</sup>

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Argentina — 0.7% | Argentina — 0.7% | Argentina — 0.7% |
| Provincia De Neuquen: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.089%, (1 mo. USD Term SOFR + 7.30%), 5/28/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;$699292 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.089%, (1 mo. USD Term SOFR + 7.30%), 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp; 594185 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.089%, (1 mo. USD Term SOFR + 7.30%), 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp; 705597 |
| VMOS SA: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.075% - 9.12%, (6 mo. USD Term SOFR + 5.50%), 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8088 | &nbsp;&nbsp;&nbsp;&nbsp; 8119950 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7/8/30<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11792 | &nbsp;&nbsp;&nbsp;&nbsp; 11839570 |
|  |  | &nbsp;&nbsp;**$21958594** |
| Suriname — 0.7% | Suriname — 0.7% | Suriname — 0.7% |
| Staatsolie Maatschappij Suriname NV: |  |  |
| &nbsp;&nbsp;&nbsp;Revolving Loan, 4/26/32<sup>(21)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23266 | &nbsp;&nbsp;$23265592 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.167% - 9.168%, (3 mo. USD Term SOFR + 5.50%), 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 | &nbsp;&nbsp;&nbsp;&nbsp; 1739958 |
|  |  | &nbsp;&nbsp;**$25005550** |
| Total Senior Floating-Rate Loans<br> (identified cost $46,874,956) |  | &nbsp;&nbsp;**$46964144** |

---

Sovereign Government Bonds — 40.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 1.4% | Albania — 1.4% | Albania — 1.4% | Albania — 1.4% |
| Albania Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/23/31<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;$3606499 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/14/35<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476 | &nbsp;&nbsp;&nbsp;&nbsp; 7820855 |
| &nbsp;&nbsp;&nbsp;5.90%, 6/9/28<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6602 | &nbsp;&nbsp;&nbsp;&nbsp; 8290758 |
| Albanian Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 1/10/28 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp; 389605 |
| &nbsp;&nbsp;&nbsp;3.90%, 1/22/30 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90600 | &nbsp;&nbsp;&nbsp;&nbsp; 1121446 |
| &nbsp;&nbsp;&nbsp;4.05%, 2/7/32 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247000 | &nbsp;&nbsp;&nbsp;&nbsp; 3082470 |
| &nbsp;&nbsp;&nbsp;4.30%, 7/10/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293600 | &nbsp;&nbsp;&nbsp;&nbsp; 3641688 |
| &nbsp;&nbsp;&nbsp;4.70%, 2/23/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78200 | &nbsp;&nbsp;&nbsp;&nbsp; 970763 |
| &nbsp;&nbsp;&nbsp;4.95%, 7/22/29 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876300 | &nbsp;&nbsp;&nbsp;&nbsp; 11272236 |
| &nbsp;&nbsp;&nbsp;5.25%, 1/26/29 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp; 6315878 |
| &nbsp;&nbsp;&nbsp;5.25%, 1/23/35 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107600 | &nbsp;&nbsp;&nbsp;&nbsp; 1438340 |
| &nbsp;&nbsp;&nbsp;5.59%, 2/19/40 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp; 1094823 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania (continued) | Albania (continued) | Albania (continued) | Albania (continued) |
| Albanian Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 7/25/34 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp;$484512 |
|  |  |  | &nbsp;&nbsp;**$49529873** |
| Angola — 1.0% | Angola — 1.0% | Angola — 1.0% | Angola — 1.0% |
| Angola Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.125%, 11/26/49<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;$3471929 |
| &nbsp;&nbsp;&nbsp;9.244%, 1/15/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6981 | &nbsp;&nbsp;&nbsp;&nbsp; 7033520 |
| &nbsp;&nbsp;&nbsp;9.375%, 5/8/48<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp; 5743609 |
| &nbsp;&nbsp;&nbsp;9.875%, 10/15/35<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18617 | &nbsp;&nbsp;&nbsp;&nbsp; 18757763 |
|  |  |  | &nbsp;&nbsp;**$35006821** |
| Argentina — 0.3% | Argentina — 0.3% | Argentina — 0.3% | Argentina — 0.3% |
| Provincia de Cordoba: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.60%, 2/3/35<sup>(5)(22)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;$1833299 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/2/32<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5382 | &nbsp;&nbsp;&nbsp;&nbsp; 5630917 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/2/32<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 | &nbsp;&nbsp;&nbsp;&nbsp; 2358248 |
|  |  |  | &nbsp;&nbsp;**$9822464** |
| Armenia — 1.3% | Armenia — 1.3% | Armenia — 1.3% | Armenia — 1.3% |
| Republic of Armenia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.60%, 4/29/30 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;1159728 | &nbsp;&nbsp;$3151797 |
| &nbsp;&nbsp;&nbsp;9.00%, 4/29/26 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254810 | &nbsp;&nbsp;&nbsp;&nbsp; 676065 |
| &nbsp;&nbsp;&nbsp;9.00%, 10/29/35 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;7364174 | &nbsp;&nbsp;&nbsp;&nbsp; 20328257 |
| &nbsp;&nbsp;&nbsp;9.25%, 4/29/28 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;1439030 | &nbsp;&nbsp;&nbsp;&nbsp; 3935954 |
| &nbsp;&nbsp;&nbsp;9.60%, 10/29/33 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;4241233 | &nbsp;&nbsp;&nbsp;&nbsp; 12119856 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/50 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618877 | &nbsp;&nbsp;&nbsp;&nbsp; 1792386 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/52 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673150 | &nbsp;&nbsp;&nbsp;&nbsp; 1941244 |
|  |  |  | &nbsp;&nbsp;**$43945559** |
| Benin — 0.4% | Benin — 0.4% | Benin — 0.4% | Benin — 0.4% |
| Benin Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 1/19/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988 | &nbsp;&nbsp;$3476127 |
| &nbsp;&nbsp;&nbsp;4.95%, 1/22/35<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117 | &nbsp;&nbsp;&nbsp;&nbsp; 2367231 |
| &nbsp;&nbsp;&nbsp;6.875%, 1/19/52<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4284 | &nbsp;&nbsp;&nbsp;&nbsp; 4695215 |
| &nbsp;&nbsp;&nbsp;7.96%, 2/13/38<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp; 579207 |
| Benin Sukuk SA, 6.20%, 1/29/33<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp; 2389619 |
|  |  |  | &nbsp;&nbsp;**$13507399** |
| Bolivia — 0.0%<sup>†</sup> | Bolivia — 0.0%<sup>†</sup> | Bolivia — 0.0%<sup>†</sup> | Bolivia — 0.0%<sup>†</sup> |
| Bolivia Government International Bonds, 4.50%, 3/20/28<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;$443865 |
|  |  |  | &nbsp;&nbsp;**$443865** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Brazil — 3.8% | Brazil — 3.8% | Brazil — 3.8% | Brazil — 3.8% |
| Brazil Letras do Tesouro Nacional: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 4/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383200 | &nbsp;&nbsp;$71244055 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp; 31516771 |
| Brazil Notas do Tesouro Nacional, 6.00%, 5/15/35<sup>(23)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36007 | &nbsp;&nbsp;&nbsp;&nbsp; 28897912 |
|  |  |  | &nbsp;&nbsp;**$131658738** |
| Congo — 0.7% | Congo — 0.7% | Congo — 0.7% | Congo — 0.7% |
| Congolese International Bonds, 9.875%, 11/7/32<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25599 | &nbsp;&nbsp;$23886972 |
|  |  |  | &nbsp;&nbsp;**$23886972** |
| Ecuador — 0.0%<sup>†</sup> | Ecuador — 0.0%<sup>†</sup> | Ecuador — 0.0%<sup>†</sup> | Ecuador — 0.0%<sup>†</sup> |
| Ecuador Government International Bonds, 0.00%, 7/31/30<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;$70311 |
|  |  |  | &nbsp;&nbsp;**$70311** |
| Egypt — 2.5% | Egypt — 2.5% | Egypt — 2.5% | Egypt — 2.5% |
| Egypt Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;19.98%, 5/20/30 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;1722389 | &nbsp;&nbsp;$37922045 |
| &nbsp;&nbsp;&nbsp;24.458%, 10/1/27 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;2246693 | &nbsp;&nbsp;&nbsp;&nbsp; 49020451 |
|  |  |  | &nbsp;&nbsp;**$86942496** |
| Ethiopia — 0.7% | Ethiopia — 0.7% | Ethiopia — 0.7% | Ethiopia — 0.7% |
| Ethiopia Government International Bonds, 6.625%, 12/11/24<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24357 | &nbsp;&nbsp;$25840341 |
|  |  |  | &nbsp;&nbsp;**$25840341** |
| Gabon — 0.2% | Gabon — 0.2% | Gabon — 0.2% | Gabon — 0.2% |
| Gabon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 2/6/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058 | &nbsp;&nbsp;$2614325 |
| &nbsp;&nbsp;&nbsp;7.00%, 11/24/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp; 1101607 |
| &nbsp;&nbsp;&nbsp;9.50%, 2/18/29<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp; 3297353 |
|  |  |  | &nbsp;&nbsp;**$7013285** |
| Georgia — 0.3% | Georgia — 0.3% | Georgia — 0.3% | Georgia — 0.3% |
| Georgia Government International Bonds, 5.125%, 1/28/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;$9305791 |
|  |  |  | &nbsp;&nbsp;**$9305791** |
| Ghana — 0.0%<sup>†</sup> | Ghana — 0.0%<sup>†</sup> | Ghana — 0.0%<sup>†</sup> | Ghana — 0.0%<sup>†</sup> |
| Ghana Cocoa Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;13.00%, 8/30/27 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 | &nbsp;&nbsp;$113914 |
| &nbsp;&nbsp;&nbsp;13.00%, 8/28/28 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp; 368729 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ghana (continued) | Ghana (continued) | Ghana (continued) | Ghana (continued) |
| Republic of Ghana Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.80% (5.00% cash and 3.80% PIK), 2/12/30 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032 | &nbsp;&nbsp;$382232 |
| &nbsp;&nbsp;&nbsp;9.85% (5.00% cash and 4.85% PIK), 2/3/37 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463 | &nbsp;&nbsp;&nbsp;&nbsp; 159627 |
| &nbsp;&nbsp;&nbsp;10.00% (5.00% cash and 5.00% PIK), 2/2/38 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3308 | &nbsp;&nbsp;&nbsp;&nbsp; 211939 |
|  |  |  | &nbsp;&nbsp;**$1236441** |
| Hungary — 1.9% | Hungary — 1.9% | Hungary — 1.9% | Hungary — 1.9% |
| Hungary Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/27/38 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;6143650 | &nbsp;&nbsp;$13084599 |
| &nbsp;&nbsp;&nbsp;3.00%, 4/25/41 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;2707080 | &nbsp;&nbsp;&nbsp;&nbsp; 5390625 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/28/51 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402190 | &nbsp;&nbsp;&nbsp;&nbsp; 795787 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/24/35 | HUF | 13915260 | &nbsp;&nbsp;&nbsp;&nbsp; 44631980 |
|  |  |  | &nbsp;&nbsp;**$63902991** |
| India — 1.0% | India — 1.0% | India — 1.0% | India — 1.0% |
| India Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.09%, 8/5/54 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470600 | &nbsp;&nbsp;$4930200 |
| &nbsp;&nbsp;&nbsp;7.24%, 8/18/55 | INR | &nbsp;&nbsp;&nbsp;&nbsp;2288850 | &nbsp;&nbsp;&nbsp;&nbsp; 24664466 |
| &nbsp;&nbsp;&nbsp;7.30%, 6/19/53 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396000 | &nbsp;&nbsp;&nbsp;&nbsp; 4270532 |
|  |  |  | &nbsp;&nbsp;**$33865198** |
| Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> | Jordan — 0.0%<sup>†</sup> |
| Jordan Government International Bonds, 7.375%, 10/10/47<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 | &nbsp;&nbsp;$1023816 |
|  |  |  | &nbsp;&nbsp;**$1023816** |
| Kazakhstan — 1.7% | Kazakhstan — 1.7% | Kazakhstan — 1.7% | Kazakhstan — 1.7% |
| Kazakhstan Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 4/18/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4212153 | &nbsp;&nbsp;$6673639 |
| &nbsp;&nbsp;&nbsp;5.50%, 9/20/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22984 | &nbsp;&nbsp;&nbsp;&nbsp; 35472 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/24/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4933059 | &nbsp;&nbsp;&nbsp;&nbsp; 5949491 |
| &nbsp;&nbsp;&nbsp;7.22%, 12/10/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3288706 | &nbsp;&nbsp;&nbsp;&nbsp; 5223131 |
| &nbsp;&nbsp;&nbsp;7.68%, 8/13/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4275318 | &nbsp;&nbsp;&nbsp;&nbsp; 6595132 |
| &nbsp;&nbsp;&nbsp;8.44%, 5/10/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1808788 | &nbsp;&nbsp;&nbsp;&nbsp; 2659072 |
| &nbsp;&nbsp;&nbsp;8.66%, 4/4/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;2945627 | &nbsp;&nbsp;&nbsp;&nbsp; 4115619 |
| &nbsp;&nbsp;&nbsp;10.55%, 7/28/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1226683 | &nbsp;&nbsp;&nbsp;&nbsp; 2070109 |
| &nbsp;&nbsp;&nbsp;10.69%, 8/23/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979231 | &nbsp;&nbsp;&nbsp;&nbsp; 1516287 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/12/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3469539 | &nbsp;&nbsp;&nbsp;&nbsp; 6390180 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/19/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34476 | &nbsp;&nbsp;&nbsp;&nbsp; 63485 |
| &nbsp;&nbsp;&nbsp;14.00%, 2/13/35 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4037207 | &nbsp;&nbsp;&nbsp;&nbsp; 7328865 |
| &nbsp;&nbsp;&nbsp;14.45%, 6/5/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1483264 | &nbsp;&nbsp;&nbsp;&nbsp; 2766743 |
| &nbsp;&nbsp;&nbsp;14.50%, 3/6/34 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657741 | &nbsp;&nbsp;&nbsp;&nbsp; 1227715 |
| &nbsp;&nbsp;&nbsp;14.60%, 3/6/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87910 | &nbsp;&nbsp;&nbsp;&nbsp; 165969 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Kazakhstan (continued) | Kazakhstan (continued) | Kazakhstan (continued) | Kazakhstan (continued) |
| Kazakhstan Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;16.95%, 10/9/30 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3045179 | &nbsp;&nbsp;$6186734 |
|  |  |  | &nbsp;&nbsp;**$58967643** |
| Lebanon — 0.8% | Lebanon — 0.8% | Lebanon — 0.8% | Lebanon — 0.8% |
| Lebanon Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 4/14/20<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13319 | &nbsp;&nbsp;$3902634 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/27/23<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp; 1022413 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/4/22<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11852 | &nbsp;&nbsp;&nbsp;&nbsp; 3473229 |
| &nbsp;&nbsp;&nbsp;6.15%, 6/19/20<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969 | &nbsp;&nbsp;&nbsp;&nbsp; 868061 |
| &nbsp;&nbsp;&nbsp;6.20%, 2/26/25<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763 | &nbsp;&nbsp;&nbsp;&nbsp; 519898 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/27/22<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp; 412464 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/4/24<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 | &nbsp;&nbsp;&nbsp;&nbsp; 454666 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/12/25<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp; 319533 |
| &nbsp;&nbsp;&nbsp;6.375%, 3/9/20<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp; 97032 |
| &nbsp;&nbsp;&nbsp;6.40%, 5/26/23<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15473 | &nbsp;&nbsp;&nbsp;&nbsp; 4552543 |
| &nbsp;&nbsp;&nbsp;6.60%, 11/27/26<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 | &nbsp;&nbsp;&nbsp;&nbsp; 643173 |
| &nbsp;&nbsp;&nbsp;6.65%, 4/22/24<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp;&nbsp; 1403084 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/3/28<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478 | &nbsp;&nbsp;&nbsp;&nbsp; 436728 |
| &nbsp;&nbsp;&nbsp;6.65%, 2/26/30<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp; 167572 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/29/27<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 | &nbsp;&nbsp;&nbsp;&nbsp; 871368 |
| &nbsp;&nbsp;&nbsp;6.85%, 3/23/27<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp; 176999 |
| &nbsp;&nbsp;&nbsp;6.85%, 5/25/29<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9701 | &nbsp;&nbsp;&nbsp;&nbsp; 2877928 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/3/24<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp; 287381 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/20/28<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 | &nbsp;&nbsp;&nbsp;&nbsp; 1436409 |
| &nbsp;&nbsp;&nbsp;7.00%, 4/22/31<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736 | &nbsp;&nbsp;&nbsp;&nbsp; 1681753 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/23/32<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp; 288108 |
| &nbsp;&nbsp;&nbsp;7.05%, 11/2/35<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137 | &nbsp;&nbsp;&nbsp;&nbsp; 338258 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/23/37<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 | &nbsp;&nbsp;&nbsp;&nbsp; 971104 |
| &nbsp;&nbsp;&nbsp;8.20%, 5/17/33<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp; 337086 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/12/21<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp; 155350 |
|  |  |  | &nbsp;&nbsp;**$27694774** |
| Mexico — 1.3% | Mexico — 1.3% | Mexico — 1.3% | Mexico — 1.3% |
| Mexican Bonos, 7.75%, 11/23/34 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839582 | &nbsp;&nbsp;$45382981 |
|  |  |  | &nbsp;&nbsp;**$45382981** |
| Mongolia — 0.2% | Mongolia — 0.2% | Mongolia — 0.2% | Mongolia — 0.2% |
| Mongolia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;$625044 |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4375309 |
| &nbsp;&nbsp;&nbsp;7.875%, 6/5/29<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 431065 |
|  |  |  | &nbsp;&nbsp;**$5431418** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Montenegro — 0.4% | Montenegro — 0.4% | Montenegro — 0.4% | Montenegro — 0.4% |
| Montenegro Government International Bonds, 4.875%, 4/1/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11663 | &nbsp;&nbsp;$14229986 |
|  |  |  | &nbsp;&nbsp;**$14229986** |
| New Zealand — 2.9% | New Zealand — 2.9% | New Zealand — 2.9% | New Zealand — 2.9% |
| New Zealand Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 9/20/40<sup>(7)(23)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23393 | &nbsp;&nbsp;$13445910 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/15/37<sup>(7)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11330 | &nbsp;&nbsp;&nbsp;&nbsp; 5667431 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/34 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26957 | &nbsp;&nbsp;&nbsp;&nbsp; 16027135 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/36 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp; 21622213 |
| &nbsp;&nbsp;&nbsp;4.50%, 5/15/35 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41020 | &nbsp;&nbsp;&nbsp;&nbsp; 24637612 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/15/54<sup>(24)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp; 793870 |
| New Zealand Government Bonds Inflation-Linked, 3.25%, 9/20/50<sup>(23)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27594 | &nbsp;&nbsp;&nbsp;&nbsp; 17000058 |
|  |  |  | &nbsp;&nbsp;**$99194229** |
| Nigeria — 0.6% | Nigeria — 0.6% | Nigeria — 0.6% | Nigeria — 0.6% |
| Nigeria Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.95%, 6/25/32 | NGN | 20858059 | &nbsp;&nbsp;$15364311 |
| &nbsp;&nbsp;&nbsp;18.50%, 2/21/31 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1002627 | &nbsp;&nbsp;&nbsp;&nbsp; 757593 |
| &nbsp;&nbsp;&nbsp;19.00%, 2/21/34 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4620940 | &nbsp;&nbsp;&nbsp;&nbsp; 3618798 |
|  |  |  | &nbsp;&nbsp;**$19740702** |
| Paraguay — 0.5% | Paraguay — 0.5% | Paraguay — 0.5% | Paraguay — 0.5% |
| Paraguay Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(5)</sup> | PYG | 57442000 | &nbsp;&nbsp;$8422751 |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(7)</sup> | PYG | 20133000 | &nbsp;&nbsp;&nbsp;&nbsp; 2952113 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/4/35<sup>(5)</sup> | PYG | 44954000 | &nbsp;&nbsp;&nbsp;&nbsp; 6650785 |
|  |  |  | &nbsp;&nbsp;**$18025649** |
| Peru — 0.7% | Peru — 0.7% | Peru — 0.7% | Peru — 0.7% |
| Peru Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.90%, 8/12/37 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;$7203415 |
| &nbsp;&nbsp;&nbsp;7.60%, 8/12/39<sup>(5)(7)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp; 15367737 |
|  |  |  | &nbsp;&nbsp;**$22571152** |
| Philippines — 0.5% | Philippines — 0.5% | Philippines — 0.5% | Philippines — 0.5% |
| Philippines Government Bonds, 6.25%, 1/14/36 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1024000 | &nbsp;&nbsp;$17276434 |
|  |  |  | &nbsp;&nbsp;**$17276434** |
| Poland — 2.1% | Poland — 2.1% | Poland — 2.1% | Poland — 2.1% |
| Republic of Poland Government Bonds, 2.00%, 8/25/36<sup>(23)</sup> | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279943 | &nbsp;&nbsp;$73017294 |
|  |  |  | &nbsp;&nbsp;**$73017294** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Romania — 2.0% | Romania — 2.0% | Romania — 2.0% | Romania — 2.0% |
| Romania Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 7/13/30<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;$1151617 |
| &nbsp;&nbsp;&nbsp;2.00%, 4/14/33<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp; 839315 |
| &nbsp;&nbsp;&nbsp;2.625%, 12/2/40<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4743 | &nbsp;&nbsp;&nbsp;&nbsp; 3906923 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/14/41<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2829 | &nbsp;&nbsp;&nbsp;&nbsp; 2345551 |
| &nbsp;&nbsp;&nbsp;2.875%, 4/13/42<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp; 1145512 |
| &nbsp;&nbsp;&nbsp;3.375%, 1/28/50<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp; 425505 |
| &nbsp;&nbsp;&nbsp;3.75%, 2/7/34<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp; 138909 |
| &nbsp;&nbsp;&nbsp;3.875%, 10/29/35<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp; 2503538 |
| &nbsp;&nbsp;&nbsp;4.625%, 4/3/49<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4763 | &nbsp;&nbsp;&nbsp;&nbsp; 4711764 |
| &nbsp;&nbsp;&nbsp;5.125%, 6/15/48<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp; 432949 |
| &nbsp;&nbsp;&nbsp;5.625%, 2/22/36<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166 | &nbsp;&nbsp;&nbsp;&nbsp; 3839317 |
| &nbsp;&nbsp;&nbsp;5.625%, 5/30/37<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2986 | &nbsp;&nbsp;&nbsp;&nbsp; 3574363 |
| &nbsp;&nbsp;&nbsp;5.75%, 3/24/35<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp; 1556858 |
| &nbsp;&nbsp;&nbsp;5.875%, 7/11/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp; 2620742 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/25/34<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp; 526286 |
| &nbsp;&nbsp;&nbsp;6.00%, 9/24/44<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp; 5344002 |
| &nbsp;&nbsp;&nbsp;6.125%, 10/7/37<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;&nbsp; 10095020 |
| &nbsp;&nbsp;&nbsp;6.25%, 9/10/34<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp; 2655025 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/7/45<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp; 7086015 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/11/39<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5683 | &nbsp;&nbsp;&nbsp;&nbsp; 7264559 |
| &nbsp;&nbsp;&nbsp;7.50%, 2/10/37<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp; 4179188 |
| &nbsp;&nbsp;&nbsp;7.625%, 1/17/53<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp; 1151193 |
|  |  |  | &nbsp;&nbsp;**$67494151** |
| Serbia — 0.5% | Serbia — 0.5% | Serbia — 0.5% | Serbia — 0.5% |
| Serbia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 8/20/32 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211870 | &nbsp;&nbsp;$2105196 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/26/31 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;1366370 | &nbsp;&nbsp;&nbsp;&nbsp; 15334608 |
|  |  |  | &nbsp;&nbsp;**$17439804** |
| South Africa — 3.8% | South Africa — 3.8% | South Africa — 3.8% | South Africa — 3.8% |
| Republic of South Africa Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 1/31/44 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75899 | &nbsp;&nbsp;$4628870 |
| &nbsp;&nbsp;&nbsp;8.75%, 2/28/48 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114101 | &nbsp;&nbsp;&nbsp;&nbsp; 6979731 |
| &nbsp;&nbsp;&nbsp;8.875%, 2/28/35 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1830350 | &nbsp;&nbsp;&nbsp;&nbsp; 119529817 |
|  |  |  | &nbsp;&nbsp;**$131138418** |
| Sri Lanka — 0.9% | Sri Lanka — 0.9% | Sri Lanka — 0.9% | Sri Lanka — 0.9% |
| Sri Lanka Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 3/15/36<sup>(2)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;$193039 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/37<sup>(2)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 190032 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/38<sup>(2)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 188312 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/39<sup>(2)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 186789 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Sri Lanka (continued) | Sri Lanka (continued) | Sri Lanka (continued) | Sri Lanka (continued) |
| Sri Lanka Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/40<sup>(2)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;$185440 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/41<sup>(2)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 184246 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/42<sup>(2)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 183188 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/43<sup>(2)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 182251 |
| &nbsp;&nbsp;&nbsp;9.00%, 10/1/32 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp; 756144 |
| &nbsp;&nbsp;&nbsp;9.00%, 6/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp; 119204 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;2231000 | &nbsp;&nbsp;&nbsp;&nbsp; 6614306 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/1/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1668000 | &nbsp;&nbsp;&nbsp;&nbsp; 5415821 |
| &nbsp;&nbsp;&nbsp;10.25%, 9/15/34 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836000 | &nbsp;&nbsp;&nbsp;&nbsp; 2611353 |
| &nbsp;&nbsp;&nbsp;10.35%, 10/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp; 609551 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/28 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp; 2766261 |
| &nbsp;&nbsp;&nbsp;11.00%, 9/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571000 | &nbsp;&nbsp;&nbsp;&nbsp; 1926477 |
| &nbsp;&nbsp;&nbsp;11.00%, 12/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1043000 | &nbsp;&nbsp;&nbsp;&nbsp; 3525003 |
| &nbsp;&nbsp;&nbsp;11.00%, 5/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp; 318194 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp; 1115169 |
| &nbsp;&nbsp;&nbsp;11.25%, 3/15/31 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp; 262096 |
| &nbsp;&nbsp;&nbsp;11.50%, 12/15/32 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374000 | &nbsp;&nbsp;&nbsp;&nbsp; 1278841 |
| &nbsp;&nbsp;&nbsp;11.75%, 6/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp; 292287 |
| Sri Lanka Government International Bonds, 1.50% to 12/15/26, 6/15/38<sup>(5)(25)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 | &nbsp;&nbsp;&nbsp;&nbsp; 2857127 |
|  |  |  | &nbsp;&nbsp;**$31961131** |
| Suriname — 0.8% | Suriname — 0.8% | Suriname — 0.8% | Suriname — 0.8% |
| Suriname Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.70%, 11/6/30<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5364 | &nbsp;&nbsp;$5558445 |
| &nbsp;&nbsp;&nbsp;8.50%, 11/6/35<sup>(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20883 | &nbsp;&nbsp;&nbsp;&nbsp; 22526701 |
|  |  |  | &nbsp;&nbsp;**$28085146** |
| Tajikistan — 0.0%<sup>†</sup> | Tajikistan — 0.0%<sup>†</sup> | Tajikistan — 0.0%<sup>†</sup> | Tajikistan — 0.0%<sup>†</sup> |
| Republic of Tajikistan International Bonds, 7.125%, 9/14/27<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;$286964 |
|  |  |  | &nbsp;&nbsp;**$286964** |
| Tunisia — 0.1% | Tunisia — 0.1% | Tunisia — 0.1% | Tunisia — 0.1% |
| Tunisian Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 2/3/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;$1605323 |
| &nbsp;&nbsp;&nbsp;4.30%, 8/2/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 117001 |
|  |  |  | &nbsp;&nbsp;**$1722324** |
| Turkey — 0.7% | Turkey — 0.7% | Turkey — 0.7% | Turkey — 0.7% |
| Turkiye Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;26.20%, 10/5/33 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529020 | &nbsp;&nbsp;$11431216 |
| &nbsp;&nbsp;&nbsp;27.70%, 9/27/34 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381397 | &nbsp;&nbsp;&nbsp;&nbsp; 8774937 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Turkey (continued) | Turkey (continued) | Turkey (continued) | Turkey (continued) |
| Turkiye Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;38.39%, 6/16/27<sup>(2)</sup> | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237520 | &nbsp;&nbsp;$5624363 |
|  |  |  | &nbsp;&nbsp;**$25830516** |
| Uganda — 1.5% | Uganda — 1.5% | Uganda — 1.5% | Uganda — 1.5% |
| Republic of Uganda Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;14.25%, 6/22/34 | UGX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330800 | &nbsp;&nbsp;$87770 |
| &nbsp;&nbsp;&nbsp;14.375%, 2/3/33 | UGX | &nbsp;&nbsp;&nbsp;&nbsp;2759100 | &nbsp;&nbsp;&nbsp;&nbsp; 744813 |
| &nbsp;&nbsp;&nbsp;15.00%, 6/18/43 | UGX | 14727300 | &nbsp;&nbsp;&nbsp;&nbsp; 3871106 |
| &nbsp;&nbsp;&nbsp;15.80%, 6/23/39 | UGX | 123180500 | &nbsp;&nbsp;&nbsp;&nbsp; 34391659 |
| &nbsp;&nbsp;&nbsp;16.25%, 11/8/35 | UGX | 41751300 | &nbsp;&nbsp;&nbsp;&nbsp; 12128905 |
|  |  |  | &nbsp;&nbsp;**$51224253** |
| Ukraine — 0.8% | Ukraine — 0.8% | Ukraine — 0.8% | Ukraine — 0.8% |
| Ukraine Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/36<sup>(7)(25)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;$700045 |
| &nbsp;&nbsp;&nbsp;4.00% to 2/1/27, 2/1/32<sup>(7)(25)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13004 | &nbsp;&nbsp;&nbsp;&nbsp; 10382545 |
| &nbsp;&nbsp;&nbsp;4.50% to 2/1/27, 2/1/29<sup>(7)(25)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp; 801185 |
| &nbsp;&nbsp;&nbsp;4.50% to 2/1/27, 2/1/34<sup>(7)(25)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9487 | &nbsp;&nbsp;&nbsp;&nbsp; 5997003 |
| &nbsp;&nbsp;&nbsp;4.50% to 2/1/27, 2/1/35<sup>(7)(25)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12037 | &nbsp;&nbsp;&nbsp;&nbsp; 7498201 |
| &nbsp;&nbsp;&nbsp;4.50% to 2/1/27, 2/1/36<sup>(7)(25)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 | &nbsp;&nbsp;&nbsp;&nbsp; 2470922 |
|  |  |  | &nbsp;&nbsp;**$27849901** |
| Uzbekistan — 0.7% | Uzbekistan — 0.7% | Uzbekistan — 0.7% | Uzbekistan — 0.7% |
| National Bank of Uzbekistan, 19.875%, 7/5/27<sup>(7)</sup> | UZS | 90660000 | &nbsp;&nbsp;$7685845 |
| Republic of Uzbekistan Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;15.50%, 2/25/28<sup>(7)</sup> | UZS | 78000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6700851 |
| &nbsp;&nbsp;&nbsp;16.25%, 10/12/26<sup>(7)</sup> | UZS | 112430000 | &nbsp;&nbsp;&nbsp;&nbsp; 9536422 |
| &nbsp;&nbsp;&nbsp;16.625%, 5/29/27<sup>(7)</sup> | UZS | 12500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1073368 |
|  |  |  | &nbsp;&nbsp;**$24996486** |
| Venezuela — 0.6% | Venezuela — 0.6% | Venezuela — 0.6% | Venezuela — 0.6% |
| Venezuela Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/9/20<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746 | &nbsp;&nbsp;$1236555 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/1/18<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504 | &nbsp;&nbsp;&nbsp;&nbsp; 1209230 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/31/38<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 192550 |
| &nbsp;&nbsp;&nbsp;7.65%, 4/21/25<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp; 1909682 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/13/19<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp; 1174691 |
| &nbsp;&nbsp;&nbsp;8.25%, 10/13/24<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9389 | &nbsp;&nbsp;&nbsp;&nbsp; 3475017 |
| &nbsp;&nbsp;&nbsp;9.00%, 5/7/23<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp;&nbsp;&nbsp; 1681655 |
| &nbsp;&nbsp;&nbsp;9.25%, 9/15/27<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10382 | &nbsp;&nbsp;&nbsp;&nbsp; 4491253 |
| &nbsp;&nbsp;&nbsp;9.25%, 5/7/28<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 | &nbsp;&nbsp;&nbsp;&nbsp; 455412 |
| &nbsp;&nbsp;&nbsp;9.375%, 1/13/34<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp; 227992 |
| &nbsp;&nbsp;&nbsp;11.75%, 10/21/26<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;&nbsp; 660172 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Venezuela (continued) | Venezuela (continued) | Venezuela (continued) | Venezuela (continued) |
| Venezuela Government International Bonds: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;11.95%, 8/5/31<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;$1360995 |
| &nbsp;&nbsp;&nbsp;12.75%, 8/23/22<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853 | &nbsp;&nbsp;&nbsp;&nbsp; 2172337 |
| &nbsp;&nbsp;&nbsp;13.625%, 8/15/18<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp; 402799 |
| &nbsp;&nbsp;&nbsp;13.625%, 8/15/18<sup>(7)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp; 529796 |
|  |  |  | &nbsp;&nbsp;**$21180136** |
| Zambia — 0.5% | Zambia — 0.5% | Zambia — 0.5% | Zambia — 0.5% |
| Zambia Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;16.00%, 10/27/28 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14104 | &nbsp;&nbsp;$726857 |
| &nbsp;&nbsp;&nbsp;16.00%, 11/24/28 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp; 453892 |
| &nbsp;&nbsp;&nbsp;16.10%, 1/26/31 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17631 | &nbsp;&nbsp;&nbsp;&nbsp; 901049 |
| &nbsp;&nbsp;&nbsp;16.49%, 11/24/30 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20274 | &nbsp;&nbsp;&nbsp;&nbsp; 1049621 |
| &nbsp;&nbsp;&nbsp;16.85%, 1/26/33 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25612 | &nbsp;&nbsp;&nbsp;&nbsp; 1308947 |
| &nbsp;&nbsp;&nbsp;16.95%, 12/22/32 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17975 | &nbsp;&nbsp;&nbsp;&nbsp; 931811 |
| &nbsp;&nbsp;&nbsp;17.00%, 11/24/32 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23801 | &nbsp;&nbsp;&nbsp;&nbsp; 1223443 |
| &nbsp;&nbsp;&nbsp;17.19%, 1/26/36 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43243 | &nbsp;&nbsp;&nbsp;&nbsp; 2210028 |
| &nbsp;&nbsp;&nbsp;17.50%, 11/24/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28208 | &nbsp;&nbsp;&nbsp;&nbsp; 1457622 |
| &nbsp;&nbsp;&nbsp;17.50%, 12/22/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19824 | &nbsp;&nbsp;&nbsp;&nbsp; 1023846 |
| &nbsp;&nbsp;&nbsp;18.79%, 1/26/41 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17631 | &nbsp;&nbsp;&nbsp;&nbsp; 901482 |
| &nbsp;&nbsp;&nbsp;18.99%, 10/27/40 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17392 | &nbsp;&nbsp;&nbsp;&nbsp; 898511 |
| &nbsp;&nbsp;&nbsp;18.99%, 11/24/40 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26445 | &nbsp;&nbsp;&nbsp;&nbsp; 1365296 |
| &nbsp;&nbsp;&nbsp;19.00%, 6/23/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp; 477571 |
| &nbsp;&nbsp;&nbsp;19.00%, 8/18/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp; 478860 |
| &nbsp;&nbsp;&nbsp;19.00%, 9/29/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp; 167812 |
| &nbsp;&nbsp;&nbsp;22.50%, 11/25/34 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7934 | &nbsp;&nbsp;&nbsp;&nbsp; 507396 |
|  |  |  | &nbsp;&nbsp;**$16084044** |
| Total Sovereign Government Bonds<br> (identified cost $1,267,897,737) |  |  | &nbsp;&nbsp;**$1383827897** |

---

Sovereign Loans — 1.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bahamas — 0.2% | Bahamas — 0.2% | Bahamas — 0.2% | Bahamas — 0.2% |
| Commonwealth of the Bahamas, 8.969%, (6 mo. EURIBOR + 6.85%), 11/24/28<sup>(4)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 | &nbsp;&nbsp;$7323223 |
|  |  |  | &nbsp;&nbsp;**$7323223** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ivory Coast — 0.0%<sup>†</sup> | Ivory Coast — 0.0%<sup>†</sup> | Ivory Coast — 0.0%<sup>†</sup> | Ivory Coast — 0.0%<sup>†</sup> |
| Republic of Ivory Coast, Term Loan, 7.855%, (6 mo. EURIBOR + 5.75%), 1/6/28<sup>(4)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;$1263583 |
|  |  |  | &nbsp;&nbsp;**$1263583** |
| Tanzania — 0.9% | Tanzania — 0.9% | Tanzania — 0.9% | Tanzania — 0.9% |
| Government of the United Republic of Tanzania, Term Loan, 10.42%, (6 mo. USD Term SOFR + 6.30%), 4/28/31<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29905 | &nbsp;&nbsp;$29833313 |
|  |  |  | &nbsp;&nbsp;**$29833313** |
| Total Sovereign Loans<br> (identified cost $37,708,807) |  |  | &nbsp;&nbsp;**$38420119** |

---

U.S. Government Agency Mortgage-Backed Securities — 0.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.237%, (COF + 1.254%), with maturity at 2029<sup>(26)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;$2395 |
| &nbsp;&nbsp;&nbsp;4.341%, (COF + 1.254%), with maturity at 2035<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp; 42854 |
| &nbsp;&nbsp;&nbsp;4.50%, with maturity at 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp; 53096 |
| &nbsp;&nbsp;&nbsp;4.663%, (COF + 1.25%), with maturity at 2030<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp; 43031 |
| &nbsp;&nbsp;&nbsp;6.459%, (1 yr. CMT + 2.351%), with maturity at 2036<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp; 233685 |
| &nbsp;&nbsp;&nbsp;6.60%, with maturity at 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp; 168624 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp; 232286 |
| &nbsp;&nbsp;&nbsp;7.50%, with various maturities to 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 499736 |
| &nbsp;&nbsp;&nbsp;8.00%, with various maturities to 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp; 35002 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.034%, (COF + 1.254%), with maturity at 2034<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp; 61826 |
| &nbsp;&nbsp;&nbsp;4.083%, (COF + 1.254%), with maturity at 2035<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp; 18628 |
| &nbsp;&nbsp;&nbsp;4.13%, (COF + 1.35%), with maturity at 2027<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp; 6291 |
| &nbsp;&nbsp;&nbsp;4.173%, (COF + 1.302%), with maturity at 2033<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp; 225637 |
| &nbsp;&nbsp;&nbsp;5.066%, (COF + 1.791%), with maturity at 2035<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp; 430709 |
| &nbsp;&nbsp;&nbsp;6.00%, with maturity at 2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp; 26859 |
| &nbsp;&nbsp;&nbsp;6.353%, (COF + 2.004%), with maturity at 2032<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp; 80674 |
| &nbsp;&nbsp;&nbsp;6.40%, (1 yr. CMT + 2.15%), with maturity at 2028<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp; 3134 |
| &nbsp;&nbsp;&nbsp;6.50%, with maturity at 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp; 175130 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 204085 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;8.50%, with various maturities to 2037 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;$350007 |
| &nbsp;&nbsp;&nbsp;9.00%, with various maturities to 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp; 6560 |
| &nbsp;&nbsp;&nbsp;11.50%, with maturity at 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp; 39802 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, with maturity at 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp; 84997 |
| &nbsp;&nbsp;&nbsp;7.00%, with maturity at 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp; 86892 |
| &nbsp;&nbsp;&nbsp;7.50%, with maturity at 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 2468 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $3,310,885) |  | &nbsp;&nbsp;**$3114408** |

---

U.S. Government Guaranteed Small Business Administration Loans — 0.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| SBA IO Trust:<br> Interest Only:<sup>(27)(28)</sup><br> Series 2018-2, Class A, 2.39%, 7/25/44<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50018 | &nbsp;&nbsp;$2512625 |
| Total U.S. Government Guaranteed Small Business Administration Loans<br> (identified cost $13,987,524) |  | &nbsp;&nbsp;**$2512625** |

---

Short-Term Investments — 46.0%

Affiliated Fund — 19.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.61%<sup>(29)</sup> | 686339557 | &nbsp;&nbsp;$686339557 |
| Total Affiliated Fund<br> (identified cost $686,339,557) |  | &nbsp;&nbsp;**$686339557** |

---

Repurchase Agreements — 3.4%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bank of America: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 10/31/25 with an interest rate of 3.00%, collateralized by USD 1,553,000 Kazakhstan Government International Bonds, 6.50%, due 7/21/45 and a market value, including accrued interest, of $1,691,607<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;$1768479 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Barclays Bank PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 6/13/25 with an interest rate of 0.85%, collateralized by EUR 2,000,000 Republic of Poland Government International Bonds, 2.75%, due 5/25/32 and a market value, including accrued interest, of $2,369,553<sup>(30)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;$2438857 |
| &nbsp;&nbsp;&nbsp;Dated 6/13/25 with an interest rate of 1.00%, collateralized by EUR 1,200,000 Republic of Poland Government International Bonds, 1.00%, due 3/7/29 and a market value, including accrued interest, of $1,377,613<sup>(30)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp; 1417085 |
| &nbsp;&nbsp;&nbsp;Dated 6/13/25 with an interest rate of 1.35%, collateralized by EUR 4,000,000 Republic of Poland Government International Bonds, 1.00%, due 3/7/29 and a market value, including accrued interest, of $4,592,043<sup>(30)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp; 4723618 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 1.75%, collateralized by USD 819,000 Bahrain Government International Bonds, 7.75%, due 4/18/35 and a market value, including accrued interest, of $889,845<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp; 949016 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 2.75%, collateralized by USD 1,759,000 Bahrain Government International Bonds, 7.75%, due 4/18/35 and a market value, including accrued interest, of $1,911,157<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2038241 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 2.76%, collateralized by USD 2,638,000 Bahrain Government International Bonds, 7.50%, due 7/7/37 and a market value, including accrued interest, of $2,768,007<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp; 2967750 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 3.15%, collateralized by USD 3,962,000 Bahrain Government International Bonds, 7.50%, due 2/12/36 and a market value, including accrued interest, of $4,293,729<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586 | &nbsp;&nbsp;&nbsp;&nbsp; 4586015 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 3.20%, collateralized by USD 1,982,000 Bahrain Government International Bonds, 6.00%, due 9/19/44 and a market value, including accrued interest, of $1,746,371<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp; 1863080 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 3.20%, collateralized by USD 2,972,000 Republic of Armenia International Bonds, 3.60%, due 2/2/31 and a market value, including accrued interest, of $2,706,994<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2887 | &nbsp;&nbsp;&nbsp;&nbsp; 2886555 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 3.20%, collateralized by USD 4,548,000 Kazakhstan Government International Bonds, 4.88%, due 10/14/44 and a market value, including accrued interest, of $4,182,910<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp; 4388820 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 3.25%, collateralized by USD 1,274,000 Kazakhstan Government International Bonds, 6.50%, due 7/21/45 and a market value, including accrued interest, of $1,387,706<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp; 1501728 |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 3.25%, collateralized by USD 2,035,000 Bahrain Government International Bonds, 6.00%, due 9/19/44 and a market value, including accrued interest, of $1,793,070<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913 | &nbsp;&nbsp;&nbsp;&nbsp; 1912900 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Barclays Bank PLC: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 1/12/26 with an interest rate of 3.25%, collateralized by USD 2,648,000 Bahrain Government International Bonds, 5.63%, due 5/18/34 and a market value, including accrued interest, of $2,507,348<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;$2664550 |
| Citibank, N.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 10/30/25 with an interest rate of 3.15%, collateralized by USD 1,538,000 Bahrain Government International Bonds, 7.50%, due 2/12/36 and a market value, including accrued interest, of $1,666,773<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp; 1806750 |
| JP Morgan Chase Bank, N.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 1/6/26 with an interest rate of 3.00%, collateralized by USD 796,000 Bahrain Government International Bonds, 7.75%, due 4/18/35 and a market value, including accrued interest, of $864,855<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | &nbsp;&nbsp;&nbsp;&nbsp; 886324 |
| Nomura International PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 12/11/25 with an interest rate of 0.75%, collateralized by USD 2,135,000 Bahrain Government International Bonds, 7.50%, due 9/20/47 and a market value, including accrued interest, of $2,188,875<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp; 2360563 |
| &nbsp;&nbsp;&nbsp;Dated 12/11/25 with an interest rate of 1.65%, collateralized by EUR 1,956,000 Republic of Poland Government International Bonds, 1.00%, due 3/7/29 and a market value, including accrued interest, of $2,245,509<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206 | &nbsp;&nbsp;&nbsp;&nbsp; 2205758 |
| &nbsp;&nbsp;&nbsp;Dated 12/11/25 with an interest rate of 3.20%, collateralized by USD 555,000 Kazakhstan Government International Bonds, 6.50%, due 7/21/45 and a market value, including accrued interest, of $604,535<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp; 660547 |
| &nbsp;&nbsp;&nbsp;Dated 1/5/26 with an interest rate of 3.15%, collateralized by USD 5,883,000 Republic of Azerbaijan International Bonds, 3.50%, due 9/1/32 and a market value, including accrued interest, of $5,569,883<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5881 | &nbsp;&nbsp;&nbsp;&nbsp; 5880647 |
| &nbsp;&nbsp;&nbsp;Dated 1/13/26 with an interest rate of 3.25%, collateralized by USD 9,200,000 Indonesia Government International Bonds, 4.20%, due 10/15/50 and a market value, including accrued interest, of $7,484,840<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7921 | &nbsp;&nbsp;&nbsp;&nbsp; 7921200 |
| &nbsp;&nbsp;&nbsp;Dated 1/13/26 with an interest rate of 3.25%, collateralized by USD 13,290,000 Indonesia Government International Bonds, 5.65%, due 1/11/53 and a market value, including accrued interest, of $13,203,347<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13968 | &nbsp;&nbsp;&nbsp;&nbsp; 13968454 |
| &nbsp;&nbsp;&nbsp;Dated 1/27/26 with an interest rate of 2.80%, collateralized by USD 9,103,000 Senegal Government International Bonds, 6.25%, due 5/23/33 and a market value, including accrued interest, of $5,394,690<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5778 | &nbsp;&nbsp;&nbsp;&nbsp; 5777902 |
| &nbsp;&nbsp;&nbsp;Dated 1/27/26 with an interest rate of 3.20%, collateralized by USD 8,194,000 Senegal Government International Bonds, 6.75%, due 3/13/48 and a market value, including accrued interest, of $4,659,738<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp; 4961754 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Nomura International PLC: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 1/27/26 with an interest rate of 3.25%, collateralized by USD 5,800,000 Indonesia Government International Bonds, 5.45%, due 9/20/52 and a market value, including accrued interest, of $5,736,126<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6078 | &nbsp;&nbsp;$6077820 |
| &nbsp;&nbsp;&nbsp;Dated 1/27/26 with an interest rate of 3.25%, collateralized by USD 6,500,000 Indonesia Government International Bonds, 4.20%, due 10/15/50 and a market value, including accrued interest, of $5,288,202<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp; 5599913 |
| &nbsp;&nbsp;&nbsp;Dated 1/27/26 with an interest rate of 3.25%, collateralized by USD 8,900,000 Indonesia Government International Bonds, 4.30%, due 3/31/52 and a market value, including accrued interest, of $7,356,396<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp; 7770368 |
| &nbsp;&nbsp;&nbsp;Dated 1/28/26 with an interest rate of 3.00%, collateralized by USD 9,082,885 Zambia Government International Bonds, 0.50%, due 12/31/53 and a market value, including accrued interest, of $6,568,306<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6819 | &nbsp;&nbsp;&nbsp;&nbsp; 6818976 |
| &nbsp;&nbsp;&nbsp;Dated 1/28/26 with an interest rate of 3.15%, collateralized by EUR 2,526,000 Republic of Cameroon International Bonds, 5.95%, due 7/7/32 and a market value, including accrued interest, of $2,734,639<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868 | &nbsp;&nbsp;&nbsp;&nbsp; 2868270 |
| &nbsp;&nbsp;&nbsp;Dated 1/28/26 with an interest rate of 3.20%, collateralized by USD 2,795,000 Republic of Cameroon International Bonds, 9.50%, due 7/31/31 and a market value, including accrued interest, of $2,802,240<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089 | &nbsp;&nbsp;&nbsp;&nbsp; 3088824 |
| &nbsp;&nbsp;&nbsp;Dated 1/29/26 with an interest rate of 3.00%, collateralized by USD 594,000 Zambia Government International Bonds, 0.50%, due 12/31/53 and a market value, including accrued interest, of $429,552<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp; 449844 |
| &nbsp;&nbsp;&nbsp;Dated 1/30/26 with an interest rate of 2.80%, collateralized by USD 1,893,115 Zambia Government International Bonds, 0.50%, due 12/31/53 and a market value, including accrued interest, of $1,369,010<sup>(30)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 | &nbsp;&nbsp;&nbsp;&nbsp; 1426202 |
| Total Repurchase Agreements<br> (identified cost $116,417,504) |  |  | &nbsp;&nbsp;**$116636810** |

---

Sovereign Government Securities — 5.9%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 0.1% | Albania — 0.1% | Albania — 0.1% |
| Albanian Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 3/12/26 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95800 | &nbsp;&nbsp;$1171926 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/28/27 ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267980 | &nbsp;&nbsp;&nbsp;&nbsp; 3177338 |
|  |  | &nbsp;&nbsp;**$4349264** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt — 1.4% | Egypt — 1.4% | Egypt — 1.4% | Egypt — 1.4% |
| Egypt Treasury Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/17/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53950 | &nbsp;&nbsp;$1143461 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/24/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171950 | &nbsp;&nbsp;&nbsp;&nbsp; 3550585 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/31/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122450 | &nbsp;&nbsp;&nbsp;&nbsp; 2523345 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/12/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62750 | &nbsp;&nbsp;&nbsp;&nbsp; 1257421 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/16/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157600 | &nbsp;&nbsp;&nbsp;&nbsp; 3087737 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101025 | &nbsp;&nbsp;&nbsp;&nbsp; 1970447 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/7/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;1143225 | &nbsp;&nbsp;&nbsp;&nbsp; 22100412 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/27/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705225 | &nbsp;&nbsp;&nbsp;&nbsp; 12842424 |
|  |  |  | &nbsp;&nbsp;**$48475832** |
| Kazakhstan — 0.3% | Kazakhstan — 0.3% | Kazakhstan — 0.3% | Kazakhstan — 0.3% |
| Kazakhstan Treasury Bills, 0.00%, 5/15/26 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;5137378 | &nbsp;&nbsp;$9740937 |
|  |  |  | &nbsp;&nbsp;**$9740937** |
| Nigeria — 4.1% | Nigeria — 4.1% | Nigeria — 4.1% | Nigeria — 4.1% |
| Nigeria OMO Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/3/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4314691 | &nbsp;&nbsp;$3109717 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/17/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;5463081 | &nbsp;&nbsp;&nbsp;&nbsp; 3923396 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/25/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1006474 | &nbsp;&nbsp;&nbsp;&nbsp; 716083 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/10/26 | NGN | 19433000 | &nbsp;&nbsp;&nbsp;&nbsp; 13732097 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/17/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509550 | &nbsp;&nbsp;&nbsp;&nbsp; 358579 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/24/26 | NGN | 22938287 | &nbsp;&nbsp;&nbsp;&nbsp; 16076641 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/7/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2568268 | &nbsp;&nbsp;&nbsp;&nbsp; 1791565 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/21/26 | NGN | 15198330 | &nbsp;&nbsp;&nbsp;&nbsp; 10522120 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/28/26 | NGN | 25726316 | &nbsp;&nbsp;&nbsp;&nbsp; 17745683 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/5/26 | NGN | 13392699 | &nbsp;&nbsp;&nbsp;&nbsp; 9202757 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/12/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4772374 | &nbsp;&nbsp;&nbsp;&nbsp; 3266561 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/19/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;2463095 | &nbsp;&nbsp;&nbsp;&nbsp; 1679402 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/26/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;5691997 | &nbsp;&nbsp;&nbsp;&nbsp; 3866038 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/2/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1109490 | &nbsp;&nbsp;&nbsp;&nbsp; 748339 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/26 | NGN | 21793235 | &nbsp;&nbsp;&nbsp;&nbsp; 14579433 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/30/26 | NGN | 25135829 | &nbsp;&nbsp;&nbsp;&nbsp; 16752993 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/7/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;3596777 | &nbsp;&nbsp;&nbsp;&nbsp; 2388378 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/10/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1007060 | &nbsp;&nbsp;&nbsp;&nbsp; 668817 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/14/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1972538 | &nbsp;&nbsp;&nbsp;&nbsp; 1305023 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/28/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4029556 | &nbsp;&nbsp;&nbsp;&nbsp; 2646538 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/11/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4011186 | &nbsp;&nbsp;&nbsp;&nbsp; 2616300 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/22/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4011186 | &nbsp;&nbsp;&nbsp;&nbsp; 2559685 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/12/27 | NGN | 20756140 | &nbsp;&nbsp;&nbsp;&nbsp; 12583343 |
|  |  |  | &nbsp;&nbsp;**$142839488** |
| Total Sovereign Government Securities<br> (identified cost $197,360,083) |  |  | &nbsp;&nbsp;**$205405521** |

---

U.S. Treasury Obligations — 16.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/5/26<sup>(31)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85675 | &nbsp;&nbsp;$85649390 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/12/26<sup>(31)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51639 | &nbsp;&nbsp;&nbsp;&nbsp; 51587533 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/26/26<sup>(31)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp; 99759110 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp; 79752086 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/19/26<sup>(31)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171700 | &nbsp;&nbsp;&nbsp;&nbsp; 170923093 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/26/26<sup>(31)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp; 93508263 |
| Total U.S. Treasury Obligations<br> (identified cost $581,169,760) |  | &nbsp;&nbsp;**$581179475** |
| Total Short-Term Investments<br> (identified cost $1,581,286,904) |  | &nbsp;&nbsp;**$1589561363** |

---

---

| | |
|:---|:---|
| Total Purchased Options and Swaptions — 0.3%<br> (identified cost $11,450,696) | &nbsp;&nbsp;**$9093046** |
| Total Investments — 104.3%<br> (identified cost $3,414,837,720) | &nbsp;&nbsp;**$3601150652** |
| Less Unfunded Loan Commitments — (0.9)% | &nbsp;&nbsp;**$(29777998)** |
| Net Investments — 103.4%<br> (identified cost $3,385,059,722) | &nbsp;&nbsp;**$3571372654** |
| Total Written Options — (0.0)%<sup>†</sup><br> (premiums received $1,752,271) | &nbsp;&nbsp;**$(1294034)** |

---

---

| |
|:---|
| Securities Sold Short — (4.6)% |
| Exchange-Traded Funds — (1.5)% |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| United States — (1.5)% | United States — (1.5)% | United States — (1.5)% |
| iShares Broad USD High Yield Corporate Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;(802332) | &nbsp;&nbsp;$(30199776) |
| iShares JPMorgan USD Emerging Markets Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;(220663) | &nbsp;&nbsp;&nbsp;&nbsp; (21311633) |
| Total Exchange-Traded Funds<br> (proceeds $47,879,178) |  | &nbsp;&nbsp;**$(51511409)** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

Sovereign Government Bonds — (3.1)%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp; **Value** |
| Armenia — (0.1)% | Armenia — (0.1)% | Armenia — (0.1)% | Armenia — (0.1)% |
| Republic of Armenia International Bonds, 3.60%, 2/2/31<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2972) | &nbsp;&nbsp;$(2707291) |
|  |  |  | &nbsp;&nbsp;**$(2707291)** |
| Azerbaijan — (0.2)% | Azerbaijan — (0.2)% | Azerbaijan — (0.2)% | Azerbaijan — (0.2)% |
| Republic of Azerbaijan International Bonds, 3.50%, 9/1/32<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5883) | &nbsp;&nbsp;$(5484089) |
|  |  |  | &nbsp;&nbsp;**$(5484089)** |
| Bahrain — (0.6)% | Bahrain — (0.6)% | Bahrain — (0.6)% | Bahrain — (0.6)% |
| Bahrain Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 5/18/34<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2648) | &nbsp;&nbsp;$(2477144) |
| &nbsp;&nbsp;&nbsp;6.00%, 9/19/44<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4017) | &nbsp;&nbsp;&nbsp;&nbsp; (3451067) |
| &nbsp;&nbsp;&nbsp;7.50%, 2/12/36<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5500) | &nbsp;&nbsp;&nbsp;&nbsp; (5766857) |
| &nbsp;&nbsp;&nbsp;7.50%, 7/7/37<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2638) | &nbsp;&nbsp;&nbsp;&nbsp; (2754817) |
| &nbsp;&nbsp;&nbsp;7.50%, 9/20/47<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2135) | &nbsp;&nbsp;&nbsp;&nbsp; (2130607) |
| &nbsp;&nbsp;&nbsp;7.75%, 4/18/35<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3374) | &nbsp;&nbsp;&nbsp;&nbsp; (3591043) |
|  |  |  | &nbsp;&nbsp;**$(20171535)** |
| Cameroon — (0.1)% | Cameroon — (0.1)% | Cameroon — (0.1)% | Cameroon — (0.1)% |
| Republic of Cameroon Government International Bonds, 5.95%, 7/7/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2526) | &nbsp;&nbsp;$(2632627) |
|  |  |  | &nbsp;&nbsp;**$(2632627)** |
| Indonesia — (1.1)% | Indonesia — (1.1)% | Indonesia — (1.1)% | Indonesia — (1.1)% |
| Indonesia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/50 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15700) | &nbsp;&nbsp;$(12578885) |
| &nbsp;&nbsp;&nbsp;4.30%, 3/31/52 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8900) | &nbsp;&nbsp;&nbsp;&nbsp; (7227767) |
| &nbsp;&nbsp;&nbsp;5.45%, 9/20/52 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5800) | &nbsp;&nbsp;&nbsp;&nbsp; (5621100) |
| &nbsp;&nbsp;&nbsp;5.65%, 1/11/53 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13290) | &nbsp;&nbsp;&nbsp;&nbsp; (13161631) |
|  |  |  | &nbsp;&nbsp;**$(38589383)** |
| Kazakhstan — (0.2)% | Kazakhstan — (0.2)% | Kazakhstan — (0.2)% | Kazakhstan — (0.2)% |
| Kazakhstan Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 10/14/44<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4548) | &nbsp;&nbsp;$(4117011) |
| &nbsp;&nbsp;&nbsp;6.50%, 7/21/45<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3382) | &nbsp;&nbsp;&nbsp;&nbsp; (3677742) |
|  |  |  | &nbsp;&nbsp;**$(7794753)** |
| Poland — (0.3)% | Poland — (0.3)% | Poland — (0.3)% | Poland — (0.3)% |
| Republic of Poland Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 3/7/29<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7156) | &nbsp;&nbsp;$(8138243) |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp; **Value** |
| Poland (continued) | Poland (continued) | Poland (continued) | Poland (continued) |
| Republic of Poland Government International Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 5/25/32<sup>(7)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2000) | &nbsp;&nbsp;$(2324542) |
|  |  |  | &nbsp;&nbsp;**$(10462785)** |
| Senegal — (0.3)% | Senegal — (0.3)% | Senegal — (0.3)% | Senegal — (0.3)% |
| Senegal Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 5/23/33<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9103) | &nbsp;&nbsp;$(5287224) |
| &nbsp;&nbsp;&nbsp;6.75%, 3/13/48<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8194) | &nbsp;&nbsp;&nbsp;&nbsp; (4447718) |
|  |  |  | &nbsp;&nbsp;**$(9734942)** |
| Zambia — (0.2)% | Zambia — (0.2)% | Zambia — (0.2)% | Zambia — (0.2)% |
| Zambia Government International Bonds, 0.50%, 12/31/53<sup>(7)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11570) | &nbsp;&nbsp;$(8361886) |
|  |  |  | &nbsp;&nbsp;**$(8361886)** |
| Total Sovereign Government Bonds<br> (proceeds $105,596,333) |  |  | &nbsp;&nbsp;**$(105939291)** |
| Total Securities Sold Short<br> (proceeds $153,475,511) |  |  | &nbsp;&nbsp;**$(157450700)** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — 1.2% | &nbsp;&nbsp;**$41518125** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$3454146045** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Principal amount is less than $500. |
| <sup>(2)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at January 31, 2026. |
| <sup>(3)</sup> | Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at January 31, 2026. |
| <sup>(4)</sup> | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2026. |
| <sup>(5)</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 $122,416,354 or 3.5% of the Portfolio's net assets. |
| <sup>(6)</sup> | Non-income producing security. |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

<sup>(7)</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 $402,202,411 or 11.6% of the Portfolio's net assets.

<sup>(8)</sup> Securities are traded on separate exchanges for the same entity.

<sup>(9)</sup> Security whose performance is linked to the price of an underlying security issued by the Arab Republic of Egypt. The investment is subject to credit risk of the issuing financial institution (Absa Bank Ltd.) in addition to the market risk of the underlying security.

<sup>(10)</sup> Security whose performance is linked to the price of an underlying security issued by the United Republic of Tanzania. The investment is subject to credit risk of the issuing financial institution (Absa Bank Ltd.) in addition to the market risk of the underlying security.

<sup>(11)</sup> Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy and is non-income producing. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

<sup>(12)</sup> Represents a payment-in-kind security which may pay interest in additional principal at the issuer's discretion.

<sup>(13)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(14)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(15)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(16)</sup> Quantity held represents principal in USD.

<sup>(17)</sup> Security is subject to risk of loss depending on the occurrence, frequency and severity of the loss events that are covered by underlying reinsurance contracts and that may occur during a specified risk period.

<sup>(18)</sup> Restricted security.

<sup>(19)</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>(20)</sup> Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

<sup>(21)</sup> Unfunded or partially unfunded loan commitments. The stated interest rate reflects the reference rate and spread for the funded portion, if any. At January 31, 2026, the total value of unfunded loan commitments is $35,105,162.

<sup>(22)</sup> When-issued security.

<sup>(23)</sup> Inflation-linked security whose principal is adjusted for inflation based on changes in a designated inflation index or inflation rate for the applicable country. Interest is calculated based on the inflation-adjusted principal.

<sup>(24)</sup> Security (or a portion thereof) has been pledged for the benefit of the counterparty for reverse repurchase agreements.

<sup>(25)</sup> Step coupon security. Interest rate represents the rate in effect at January 31, 2026.

<sup>(26)</sup> Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at January 31, 2026.

<sup>(27)</sup> Interest only security that entitles the holder to receive only a portion of the interest payments on the underlying loans. Principal amount shown is the notional amount of the underlying loans on which coupon interest is calculated.

<sup>(28)</sup> The stated interest rate represents the weighted average fixed interest rate at January 31, 2026 of all interest only securities comprising the trust.

<sup>(29)</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>(30)</sup> Open repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

<sup>(31)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Call USD vs. Put COP | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13972000 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;4000.00 | &nbsp;&nbsp;2/13/26 | &nbsp;&nbsp;$3996 |
| Call USD vs. Put COP | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 16198000 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;4000.00 | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7467 |
| Call USD vs. Put EUR | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 96223000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp; 1.13 | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 333505 |
| Call USD vs. Put EUR | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 86528000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp; 1.10 | &nbsp;&nbsp;1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 426982 |
| Call USD vs. Put EUR | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 70472000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp; 1.10 | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 349673 |
| Call USD vs. Put EUR | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;EUR | &nbsp;&nbsp;144334000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp; 1.12 | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 435586 |
| Call USD vs. Put INR | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;USD | &nbsp;&nbsp; 26000000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 278408 |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6200000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 69248 |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4915000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 88.86 | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 185728 |
| Call USD vs. Put INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 11877000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 129139 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 49300000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 252515 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4245000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.90 | &nbsp;&nbsp;4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13919 |
| Put USD vs. Call CNH | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7300000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp;4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 39588 |
| Put USD vs. Call CNH | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 56025000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 286960 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 44900000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 229978 |
| Put USD vs. Call INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7200000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7 |
| Put USD vs. Call INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 11298000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 89.13 | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8677 |
| Put USD vs. Call INR | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;USD | &nbsp;&nbsp; 11298000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 89.23 | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9445 |
| Put USD vs. Call INR | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;USD | &nbsp;&nbsp; 11300000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 88.73 | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6904 |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9400000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9 |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8 |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3700000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4915000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 88.86 | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3268 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15600000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 37658 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8400000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20278 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 19424 |
| Put USD vs. Call INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 18900000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 19 |
| Put USD vs. Call INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1010000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 87.00 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$3148402** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Interest Rate Swaptions (OTC) — 0.1%** | **Purchased Interest Rate Swaptions (OTC) — 0.1%** | **Purchased Interest Rate Swaptions (OTC) — 0.1%** | **Purchased Interest Rate Swaptions (OTC) — 0.1%** | **Purchased Interest Rate Swaptions (OTC) — 0.1%** | **Purchased Interest Rate Swaptions (OTC) — 0.1%** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Option to enter into interest rate swap expiring 1/26/37 to pay 4.25% and receive SOFR | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;47968000 | &nbsp;&nbsp;1/22/27 | &nbsp;&nbsp;$687813 |
| Option to enter into interest rate swap expiring 1/29/37 to pay 4.50% and receive SOFR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;60632000 | &nbsp;&nbsp;1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 919181 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$1606994** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| ICE Brent Crude Oil Futures 06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;206 | $&nbsp;&nbsp;14562140 | $&nbsp;&nbsp;42.00 | &nbsp;&nbsp; 4/27/26 | &nbsp;&nbsp;$32960 |
| ICE Brent Crude Oil Futures 06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;48634720 | &nbsp;&nbsp;50.00 | &nbsp;&nbsp; 4/27/26 | &nbsp;&nbsp; 254560 |
| ICE Brent Crude Oil Futures 06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;31457050 | &nbsp;&nbsp;60.00 | &nbsp;&nbsp; 4/27/26 | &nbsp;&nbsp; 836600 |
| ICE Brent Crude Oil Futures 12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp; 8058660 | &nbsp;&nbsp;50.00 | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp; 186960 |
| ICE Brent Crude Oil Futures 12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;40081230 | &nbsp;&nbsp;55.00 | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp;1581930 |
| ICE Brent Crude Oil Futures 12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp; 9613840 | &nbsp;&nbsp;58.00 | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp; 508640 |
| ICE Brent Crude Oil Futures 12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;14703520 | &nbsp;&nbsp;60.00 | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp; 936000 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$4337650** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1897000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;$(350624) |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1518000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; (281789) |
| Call USD vs. Put INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7200000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (75398) |
| Call USD vs. Put INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9400000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; (78650) |
| Call USD vs. Put INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; (67298) |
| Call USD vs. Put INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3700000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (33848) |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (36592) |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4915000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 88.86 | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; (185728) |
| Call USD vs. Put INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;18900000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (172897) |
| Call USD vs. Put INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; (11132) |
| Put USD vs. Call INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7200000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (7) |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9400000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; (9) |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; (8) |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3700000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (4) |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (4) |
| Put USD vs. Call INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;18900000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (19) |
| Put USD vs. Call INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; (1) |
| Put USD vs. Call KRW | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;USD | &nbsp;&nbsp;18200000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1310.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; (18) |
| Put USD vs. Call KRW | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7720000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1310.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; (8) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(1294034)** |

---

---

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

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4457255 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6348 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;42787000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11183688 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292313 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 7056000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1843260 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$49246 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 7810200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2047100 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47692 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7536663 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8901269 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50424 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7420000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8763482 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49643 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4505975 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5321837 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30147 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2092590 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2455676 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29804 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2032000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2384550 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28964 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1628144 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1910643 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23189 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3425074 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4045226 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22915 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2391000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2823920 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15997 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1057189 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1240610 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15069 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2007806 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11374 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1260735 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1489006 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8435 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 560876 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 658193 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7988 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1140819 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1347378 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7633 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 309417 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 363100 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4410 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 52930000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 15678318 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16360 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 24733000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7331555 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2216 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 64700000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2066895 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22942) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 92529483 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2959050 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35930) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 105495250 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3370994 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38269) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 138376003 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4416725 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45257) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 109000827 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3489143 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45673) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 128975424 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4122992 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48500) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 128975218 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4125095 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50609) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 129053315 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4129045 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52093) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 146994480 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4696759 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53023) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 28476 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 111441749 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1414) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 14731517 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 57653200000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(731782) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 72612 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 61480 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (411) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 181757 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 153893 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1030) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 619400 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 524443 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3509) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 652087 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 552119 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3694) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1759666 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1489901 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9968) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2612899 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2212329 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14801) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3555901 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3010765 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20143) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4019354 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3403168 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22769) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4786214 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4052466 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27113) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5437000 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4603483 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30799) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5451610 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4615853 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30882) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9460309 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 8010000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53591) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12700397 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 10753368 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71945) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12999556 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11006664 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73640) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13800090 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11684473 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78175) |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13837060 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11715775 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(78384) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15113007 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 12796114 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85612) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 16404955 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 13890000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92931) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 19157848 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 16220861 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108525) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 30554975 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 25870757 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(173087) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 31004493 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 26251361 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(175634) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 35866183 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 30367732 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(203174) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 71809713 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 60800952 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(406787) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5677732 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 514000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91300 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1604053 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 145347430 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24338 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2016343 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 183360000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23487 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1732526 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 157400000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21817 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1584361 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 144000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19290 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1807191 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 164689498 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17256 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1276737 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 116000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15986 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1276600 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 116000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15848 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1156611 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 105240000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12805 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 957562 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 87000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11999 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 954148 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 86700000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11845 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 956451 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 87000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10887 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 911128 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 83013362 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8894 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 638516 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 58000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8141 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 637421 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 58000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7046 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 226810 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 20532875 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3647 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 44642 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 4066213 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3785998 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 348400000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (603) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1953625 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 2819765000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7048 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 61802 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 88262000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 872 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 86449 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 124718000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 22695 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 32730865 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9941 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 14327475 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10077 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 14526830 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11559 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 16738800 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 14876 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 21557045 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7488 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 10900000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5295 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 7788410 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7520 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 11019800 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5865 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 8667905 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13463 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 19851580 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (241) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 16643 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 24519015 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (283) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 55949 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 82476100 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (987) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 123842 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 181109110 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1184) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 81510 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 119818610 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1204) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 98312 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 144239875 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1262) |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 156857 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 229234350 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1391) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 85250 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 125537185 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1413) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 100008 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 146921280 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1417) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 136928 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 200509315 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1490) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 193858 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 284233265 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2357) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 170010 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 250000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2573) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 351874 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 514601800 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3373) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 514213 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 753558955 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5993) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2562846 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 3744446350 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22069) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13307804 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 19462397022 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(127732) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11286682 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 38000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19012 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5940888 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 20000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10536 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13344483 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1191 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8174881 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 27618018 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14348) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 16510150 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 970000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70800 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6884924 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 404501232 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29524 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 28372431 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;473150000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198333 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 17129811 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;285639600000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121171 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1881528 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 31525000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4346 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1962654 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 33003000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2537) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3721943 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 62924287100 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24934) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3633695 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 61467580000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26442) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3811902 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 64497383900 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28647) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6607747 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;111690749000 | &nbsp;&nbsp;&nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42969) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 11302903 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 193017 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1811) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 112697097 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1939709 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33261) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1339525 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 75000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70783 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 535762 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 30000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28265 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 339571 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18156 |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 68406815 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1171570 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14579) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 119239000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2036011 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19276) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 106754500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1825487 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19907) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 50564500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 878039 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22822) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 129200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2208358 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23148) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 103868066 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1798426 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41665) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 103885200 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1803876 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46825) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 262740000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4492050 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48226) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 104549700 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1819917 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51628) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 143090000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2492206 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72069) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 139748462 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2436340 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72720) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 368000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6306770 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82643) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 175721200 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3062946 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90905) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 168920000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2954180 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97170) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 339018400 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5896998 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(163048) |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4632929 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 260000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$235448 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3551515 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 200000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168837 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3379580 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 190000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166036 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3546414 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 200000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163736 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3544717 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 200000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162039 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3028683 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 170000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153407 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3027605 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 170000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152329 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3003019 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 169100000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142965 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2350033 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 131200000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130997 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1996791 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 112000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102491 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1790671 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99332 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1781578 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90240 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1773710 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82371 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1773458 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 100000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82120 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1496577 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 84000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75852 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1073146 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 59800000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61726 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1203556 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 67700000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58519 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 54768200 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1730980 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2512 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 43527400 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1376273 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1431 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 54378800 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1719923 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1244 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 80786500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2556211 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 798 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 67880100 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2148444 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 62146300 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1967278 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 53833700 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1704191 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (277) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 69346100 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2195539 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (635) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 48200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1527734 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2134) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 44132900 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1399135 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2265) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(374868)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| ZMW | &nbsp;&nbsp; 3639672 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 185698 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/2/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(708) |
| PLN | &nbsp;&nbsp; 257289811 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 61149773 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (69049) |
| UGX | &nbsp;&nbsp; 5776615000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1619170 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3475 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1636435 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 5776615000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13790 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1619170 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 5776615000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3475) |
| EUR | &nbsp;&nbsp; 13071621 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 1896692187 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7508) |
| EUR | &nbsp;&nbsp; 11188487 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 1675475861 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (431667) |
| ISK | &nbsp;&nbsp; 1896692187 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 12665724 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 488660 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 1675475861 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 11547042 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6633 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 120033655 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 2054527156 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(7132391) |
| EUR | &nbsp;&nbsp; 587551 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 684395 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12156 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 143857 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 167082 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3463 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 3323125 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3919442 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20175 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 273573811 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 64648434 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 355122 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 19855061 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 16720657 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 32458 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5596911 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4713835 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8585 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 38648115 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 32880316 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (332019) |
| USD | &nbsp;&nbsp; 1856448 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1556858 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10768 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1718231 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1445067 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5081 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1594938 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1368029 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26882) |
| USD | &nbsp;&nbsp; 1961307 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1683503 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34512) |
| USD | &nbsp;&nbsp; 8284892 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6970900 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20779 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 478983 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 411054 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8328) |
| USD | &nbsp;&nbsp; 863947 | &nbsp;&nbsp;VND | &nbsp;&nbsp;22517044700 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3748) |
| VND | &nbsp;&nbsp;22517044700 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 850502 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17193 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 61118325 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 257289811 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 57931 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 1745653974 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4555672 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 19999 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 257289811 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 61118325 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57931) |
| PLN | &nbsp;&nbsp; 257289811 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 61118325 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57931) |
| UGX | &nbsp;&nbsp; 6878605000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1859585 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 69770 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1717925 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 6115812000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2523 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 171935720 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3890508 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 35289 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 129530138 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2935684 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 21869 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 85655715 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1943821 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11950 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 8562089 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 194131 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1366 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 6678646 | &nbsp;&nbsp;RUB | &nbsp;&nbsp; 548200000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (509734) |
| ISK | &nbsp;&nbsp; 460227000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3123147 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 54803 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 256208321 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5784888 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 42681 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 295575 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 4238543 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (89035) |
| USD | &nbsp;&nbsp; 149942 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 1755821 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9165) |
| TRY | &nbsp;&nbsp; 1144372438 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 25852118 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 117416 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 117055 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 1340277 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4314) |
| USD | &nbsp;&nbsp; 9469971 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 419198666 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43011) |
| KZT | &nbsp;&nbsp; 2858956134 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5591543 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 47646 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10183541 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 3113948 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36311 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10086564 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 3084496 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 35308 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 15129845 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 4633552 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 30776 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NGN | &nbsp;&nbsp; 238404000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 150603 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 19221 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 137171 | &nbsp;&nbsp;NGN | &nbsp;&nbsp; 238404000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (32652) |
| VND | &nbsp;&nbsp;15830396800 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 595352 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13307 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 4152840934 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8163699 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 18433 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NGN | &nbsp;&nbsp; 274343000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 144772 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50550 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5807544 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 2953716865 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12014) |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 739075 | &nbsp;&nbsp;NGN | &nbsp;&nbsp; 1280817000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(172820) |
| USD | &nbsp;&nbsp; 1487625 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 56500000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33821 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 772489059 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1488849 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 28527 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 331110746 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6724426 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 164663 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;11211744750 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 421304 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9136 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 23700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15650887 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 850889 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 92683 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 13924754 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3274) |
| EUR | &nbsp;&nbsp; 59881275 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 254087329 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (382666) |
| EUR | &nbsp;&nbsp; 5627063 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 28811103 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6323) |
| HUF | &nbsp;&nbsp; 100296315 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 260668 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 2757630000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7205444 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13905) |
| HUF | &nbsp;&nbsp; 100296315 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 260714 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 3389562279 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 22560984 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 797017 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 863839690 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 5850591 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 83327 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 52000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2830908 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 133056 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 53513000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2948215 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 101988 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 300000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 16524434 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 575358 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 127487000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7022743 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 243927 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 3900000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 211360 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10937 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 9102400 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2215019 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 97307 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 8343192 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2036365 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 83096 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 2549768 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 623141 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24589 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 1844063 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 450948 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17508 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 15582280 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3799166 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 159275 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 15600970 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3804372 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 158817 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 15563199 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3803137 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150456 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 9337928 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2276822 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 95337 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 8916550 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2165788 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 99326 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 7983408 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1945370 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 82694 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 8097774 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1975549 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 81568 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 5650699 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1374866 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 60608 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 7990000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1979389 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50349 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 7800449 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1903013 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 78573 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 5460320 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1332761 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 54351 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NZD | &nbsp;&nbsp; 11572600 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6774279 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 204688 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NZD | &nbsp;&nbsp; 27100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15711089 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 631827 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NZD | &nbsp;&nbsp; 13837400 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8116673 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 228105 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 18420000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1736768 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9566 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 287280000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 26215231 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1184397 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 143770000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15308889 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 866542 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 143770000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15361632 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 813799 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| SEK | &nbsp;&nbsp; 18410000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2062254 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;$9039 | &nbsp;&nbsp;$— |
| TRY | &nbsp;&nbsp; 424707000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9381053 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 69475 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 103468859 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2285436 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16940 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 141669505 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3148411 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4001 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 101155005 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2248182 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2707 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 42506115 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 943560 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 60715502 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1349394 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 9309376 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 13700000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (229626) |
| USD | &nbsp;&nbsp; 6757794 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (204981) |
| USD | &nbsp;&nbsp; 17915799 | &nbsp;&nbsp;BHD | &nbsp;&nbsp; 6766439 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17860) |
| USD | &nbsp;&nbsp; 1632684 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 1210000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22930) |
| USD | &nbsp;&nbsp; 30497154 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 23070000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1068975) |
| USD | &nbsp;&nbsp; 1091268 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 815069 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23972) |
| USD | &nbsp;&nbsp; 552899 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 85240000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1249396 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 192167417 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3102 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 8217832 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 150968157 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (387248) |
| USD | &nbsp;&nbsp; 10030960 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 185000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (513912) |
| USD | &nbsp;&nbsp; 14314452 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 264000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (733366) |
| USD | &nbsp;&nbsp; 16041707 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 296000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (830088) |
| USD | &nbsp;&nbsp; 22816076 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 421000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1180632) |
| USD | &nbsp;&nbsp; 937031 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 1628950 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45323) |
| USD | &nbsp;&nbsp; 4724434 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 8213030 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (228513) |
| USD | &nbsp;&nbsp; 10121359 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 17595130 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (489554) |
| USD | &nbsp;&nbsp; 2390908 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 4158826 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (117112) |
| USD | &nbsp;&nbsp; 12054744 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 20968430 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (590470) |
| USD | &nbsp;&nbsp; 25825418 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 44921606 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1264990) |
| USD | &nbsp;&nbsp; 2257878 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 3925940 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (109698) |
| USD | &nbsp;&nbsp; 11384008 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 19794220 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (553087) |
| USD | &nbsp;&nbsp; 24388468 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 42406040 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1184903) |
| USD | &nbsp;&nbsp; 3389253 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 12750000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6565) |
| USD | &nbsp;&nbsp; 3389175 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 12750000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6642) |
| USD | &nbsp;&nbsp; 2129379 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 35970000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (90306) |
| USD | &nbsp;&nbsp; 3080114 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 53060000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (194184) |
| VND | &nbsp;&nbsp;22710156370 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 850568 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20852 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 83010000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5179543 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57050) |
| ZAR | &nbsp;&nbsp; 110680000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6953178 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (123188) |
| ZAR | &nbsp;&nbsp; 83010000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5178300 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55807) |
| TRY | &nbsp;&nbsp; 177847351 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3472185 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 470531 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3354001 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 177847351 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (588714) |
| UZS | &nbsp;&nbsp;11412500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 711059 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 217334 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 214771711 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4029520 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 721171 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 751073 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 40257809 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (139419) |
| USD | &nbsp;&nbsp; 3223565 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 174513902 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (636635) |
| USD | &nbsp;&nbsp; 232467 | &nbsp;&nbsp;GHS | &nbsp;&nbsp; 2650120 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2930) |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 35078290 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 195800000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/1/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1640929) |
| USD | &nbsp;&nbsp; 33709280 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 187400000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1434651) |
| VND | &nbsp;&nbsp;59917770000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2255516 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 38468 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;15779945275 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 595133 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9011 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 405351 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 60478374 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8920) |
| EUR | &nbsp;&nbsp; 1661856 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 248148324 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38187) |
| ISK | &nbsp;&nbsp; 347475080 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2331265 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 48459 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 109524920 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 733491 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16855 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 2953494000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5142324 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 588172 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1859585 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 6629420000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22165 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3319359000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9794 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 3532159000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6170788 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 680169 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 2949123000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5142324 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 577779 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 2947066000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5142324 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 573790 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp; 7302389251 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1972286 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50862 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1859585 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 6648016000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17733 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1394689 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 4992985645 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11368 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 1109775452 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7500003 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 83869 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1181108000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2254935 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33642 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 918804 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3234191000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24164 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3347252964 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4239 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;16295809405 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 613085 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10354 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;15803132700 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 595446 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9145 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1461865000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2551248 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 278505 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 2921179000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5102496 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 550187 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 15426925 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 589000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 332818 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 11427335 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 1675475860 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16375 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 1896692187 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 12936108 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18537) |
| KZT | &nbsp;&nbsp; 562081183 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1006412 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 77640 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1576157 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 5776615000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13683) |
| USD | &nbsp;&nbsp; 1394689 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 5027853000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10923 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929793 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3347253000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8561 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;22517044700 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 857858 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 1356959 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 7457167 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (111237) |
| RON | &nbsp;&nbsp; 7457167 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1394906 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 66050 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 464896 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1729414000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10125) |
| KZT | &nbsp;&nbsp; 3303760727 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6181030 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 122931 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1643450000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3020215 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 102388 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 350043323 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6980275 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24132 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 40346016 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 795466 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10401 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 689886739 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1297267 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10371 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZMW | &nbsp;&nbsp; 6207546 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 271430 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 40084 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 30050657 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 175000000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2084618) |
| KZT | &nbsp;&nbsp; 1774859000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3308835 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 34099 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| KZT | &nbsp;&nbsp; 1417856000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2647333 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;$22387 | &nbsp;&nbsp;$— |
| KZT | &nbsp;&nbsp; 1643450000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3076757 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16811 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3416987000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5969 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 9240000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10949400 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 90468 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 11630000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13746660 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 148759 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 2080000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3909672 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 951 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 978064 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3560152000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16163 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 445025947 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9021661 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28533) |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3407689000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9285 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 2642783061 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4957796 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7943 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 5042669000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9510585 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (49667) |
| KZT | &nbsp;&nbsp; 1489308000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2588390 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 202460 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1489572000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2587482 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 201356 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 22163377 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 96665570 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (688266) |
| EUR | &nbsp;&nbsp; 22725719 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 99361390 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (771959) |
| EUR | &nbsp;&nbsp; 45446906 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 197921277 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1314890) |
| EUR | &nbsp;&nbsp; 33348061 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 145197458 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (953830) |
| MNT | &nbsp;&nbsp; 1760852600 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 459753 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 18491 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MNT | &nbsp;&nbsp; 1814276000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 472837 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 19843 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 6387596000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 396745 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 106755 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 3518712735 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 218554 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 58723 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 3140674000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5142323 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 623851 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3430934000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22338 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3458828000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15190 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 3109972000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5102497 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 593931 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3454179000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16877 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 4754781000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7857843 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 841135 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5308408 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 2044528 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4824081 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 1857990 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4422074 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 1703157 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 236 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4020067 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 1548325 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 1504882000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2754933 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6541) |
| KZT | &nbsp;&nbsp; 1529284407 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2587482 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 204661 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1859585 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 6926954000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33877 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 464896 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1731738000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8882 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZMW | &nbsp;&nbsp; 10952000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 451257 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 85145 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929793 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3472775000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16416 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929793 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3474635000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15927 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929793 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3491371000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12077 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 464896 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 1771255000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (542) |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 3626190000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22215) |
| TRY | &nbsp;&nbsp; 566724126 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10254748 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 319180 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2005468 | &nbsp;&nbsp;UAH | &nbsp;&nbsp; 94257000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25382) |
| USD | &nbsp;&nbsp; 989604 | &nbsp;&nbsp;UAH | &nbsp;&nbsp; 47501000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33294) |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 632592 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 91126520 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/7/27 | &nbsp;&nbsp;$28788 | &nbsp;&nbsp;$— |
| NGN | &nbsp;&nbsp; 1625307000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1012652 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 38070 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2238483 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1842630 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 21475 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 8080000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9636208 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 85814 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 6540000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7800258 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 69097 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4993351 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 1508004 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 47334 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 2119371000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 118170 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 39229 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 2223163000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 124352 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 40394 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$20097341** | &nbsp;&nbsp;**$(30399748)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| **Commodity Futures** |  |  |  |  |  |
| Gold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;$34164720 | &nbsp;&nbsp;&nbsp;&nbsp;$(2674605) |
| **Equity Futures** |  |  |  |  |  |
| OMX Stockholm 30 Index | &nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34356408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660516 |
| Euro Stoxx Bank | &nbsp;&nbsp;&nbsp;&nbsp;(1271) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20749363) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1351402) |
| STOXX Europe 600 Index | &nbsp;&nbsp;&nbsp;&nbsp;(1442) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52192683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1289265) |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42982125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (858000) |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(191) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26400710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2264) |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(516) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78393946) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196247 |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2083939) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36035 |
| Japan 10-Year Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (850414) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12471 |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3544367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7003 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(884) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96293844) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438388 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(659) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73694734) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501237 |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3338625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33669 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (456625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (312) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(4290282)** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;127470 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 12.97%<br> (pays upon termination) | 1/2/31 | $33677 | $— | $33677 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;135000 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.03%<br> (pays upon termination) | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99281 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 99281 |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;164400 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.58%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(56540) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (56540) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;140000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(43806) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43806) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65400 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(19787) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19787) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;197000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(57568) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57568) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;110000 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.59%<br> (pays quarterly) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(31008) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31008) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45014 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.60%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(10811) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10811) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;123900 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.62%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(19136) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19136) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;122116 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.62%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(16766) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16766) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;149413 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.63%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(14573) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14573) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74900 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.63%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7203) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7203) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59757 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.63%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5336) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5336) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | Receives | 1-day Euro Short-Term Rate<br> (pays annually) | 2.60%<br> (pays annually) | 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;(29679) | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp; (29658) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.03%<br> (pays annually) | 10/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;106985 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 106985 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.17%<br> (pays annually) | 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43122 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43122 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.01%<br> (pays annually) | 10/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50662 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50662 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.26%<br> (pays annually) | 10/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19331 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19331 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.31%<br> (pays annually) | 10/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41997 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 41997 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | Pays | 6-month EURIBOR<br> (pays semi-annually) | 3.20%<br> (pays annually) | 10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35339 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 35339 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| HUF | 6111144 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.33%<br> (pays annually) | 12/17/30 | $258923 | $— | $258923 |
| HUF | 3055572 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.33%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;132088 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 132088 |
| HUF | 2585484 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.36%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;122023 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 122023 |
| HUF | 2340146 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.68%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;167594 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 167594 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;594547 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.70%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44625 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 44625 |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;594547 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.70%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45853 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 45853 |
| HUF | 1654747 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.73%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;135589 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 135589 |
| HUF | 1700713 | Pays | 6-month HUF BUBOR<br> (pays semi-annually) | 6.73%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;141306 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 141306 |
| KRW | 30205000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;(208581) | &nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp; (206548) |
| KRW | 48862000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.34%<br> (pays quarterly) | 6/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;(331998) | &nbsp;&nbsp;&nbsp;&nbsp; (192) | &nbsp;&nbsp;&nbsp;&nbsp; (332190) |
| KRW | 32187000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(279034) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (279034) |
| KRW | 22802000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.33%<br> (pays quarterly) | 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(195340) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (195340) |
| KRW | 15101300 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.79%<br> (pays quarterly) | 12/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;(55272) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55272) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;558000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.27%<br> (pays monthly) | 12/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;152208 | &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; 152224 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;504100 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.30%<br> (pays monthly) | 12/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;152428 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 152428 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;884900 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.93%<br> (pays monthly) | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;(73745) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (73745) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;567000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.94%<br> (pays monthly) | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;(45834) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45834) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;641000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.30%<br> (pays monthly) | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;191476 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 191476 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;887000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.12%<br> (pays monthly) | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82965 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 82965 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;882000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.08%<br> (pays monthly) | 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46166 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 46166 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;136100 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.04%<br> (pays monthly) | 1/14/28 | $788 | $— | $788 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13120 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 9.13%<br> (pays monthly) | 11/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44931 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 44931 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;461230 | Receives | 6-month PLN WIBOR<br> (pays quarterly) | 4.36%<br> (pays annually) | 9/17/26 | (1948911) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(1948911) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30750 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 3.87%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(25804) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25804) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15375 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 3.88%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(15458) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15458) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15375 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 3.90%<br> (pays annually) | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;(19782) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19782) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90904 | Receives | 6-month PLN WIBOR<br> (pays quarterly) | 4.49%<br> (pays annually) | 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;(30971) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30971) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90904 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.59%<br> (pays annually) | 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73788 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 73788 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;390150 | Receives | 6-month PLN WIBOR<br> (pays quarterly) | 4.61%<br> (pays annually) | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;(325286) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (325286) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;390150 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.71%<br> (pays annually) | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;500420 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 500420 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11653 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.27%<br> (pays annually) | 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;(88211) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (88211) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45541 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.31%<br> (pays annually) | 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;(392468) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (392468) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60296 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.34%<br> (pays annually) | 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;(555622) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (555622) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.26%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2093) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2093) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.28%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3255) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3255) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8199 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.30%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;(14565) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14565) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12448 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.31%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;(22403) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22403) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8199 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.31%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;(15328) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15328) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38470 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.44%<br> (pays annually) | 12/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;(185526) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (185526) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15930 | Pays | SOFR<br> (pays annually) | 4.00%<br> (pays annually) | 1/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40779 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 40779 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13140 | Pays | SOFR<br> (pays annually) | 4.00%<br> (pays annually) | 1/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33192 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 33192 |
| **Total** |  |  |  |  |  | **$(2350164)** | **$1878** | **$(2348286)** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** |  |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Bahrain | $&nbsp;&nbsp;&nbsp;&nbsp;8500 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/35 | &nbsp;&nbsp;$973048 | &nbsp;&nbsp;$(878233) | &nbsp;&nbsp;$94815 |
| iTraxx Europe Crossover Index (ITRAXX.XO.44.V1) | &nbsp;&nbsp;&nbsp;60495 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (8067970) | &nbsp;&nbsp;&nbsp;&nbsp; 7514793 | &nbsp;&nbsp;&nbsp;&nbsp; (553177) |
| Malaysia | &nbsp;&nbsp;&nbsp;24670 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (703136) | &nbsp;&nbsp;&nbsp;&nbsp; 646688 | &nbsp;&nbsp;&nbsp;&nbsp; (56448) |
| Markit CDX Emerging Markets Index (CDX.EM.43.V1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp; (939) | &nbsp;&nbsp;&nbsp;&nbsp; (676) |
| Markit CDX Emerging Markets Index (CDX.EM.44.V1) | &nbsp;&nbsp;&nbsp;77416 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 842645 | &nbsp;&nbsp;&nbsp;&nbsp;(1050498) | &nbsp;&nbsp;&nbsp;&nbsp; (207853) |
| Markit CDX North America High Yield Index (CDX.NA.HY.45.V1) | &nbsp;&nbsp;&nbsp;94721 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (8469040) | &nbsp;&nbsp;&nbsp;&nbsp; 7317295 | &nbsp;&nbsp;&nbsp;&nbsp;(1151745) |
| Markit CDX North America Investment Grade Index (CDX.NA.IG.45.V1) | 111304 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (2619383) | &nbsp;&nbsp;&nbsp;&nbsp; 2440413 | &nbsp;&nbsp;&nbsp;&nbsp; (178970) |
| Panama | &nbsp;&nbsp;&nbsp;14498 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 148146 | &nbsp;&nbsp;&nbsp;&nbsp; (278580) | &nbsp;&nbsp;&nbsp;&nbsp; (130434) |
| Poland | &nbsp;&nbsp;&nbsp;27220 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (560657) | &nbsp;&nbsp;&nbsp;&nbsp; 410414 | &nbsp;&nbsp;&nbsp;&nbsp; (150243) |
| Qatar | &nbsp;&nbsp;&nbsp;46882 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (1543403) | &nbsp;&nbsp;&nbsp;&nbsp; 1425036 | &nbsp;&nbsp;&nbsp;&nbsp; (118367) |
| Saudi Arabia | 154887 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (2011579) | &nbsp;&nbsp;&nbsp;&nbsp; 2087978 | &nbsp;&nbsp;&nbsp;&nbsp; 76399 |
| Saudi Arabia | &nbsp;&nbsp;&nbsp;51000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 56456 | &nbsp;&nbsp;&nbsp;&nbsp; 92609 | &nbsp;&nbsp;&nbsp;&nbsp; 149065 |
| Saudi Arabia | &nbsp;&nbsp;&nbsp;46290 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 527033 | &nbsp;&nbsp;&nbsp;&nbsp; (355676) | &nbsp;&nbsp;&nbsp;&nbsp; 171357 |
| South Africa | &nbsp;&nbsp;&nbsp;89123 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1345354 | &nbsp;&nbsp;&nbsp;&nbsp;(2584794) | &nbsp;&nbsp;&nbsp;&nbsp;(1239440) |
| South Africa | &nbsp;&nbsp;&nbsp;&nbsp;9666 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 229562 | &nbsp;&nbsp;&nbsp;&nbsp; (793258) | &nbsp;&nbsp;&nbsp;&nbsp; (563696) |
| Turkey | 105450 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5213074 | &nbsp;&nbsp;&nbsp;&nbsp;(6888051) | &nbsp;&nbsp;&nbsp;&nbsp;(1674977) |
| **Total** |  |  | &nbsp;&nbsp;**$(14639587)** | &nbsp;&nbsp;**$9105197** | &nbsp;&nbsp;**$(5534390)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<sup>(3)</sup><br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate<sup>(4)</sup>** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Panama | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;$23800 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;0.44% | &nbsp;&nbsp; 3/20/26 | &nbsp;&nbsp;$45142 | &nbsp;&nbsp;$(14617) | &nbsp;&nbsp;$30525 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 2469 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.72 | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;(12724) | &nbsp;&nbsp;&nbsp;&nbsp; 32678 | &nbsp;&nbsp;&nbsp;&nbsp; 19954 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 3209 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.72 | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;(16537) | &nbsp;&nbsp;&nbsp;&nbsp; 35844 | &nbsp;&nbsp;&nbsp;&nbsp; 19307 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 3075 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.95 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(35787) | &nbsp;&nbsp;&nbsp;&nbsp; 70761 | &nbsp;&nbsp;&nbsp;&nbsp; 34974 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<sup>(3)</sup><br> (000's omitted)** | &nbsp;&nbsp;**Contract Annual<br> Fixed Rate<sup>(1)</sup>** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate<sup>(4)</sup>** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;$5717 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.95% | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;$(66536) | &nbsp;&nbsp;$112748 | &nbsp;&nbsp;$46212 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 7173 | &nbsp;&nbsp;4.00%<br> (pays monthly) | &nbsp;&nbsp;2.89 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 60264 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 60264 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 7011 | &nbsp;&nbsp;4.20%<br> (pays monthly) | &nbsp;&nbsp;2.89 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 63099 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 63099 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1146 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.56 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (1150) | &nbsp;&nbsp;&nbsp;&nbsp; 5379 | &nbsp;&nbsp;&nbsp;&nbsp; 4229 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.56 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (2006) | &nbsp;&nbsp;&nbsp;&nbsp; 9016 | &nbsp;&nbsp;&nbsp;&nbsp; 7010 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 2512 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.56 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (2380) | &nbsp;&nbsp;&nbsp;&nbsp; 36694 | &nbsp;&nbsp;&nbsp;&nbsp; 34314 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1146 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.95 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(13337) | &nbsp;&nbsp;&nbsp;&nbsp; 21815 | &nbsp;&nbsp;&nbsp;&nbsp; 8478 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 5789 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.95 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(67373) | &nbsp;&nbsp;&nbsp;&nbsp;110947 | &nbsp;&nbsp;&nbsp;&nbsp; 43574 |
| Petroleos Mexicanos | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 2193 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;1.91 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(24298) | &nbsp;&nbsp;&nbsp;&nbsp; 46812 | &nbsp;&nbsp;&nbsp;&nbsp; 22514 |
| Reliance Industries Ltd. | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;0.62 | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 36545 | &nbsp;&nbsp;&nbsp;&nbsp;(34962) | &nbsp;&nbsp;&nbsp;&nbsp; 1583 |
| Reliance Industries Ltd. | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;0.62 | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 91363 | &nbsp;&nbsp;&nbsp;&nbsp;(91910) | &nbsp;&nbsp;&nbsp;&nbsp; (547) |
| **Total** |  | &nbsp;&nbsp;**$74240** |  |  |  | &nbsp;&nbsp;**$54285** | &nbsp;&nbsp;**$341205** | &nbsp;&nbsp;**$395490** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** | **Credit Default Swaps - Buy Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Ecuador | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;$963 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;$(37632) | &nbsp;&nbsp;$15526 | &nbsp;&nbsp;$(22106) |
| Ecuador | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 540 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (21102) | &nbsp;&nbsp;&nbsp;&nbsp; 7235 | &nbsp;&nbsp;&nbsp;&nbsp; (13867) |
| Saudi Arabia | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;14533 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;(161630) | &nbsp;&nbsp;&nbsp;&nbsp;(144086) | &nbsp;&nbsp;&nbsp;&nbsp;(305716) |
| Saudi Arabia | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;28800 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 227996 | &nbsp;&nbsp;&nbsp;&nbsp;(284018) | &nbsp;&nbsp;&nbsp;&nbsp; (56022) |
| United States | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;38049 &nbsp;&nbsp;0.25%<br> (pays quarterly)<sup>(2)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 106071 | &nbsp;&nbsp;&nbsp;&nbsp;(183142) | &nbsp;&nbsp;&nbsp;&nbsp; (77071) |
| **Total** |  |  |  | &nbsp;&nbsp;**$113703** | &nbsp;&nbsp;**$(588485)** | &nbsp;&nbsp;**$(474782)** |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

<sup>(1)</sup> The contract annual fixed rate represents the fixed rate of interest received by the Portfolio (as a seller of protection) or paid by the Portfolio (as a buyer of protection) on the notional amount of the credit default swap contract.

<sup>(2)</sup> Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

<sup>(3)</sup> If the Portfolio is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Portfolio could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At January 31, 2026, such maximum potential amount for all open credit default swaps in which the Portfolio is the seller was $74,240,000.

<sup>(4)</sup> Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market's perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate of a particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as "Defaulted" indicates a credit event has occurred for the reference entity.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2228 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 112,525,000 Egypt Treasury Bills, 0.00%, 3/17/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;$88173 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3966 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 200,850,000 Egypt Treasury Bills, 0.00%, 3/3/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199849 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5851 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 295,850,000 Egypt Treasury Bills, 0.00%, 3/24/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215261 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6783 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 363,300,000 Egypt Treasury Bills, 0.00%, 6/23/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248141 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;13013 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 658,166,806 Egypt Treasury Bills, 0.00%, 3/3/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648050 |
| ICBC Standard Bank plc | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 512 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on UZS 5,907,000,000<br> Uzbekistan Treasury Bonds, 15.00%, 1/7/29 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Fully Funded<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28366) |
| ICBC Standard Bank plc | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 709 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on UZS 8,133,000,000<br> Uzbekistan Treasury Bonds, 15.00%, 1/7/29 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Fully Funded<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43970) |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp;Excess Return on USD - SOFR Index minus 0.85% plus Negative Return on J.P. Morgan EMBI Global Diversified Index (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Positive Return on J.P. Morgan EMBI Global Diversified Index (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84189) |

---

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Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** | **Total Return Swaps (OTC) (continued)** |
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 39,400,000 Egypt Treasury Bills, 0.00%, 3/17/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.75% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;$30834 |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;12443 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on EGP 660,725,000 Egypt Treasury Bills, 0.00%, 7/14/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.75% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206425 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1480208** |

---

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | – American Depositary Receipt |
| BUBOR | – Budapest Interbank Offered Rate |
| CMT | – Constant Maturity Treasury |
| COF | – Cost of Funds 11th District |
| EURIBOR | – Euro Interbank Offered Rate |
| GDR | – Global Depositary Receipt |
| OTC | – Over-the-counter |
| PFC Shares | – Preference Shares |
| PIK | – Payment In Kind |
| SOFR | – Secured Overnight Financing Rate |
| WIBOR | – Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| ALL | – Albanian Lek |
| AMD | – Armenian Dram |
| AUD | – Australian Dollar |
| BHD | – Bahraini Dinar |
| BRL | – Brazilian Real |
| CNY | – Yuan Renminbi |
| COP | – Colombian Peso |
| EGP | – Egyptian Pound |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| GHS | – Ghanaian Cedi |
| HUF | – Hungarian Forint |
| IDR | – Indonesian Rupiah |
| INR | – Indian Rupee |
| ISK | – Icelandic Krona |
| JPY | – Japanese Yen |
| KRW | – South Korean Won |

---

---

| | |
|:---|:---|
| KWD | – Kuwaiti Dinar |
| KZT | – Kazakhstani Tenge |
| LKR | – Sri Lankan Rupee |
| MNT | – Mongolia Tughrik |
| MXN | – Mexican Peso |
| MYR | – Malaysian Ringgit |
| NGN | – Nigerian Naira |
| NZD | – New Zealand Dollar |
| OMR | – Omani Rial |
| PEN | – Peruvian Sol |
| PHP | – Philippine Peso |
| PLN | – Polish Zloty |
| PYG | – Paraguayan Guarani |
| RON | – Romanian Leu |
| RSD | – Serbian Dinar |
| RUB | – Russian Ruble |
| SAR | – Saudi Riyal |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

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---

| | |
|:---|:---|
| SEK | – Swedish Krona |
| TRY | – Turkish Lira |
| TWD | – New Taiwan Dollar |
| TZS | – Tanzanian Schilling |
| UAH | – Ukrainian Hryvnia |
| UGX | – Ugandan Shilling |

---

---

| | |
|:---|:---|
| USD | – United States Dollar |
| UYU | – Uruguayan Peso |
| UZS | – Uzbekistani Som |
| VND | – Viet Nam Dong |
| ZAR | – South African Rand |
| ZMW | – Zambian Kwacha |

---

Basis for Consolidation

The Portfolio seeks to gain exposure to the commodity markets, in whole or in part, through investments in Eaton Vance GMP Commodity Subsidiary, Ltd. (the Subsidiary), a wholly-owned subsidiary of the Portfolio organized under the laws of the Cayman Islands with the same objective and investment policies and restrictions as the Portfolio. The Portfolio may invest up to 25% of its total assets in the Subsidiary. The net assets of the Subsidiary at January 31, 2026 were $20,577,213 or 0.6% of the Portfolio's consolidated net assets. The Consolidated Portfolio of Investments includes positions of the Portfolio and the Subsidiary.

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

Commodity Risk: The Portfolio invested in commodities-linked derivative instruments, including commodity futures contracts and options thereon, that provide exposure to the investment returns of certain commodities. Commodities-linked derivative instruments are used to enhance total return and/or as a substitute for the purchase or sale of commodities and to manage certain investment risks.

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

Equity Price Risk: The Portfolio entered into equity index futures contracts and options thereon and total return swaps to enhance total return and/or to manage certain investment risks.

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.

Interest Rate Risk: The Portfolio utilized various interest rate derivatives including interest rate futures contracts and options thereon, interest rate swaps and swaptions and total return swaps to enhance total return, to seek to hedge against fluctuations in interest rates and/or to change the effective duration of its portfolio.

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

Reverse Repurchase Agreements

Reverse repurchase agreements outstanding as of January 31, 2026 were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Trade<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Interest<br> Rate Paid<br> (Received)** |  | **Principal<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value<br> Including<br> Accrued<br> Interest** |
| Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1/16/26 &nbsp;&nbsp;&nbsp;&nbsp;On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.45% | &nbsp;&nbsp;&nbsp;&nbsp;NZD | 1338652 | &nbsp;&nbsp;&nbsp;&nbsp;$806651 |
| **Total** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$806651** |

---

<sup>(1)</sup> Open reverse repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

At January 31, 2026, the remaining contractual maturity of all open reverse repurchase agreements was overnight and continuous. At January 31, 2026, the underlying collateral for all open reverse repurchase agreements was comprised of Sovereign Government Bonds having an aggregate market value of $793,870.

Based on the short-term nature of the borrowings under the reverse repurchase agreements, the carrying value of the payable for reverse repurchase agreements approximated its fair value at January 31, 2026. If measured at fair value, borrowings under the reverse repurchase agreements would have been considered as Level 2 in the fair value hierarchy at January 31, 2026.

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Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

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Restricted Securities

At January 31, 2026, the Portfolio owned the following securities (representing 0.4% of net assets) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Portfolio has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees' valuation designee.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Date(s) of<br> Acquisition** | &nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| **Insurance Linked Securities** |  |  |  |  |
| Mt. Logan Re Ltd., Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;12/30/20 | &nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp;$4400000 | &nbsp;&nbsp;&nbsp;&nbsp;$6155163 |
| PartnerRe ILS Fund SAC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;5700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7754850 |
| **Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10100000** | &nbsp;&nbsp;&nbsp;&nbsp;**$13910013** |

---

Affiliated Investments

At January 31, 2026, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $686,339,557, which represents 19.9% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended January 31, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $456966755 | $548243111 | $(318870309) | $— | $— | $686339557 | $5213300 | 686339557 |

---

<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** |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$27650444 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$27650444 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 20034440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208,812,384\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228846824 |
| Convertible Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1074715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1074715 |
| Credit Linked Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64400095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64400095 |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152713320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152713320 |
| Insurance Linked Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47835234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47835234 |

---

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated 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** |
| Loan Participation Notes | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$5136418 | &nbsp;&nbsp;&nbsp;&nbsp;$5136418 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17186146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17186146 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383827897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383827897 |
| Sovereign Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38420119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38420119 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3114408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3114408 |
| U.S. Government Guaranteed Small Business Administration Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2512625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2512625 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;686339557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 686339557 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116636810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116636810 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205405521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205405521 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581179475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581179475 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3148402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3148402 |
| Purchased Interest Rate Swaptions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1606994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1606994 |
| Purchased Put Options | &nbsp;&nbsp;&nbsp;&nbsp; 4337650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4337650 |
| **Total Investments** | &nbsp;&nbsp;**$710711647** | &nbsp;&nbsp;&nbsp;&nbsp;**$2807689355** | &nbsp;&nbsp;&nbsp;&nbsp;**$52971652** | &nbsp;&nbsp;&nbsp;&nbsp;**$3571372654** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$23837620 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$23837620 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 1885566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1885566 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14400330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14400330 |
| **Total** | &nbsp;&nbsp;**$712597213** | &nbsp;&nbsp;&nbsp;&nbsp;**$2845927305** | &nbsp;&nbsp;&nbsp;&nbsp;**$52971652** | &nbsp;&nbsp;&nbsp;&nbsp;**$3611496170** |
| **Liability Description** |  |  |  |  |
| Securities Sold Short | &nbsp;&nbsp;$(51511409) | &nbsp;&nbsp;&nbsp;&nbsp;$(105939291) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(157450700) |
| Written Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1294034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1294034) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34514895) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34514895) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6175848) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6175848) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29741885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29741885) |
| **Total** | &nbsp;&nbsp;**$(57687257)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(171490105)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(229177362)** |

---

\* 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.

------

Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Foreign<br> Corporate<br> Bonds** | &nbsp;&nbsp;**Insurance<br> Linked Securities\*** | &nbsp;&nbsp;**Loan<br> Participation<br> Notes** | &nbsp;&nbsp;**Total** |
| **Balance as of October 31, 2025** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$17824807** | &nbsp;&nbsp;**$5226997** | &nbsp;&nbsp;**$23051804** |
| Realized gains (losses) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Change in net unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1350785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114683) | &nbsp;&nbsp;&nbsp;&nbsp; 1236102 |
| Cost of purchases | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;31564516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;31564516 |
| Proceeds from sales, including return of capital | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2904874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2904874) |
| Accrued discount (premium) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 24104 | &nbsp;&nbsp;&nbsp;&nbsp; 24104 |
| Transfers to Level 3 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers from Level 3 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| **Balance as of January 31, 2026** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$47835234** | &nbsp;&nbsp;**$5136418** | &nbsp;&nbsp;**$52971652** |
| **Change in net unrealized appreciation (depreciation) on investments still held as of January 31, 2026** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$1350785** | &nbsp;&nbsp;**$(114683)** | &nbsp;&nbsp;**$1236102** |

---

\* The Portfolio's investments in Insurance Linked Securities were primarily valued on the basis of broker quotations.

The following is a summary of quantitative information about significant unobservable valuation inputs for Level 3 investments held as of January 31, 2026:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Investment** | &nbsp;&nbsp;**Fair Value as of<br> January 31, 2026** | &nbsp;&nbsp;**Valuation Technique** | &nbsp;&nbsp;**Unobservable Input** | &nbsp;&nbsp;**Input** | &nbsp;&nbsp;&nbsp;&nbsp;**Impact to<br> Valuation from an<br> Increase to Input\*** |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;Estimated Recovery Value | &nbsp;&nbsp;Estimated Recovery Value Percentage | &nbsp;&nbsp; 0% | &nbsp;&nbsp;&nbsp;&nbsp;Increase |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp;5136418 | &nbsp;&nbsp;Matrix Pricing | &nbsp;&nbsp;Adjusted Credit Spread to the Central Bank of Uzbekistan Quoted Policy Rate | &nbsp;&nbsp;4.94% | &nbsp;&nbsp;&nbsp;&nbsp;Decrease |

---

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

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:** Global Macro Portfolio

- **b. Investment Company Act file number:** 811-08342

- **c. CIK number of Registrant:** 0000918706

- **d. LEI of Registrant:** XY6HWOQF1NBIQHYB7D92

- **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:** Global Macro Portfolio

- **b. EDGAR series identifier (if any):** S000005247

- **c. LEI of Series:** XY6HWOQF1NBIQHYB7D92

**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:** $3755810229.53

**Total Liabilities:** $300786966.48

**Net Assets:** $3455023263.05

**Amount of Assets Invested in Other Investment Companies:** $20577213.47

**Delayed Delivery Securities:** $9631725.12

**Cash Not Reported:** $165061185.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1069.62000000 | **1-Year:** -168.47000000 | **5-Year:** 117574.66000000 | **10-Year:** 18288.03000000 | **30-Year:** 16036.96000000

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

- **3-Month:** -4420.62000000 | **1-Year:** -29565.31000000 | **5-Year:** 144354.81000000 | **10-Year:** -32724.57000000 | **30-Year:** 13370.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014299 | 1.00%                | 1.29%                | 2.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10131557.45             | $7526848.13                                |
| Month 2  | $2715274.41              | $23489531.37                               |
| Month 3  | $14946510.82             | $53397530.44                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Banco BBVA Argentina SA                                    | Banco BBVA Argentina SA                                                                                                          | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |        30300 | NS      | $612666.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Macro SA                                             | Banco Macro SA                                                                                                                   | CUSIP: 05961W105<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |        17600 | NS      | $1793440.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BENIN SUKUK SA                                             | Benin Sukuk SA                                                                                                                   | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |      2400000 | PA      | $2389618.97   | 0.07%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Central Puerto SA                                          | Central Puerto SA                                                                                                                | CUSIP: 155038201<br>LEI: 2549005JLIWQ6B7VNR38 | Long             | EC               | CORP              | AR        |        19600 | NS      | $323792.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Chile                                      | Banco Santander Chile                                                                                                            | CUSIP: 000000000<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |     13640000 | NS      | $1199736.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                          | Banco de Credito e Inversiones SA                                                                                                | CUSIP: 000000000<br>LEI: 549300E9E5Y3PKW24142 | Long             | EC               | CORP              | CL        |        18660 | NS      | $1386759.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Chile                                             | Banco de Chile                                                                                                                   | CUSIP: 000000000<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |      9434000 | NS      | $2078153.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas CMPC SA                                           | Empresas CMPC SA                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |       236000 | NS      | $353810.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas Copec SA                                          | Empresas Copec SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |        77700 | NS      | $662366.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cresud SACIF y A                                           | Cresud SACIF y A                                                                                                                 | CUSIP: 226406106<br>LEI: 529900OJF9C0NUFNN613 | Long             | EC               | CORP              | AR        |         7865 | NS      | $106256.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas SA                                           | Enel Americas SA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300LKH11TFCJLZK20 | Long             | EC               | CORP              | CL        |      1411000 | NS      | $133208.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $217333.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $106754.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $58722.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $39229.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $40393.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                    | Latam Airlines Group SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |     44290000 | NS      | $1437122.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $28788.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $30775.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $35307.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $36311.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $47333.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NGN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-172820.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $470530.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-588713.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $721171.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD NGN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-32652.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-636635.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-139419.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $50550.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-111236.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $70782.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $18155.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $28265.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $102491.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $58519.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD GHS                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-89034.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $82119.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $163736.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $82371.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $162038.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $168837.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $142965.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $153407.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $152328.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $166036.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $235448.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED RON / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $66049.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $75851.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $90239.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $99331.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $61725.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $130996.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-688266.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-771958.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-1314889.86  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-953829.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-97170.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-72069.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $19221.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-163047.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-90904.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-51627.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-72719.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-46824.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-41664.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-22821.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-33261.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-19907.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1640929.32  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-48226.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-1434651.26  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-19275.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-1811.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-23148.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-82642.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-14579.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9794.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $22165.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $11367.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $17732.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $22337.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $680169.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $623850.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $577779.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $573789.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $588171.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $16877.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $15189.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $4239.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $278505.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5968.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $550187.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $593931.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9285.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $283.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $214.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $236.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $257.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $841134.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MNT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $18491.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MNT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $19842.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $33876.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $13790.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $10922.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $8561.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $204661.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $8881.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $77640.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $17192.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $201355.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $15926.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $16415.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2523.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED ZMW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZM        |            1 | NC      | $85144.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $202459.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $12077.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-542.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-10124.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-22215.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD GHS                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-4313.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UGX / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $69769.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $13306.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $50861.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $70799.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $29524.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-127732.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED SEK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |            1 | NC      | $1184397.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-1068974.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-109697.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1184902.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-553086.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $319179.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED SEK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |            1 | NC      | $866542.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3647.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-590469.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-117112.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1264989.66  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-228513.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-45322.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-489553.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $91300.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $99325.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1180632.46  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-830088.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $10936.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $23486.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $12804.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $15985.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $198332.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $8140.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $19290.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $97307.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7045.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $21817.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-22068.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10887.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $15848.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $11845.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $11998.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-7132390.67  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |            1 | NC      | $850889.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED SEK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |            1 | NC      | $813799.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-194183.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $77.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $164663.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $158816.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $54350.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED NZD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |            1 | NC      | $631826.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-733365.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-513911.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $3101.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD SAR                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-6642.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-5993.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $121170.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD SAR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-6564.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UAH                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-25381.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $122931.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $23189.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $7988.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-3372.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $19012.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $83095.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $81567.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |            1 | NC      | $28527.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6348.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $29804.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $150456.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $24588.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1390.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10535.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $133055.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-387247.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |            1 | NC      | $78572.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $82693.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $159275.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1183.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UAH                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-33294.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $60608.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $488660.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-431666.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-731782.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1490.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $4346.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $24338.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $9136.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1414.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1190.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |            1 | NC      | $95337.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $17507.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $448.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $8893.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $17255.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-14347.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-92930.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3693.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-78174.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-73639.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-71945.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $15996.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-411.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-203174.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2357.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-30882.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $22915.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $30147.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $49643.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-108525.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-406786.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-30799.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $8434.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-78384.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-23971.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-382666.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-27112.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $50423.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-53590.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-175633.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-85611.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1029.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-14801.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-9968.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $7632.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $11373.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-22768.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3508.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $575357.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $797016.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-3274.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-17860.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1416.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-52092.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-50609.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1261.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-48499.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-35929.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-45673.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-53023.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-38269.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-45257.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $20851.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-90306.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $243927.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1204.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD GHS                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-9164.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1412.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $102388.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $101988.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $2215.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-987.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $16360.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-282.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-240.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-5.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |            1 | NC      | $49245.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-118.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $47691.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $48.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED ZMW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $40084.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $871.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $10370.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD GHS                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-2930.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $10400.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2084617.65  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $351.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $50.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $38468.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |            1 | NC      | $292313.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $99.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7048.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD RUB                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-509733.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-22929.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-257.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-635.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2536.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $50349.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $4410.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $28963.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $15068.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-277.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $1244.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-2264.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $1431.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $2512.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $48459.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $58.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-2134.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $797.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $3.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-34511.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-8328.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD ISK                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-38187.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $16854.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD ISK                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-8919.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $12155.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-26882.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-36.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $35288.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-20143.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-173087.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |            1 | NC      | $9010.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-87.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-81.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2573.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $54802.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $21868.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $16940.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $83326.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $1366.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $69474.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $42681.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-26441.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-28646.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-42968.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-24934.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $3463.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $11950.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $83869.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $9144.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $10353.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $24132.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $33641.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $117416.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-43011.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $38069.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-6322.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KZ        |            1 | NC      | $34098.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $355122.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $47645.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $22386.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-204981.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $24164.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED NZD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |            1 | NC      | $204688.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $2280.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-332019.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $85814.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD UGX                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $16162.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $1639.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $2706.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $4001.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED NZD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |            1 | NC      | $228104.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-229625.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $20175.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $148758.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $1099.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $1154.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-69048.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED HUF / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |            1 | NC      | $19999.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $16811.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD UYU                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $332818.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $90468.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-22942.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $951.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $33821.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $20779.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $69097.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED SEK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |            1 | NC      | $9566.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED SEK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |            1 | NC      | $9038.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $18432.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-12014.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $21475.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $-28532.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5081.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-603.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $16375.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-7508.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $6632.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-18537.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $7943.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD VND                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-3747.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $2479.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED ZMW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $-707.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                      | Sociedad Quimica y Minera de Chile SA                                                                                            | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |        29000 | NS      | $2232915.33   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Falabella SA                                               | Falabella SA                                                                                                                     | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |       133000 | NS      | $1032282.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | Eden Re II Ltd                                                                                                                   | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      4000000 | PA      | $4541200.00   | 0.13%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Empresa Distribuidora Y Comercializadora Norte             | Empresa Distribuidora Y Comercializadora Norte                                                                                   | CUSIP: 29244A102<br>LEI: 254900JU7TV6VS9GRW29 | Long             | EC               | CORP              | AR        |         3900 | NS      | $119496.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 3128C6R76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        53444 | PA      | $53096.16     | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                        | CUSIP: 3128HDZJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2428 | PA      | $2394.97      | 0.00%             | 2029-06-01      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 3128MAE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       406184 | PA      | $427430.68    | 0.01%             | 2035-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                        | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        44076 | PA      | $42854.18     | 0.00%             | 2035-01-01      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                        | CUSIP: 31300LA96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       228694 | PA      | $233684.77    | 0.01%             | 2036-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          284 | PA      | $284.84       | 0.00%             | 2026-06-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4435 | PA      | $4582.99      | 0.00%             | 2030-04-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PK95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        12529 | PA      | $12749.02     | 0.00%             | 2027-09-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          358 | PA      | $373.21       | 0.00%             | 2030-03-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PL45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       106073 | PA      | $106999.07    | 0.00%             | 2031-08-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       163271 | PA      | $168624.27    | 0.00%             | 2030-02-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        33625 | PA      | $35277.99     | 0.00%             | 2035-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        29370 | PA      | $30419.36     | 0.00%             | 2030-10-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        55893 | PA      | $58897.65     | 0.00%             | 2032-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                            | CUSIP: 31335PMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        88652 | PA      | $90008.70     | 0.00%             | 2029-08-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                               | CUSIP: 313399C47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        79443 | PA      | $81601.49     | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                               | CUSIP: 3133T6UU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |            5 | PA      | $5.44         | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                               | CUSIP: 3133T8U70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          691 | PA      | $691.74       | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                        | CUSIP: 31346AF83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        43752 | PA      | $43031.36     | 0.00%             | 2030-06-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                | CUSIP: 31359R3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17782 | PA      | $18231.74     | 0.00%             | 2028-04-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                | CUSIP: 31359UNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        34370 | PA      | $35131.48     | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                | CUSIP: 31359VU27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42171 | PA      | $42600.82     | 0.00%             | 2029-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                | CUSIP: 31359XSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7545 | PA      | $7839.41      | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31363WDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           28 | PA      | $28.11        | 0.00%             | 2026-07-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31371Y2S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       230621 | PA      | $225637.30    | 0.01%             | 2033-12-01      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31373HXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        63389 | PA      | $61825.73     | 0.00%             | 2034-07-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31381D2Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |            3 | PA      | $2.97         | 0.00%             | 2027-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       437393 | PA      | $430709.42    | 0.01%             | 2035-08-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25842 | PA      | $26858.73     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31387CV57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3126 | PA      | $3134.01      | 0.00%             | 2028-05-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31389AZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18951 | PA      | $18627.86     | 0.00%             | 2035-03-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 3138ET6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        33051 | PA      | $34558.76     | 0.00%             | 2037-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 3138ET6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5290 | PA      | $5427.59      | 0.00%             | 2032-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                | CUSIP: 313920CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       334805 | PA      | $338290.43    | 0.01%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                | CUSIP: 31392ASN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       139256 | PA      | $143934.28    | 0.00%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                               | CUSIP: 31392PAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       191765 | PA      | $201371.50    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                | CUSIP: 31396QCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       515777 | PA      | $527009.74    | 0.02%             | 2039-07-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                | CUSIP: 31397UBN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       647929 | PA      | $485570.27    | 0.01%             | 2041-05-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        79215 | PA      | $80674.34     | 0.00%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31408GLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1128 | PA      | $1128.68      | 0.00%             | 2027-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31410FSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        39943 | PA      | $40831.71     | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31410GLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       172399 | PA      | $175130.00    | 0.01%             | 2030-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31410KU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       159808 | PA      | $163252.93    | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31412BLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36761 | PA      | $39802.56     | 0.00%             | 2031-02-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31416BUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       298941 | PA      | $315420.08    | 0.01%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                  | CUSIP: 31419AZP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6323 | PA      | $6290.67      | 0.00%             | 2027-07-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                    | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      4690000 | PA      | $4861290.81   | 0.14%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                                                | CUSIP: 36201VYZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        81258 | PA      | $84997.09     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202DQC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83506 | PA      | $86892.12     | 0.00%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                               | CUSIP: 36225BTN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2427 | PA      | $2468.53      | 0.00%             | 2028-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                   | Generacion Mediterranea SA / Central Termica Roca SA                                                                             | CUSIP: 36875KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      1157000 | PA      | $867469.69    | 0.03%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                                | Grupo Financiero Galicia SA                                                                                                      | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |        48900 | NS      | $2694879.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Supervielle SA                                       | Grupo Supervielle SA                                                                                                             | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Long             | EC               | CORP              | AR        |        25100 | NS      | $306471.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Budimex SA                                                 | Budimex SA                                                                                                                       | CUSIP: 000000000<br>LEI: 25940093SDJZW2C1V355 | Long             | EC               | CORP              | PL        |         5600 | NS      | $1082551.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMDA Development SA                                       | LAMDA Development SA                                                                                                             | CUSIP: 000000000<br>LEI: 213800C7PQZVF38FYL54 | Long             | EC               | CORP              | GR        |        11288 | NS      | $94775.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hampidjan HF                                               | Hampidjan HF                                                                                                                     | CUSIP: 000000000<br>LEI: 25490002T5TRM5T6US82 | Long             | EC               | CORP              | IS        |       356548 | NS      | $326106.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEK TERNA SA                                               | GEK TERNA SA                                                                                                                     | CUSIP: 000000000<br>LEI: 2138003TO2MTRHWVP686 | Long             | EC               | CORP              | GR        |         7700 | NS      | $303085.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRSA Inversiones y Representaciones SA                     | IRSA Inversiones y Representaciones SA                                                                                           | CUSIP: 450047303<br>LEI: 549300QJINFBX83IZ837 | Long             | EC               | CORP              | AR        |         6258 | NS      | $108889.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -15700000 | PA      | $-12578884.90 | -0.36%            | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                          | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -8900000 | PA      | $-7227766.72  | -0.21%            | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                          | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -5800000 | PA      | $-5621100.39  | -0.16%            | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                          | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -13290000 | PA      | $-13161630.69 | -0.38%            | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF          | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                                | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            | EC               | RF                | US        |      -220663 | NS      | $-21311632.54 | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF            | iShares Broad USD High Yield Corporate Bond ETF                                                                                  | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Short            | EC               | RF                | US        |      -802332 | NS      | $-30199776.48 | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                            | Israel Government International Bond                                                                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      1065000 | PA      | $1023417.28   | 0.03%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corp                                             | JBT Marel Corp                                                                                                                   | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |         1771 | NS      | $278596.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                   | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   3466500000 | PA      | $6629387.40   | 0.19%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     20000000 | PA      | $117001.20    | 0.00%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                | Hellenic Telecommunications Organization SA                                                                                      | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |        37862 | NS      | $710117.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupa Kety SA                                              | Grupa Kety SA                                                                                                                    | CUSIP: 000000000<br>LEI: 2594007JKYYF3WGI0129 | Long             | EC               | CORP              | PL        |         3500 | NS      | $1004395.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Loma Negra Cia Industrial Argentina SA                     | Loma Negra Cia Industrial Argentina SA                                                                                           | CUSIP: 54150E104<br>LEI: 529900VKOQQJ8U9DDK92 | Long             | EC               | CORP              | AR        |        10300 | NS      | $118759.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENiQ ENERGY Holdings S.A.                              | HELLENiQ ENERGY Holdings S.A.                                                                                                    | CUSIP: 000000000<br>LEI: 213800YUBJMZYR1SNG35 | Long             | EC               | CORP              | GR        |         6300 | NS      | $67802.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                              | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    686339557 | NS      | $686339556.60 | 19.86%            |  |  |  | No            |                  1 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                       | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |       723000 | PA      | $658274.87    | 0.02%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                     | Motor Oil Hellas Corinth Refineries SA                                                                                           | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |        15066 | NS      | $606601.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                             | Ayala Land Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      1510100 | NS      | $544496.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                             | Bank of the Philippine Islands                                                                                                   | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |       393220 | NS      | $828288.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                           | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       600000 | PA      | $625044.09    | 0.02%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                    | Reliance Industries Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |        22400 | NS      | $340366.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                     | Samsung Fire & Marine Insurance Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |         1997 | NS      | $694309.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co Ltd                                               | Coway Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         5175 | NS      | $299426.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                                  | KT&G Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |         9638 | NS      | $1030765.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                                 | Kakao Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |        21045 | NS      | $894502.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                | Infosys Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |        80731 | NS      | $1443977.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                                  | Wipro Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |       569800 | NS      | $1470193.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Access Holdings PLC                                        | Access Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 0292005048H3P6V8I753 | Long             | EC               | CORP              | NG        |      6421995 | NS      | $104801.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                          | SK Telecom Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |        16968 | NS      | $855118.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                                     | Hindustan Unilever Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |        12400 | NS      | $320137.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                            | Apollo Hospitals Enterprise Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |         4600 | NS      | $348354.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                              | LG Uplus Corp                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        32397 | NS      | $359919.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dabur India Ltd                                            | Dabur India Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 335800MJPUA2E1FSFL38 | Long             | EC               | CORP              | IN        |        63200 | NS      | $348242.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                          | Hero MotoCorp Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |         5700 | NS      | $343323.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                             | Shinhan Financial Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        27829 | NS      | $1626430.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                          | Bharti Airtel Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |        16000 | NS      | $343151.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                       | Hyundai Mobis Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |         7440 | NS      | $2324678.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc              | International Container Terminal Services Inc                                                                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |       162290 | NS      | $1777552.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                   | Industrial Bank of Korea                                                                                                         | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |        52781 | NS      | $810922.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                    | KT Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |            8 | NS      | $316.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                 | NAVER Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |         4421 | NS      | $840351.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Department Store Co Ltd                            | Hyundai Department Store Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         9316 | NS      | $605412.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                    | Maruti Suzuki India Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |         2100 | NS      | $333623.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigerian Breweries PLC                                     | Nigerian Breweries PLC                                                                                                           | CUSIP: 000000000<br>LEI: 0292002213B5D1F3B525 | Long             | EC               | CORP              | NG        |       542654 | NS      | $30741.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kangwon Land Inc                                           | Kangwon Land Inc                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        15842 | NS      | $191601.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                           | TVS Motor Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |         8800 | NS      | $352257.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel Ltd                                           | Jindal Steel Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |        25200 | NS      | $308786.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinsegae Inc                                              | Shinsegae Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 9884005BGBN4CVNXZ186 | Long             | EC               | CORP              | KR        |         3870 | NS      | $857388.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                                      | SM Prime Holdings Inc                                                                                                            | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |      2655600 | NS      | $972369.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Holdings Corp                                        | Orion Holdings Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        45549 | NS      | $659439.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Bank for Africa PLC                                 | United Bank for Africa PLC                                                                                                       | CUSIP: 000000000<br>LEI: 0292002067E3RH4D8768 | Long             | EC               | CORP              | NG        |     15370000 | NS      | $491292.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                           | Pampa Energia SA                                                                                                                 | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Long             | EC               | CORP              | AR        |         7800 | NS      | $675792.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                           | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  57442000000 | PA      | $8422751.65   | 0.24%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                           | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  44954000000 | PA      | $6650785.07   | 0.19%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OPAP SA                                                    | OPAP SA                                                                                                                          | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |        30140 | NS      | $607838.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                     | LPP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |          200 | NS      | $1104505.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                    | Philippine Government International Bond                                                                                         | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1024000000 | PA      | $17276433.81  | 0.50%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JUMBO SA                                                   | JUMBO SA                                                                                                                         | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |        32294 | NS      | $957544.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corp SA                                       | Public Power Corp SA                                                                                                             | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |        56235 | NS      | $1329176.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                              | OTP Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |         8800 | NS      | $1107321.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Skagi Hf                                                   | Skagi Hf                                                                                                                         | CUSIP: 000000000<br>LEI: 213800QFQIHO7KG2P786 | Long             | EC               | CORP              | IS        |      2290750 | NS      | $365072.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                             | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      5382000 | PA      | $5630917.50   | 0.16%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                             | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      1868000 | PA      | $1833299.23   | 0.05%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| SBA IO Trust                                               | SBAIO 2018-2 Trust                                                                                                               | CUSIP: 78414CAA7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     50017824 | PA      | $2512625.39   | 0.07%             | 2044-07-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                           | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      5364000 | PA      | $5558445.00   | 0.16%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                           | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     20883000 | PA      | $22526700.93  | 0.65%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                       | Telecom Argentina SA                                                                                                             | CUSIP: 879273209<br>LEI: 549300MKPIRSJD8SB782 | Long             | EC               | CORP              | AR        |        17400 | NS      | $234900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transportadora de Gas del Sur SA                           | Transportadora de Gas del Sur SA                                                                                                 | CUSIP: 893870204<br>LEI: 5299002TRC7IFQYSW596 | Long             | EC               | CORP              | AR        |        13900 | NS      | $443271.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                   | BB SENEGAL BORROW BB REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5777902 | PA      | $5777901.68   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SENEGAL (REPUBLIC) REPO                                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4961754 | PA      | $4961753.79   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB REPUBLIC AZERBAIJAN REPO                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5880647 | PA      | $5880646.80   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB REPUBLIC ARMENIA REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2886555 | PA      | $2886555.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN REII LTD 0.000 17MAR2028                              | EDEN REII LTD 0.000 17MAR2028                                                                                                    | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        31579 | NS      | $185864.23    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PARTNERRE ILS FUND SAC LTD.                                | PARTNERRE ILS FUND SAC LTD.                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      5700000 | NS      | $7754850.00   | 0.22%             |  |  |  | No            |                  3 | On Loan: No      |
| Unison Trust                                               | Unison Trust 2021-1                                                                                                              | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19649537 | PA      | $18713590.31  | 0.54%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                              | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    171700000 | PA      | $170923093.56 | 4.95%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                              | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     85675000 | PA      | $85649390.03  | 2.48%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                              | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     51639000 | PA      | $51587532.96  | 1.49%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                              | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     30000000 | PA      | $29927733.30  | 0.87%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                              | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     80000000 | PA      | $79752086.40  | 2.31%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                              | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     94000000 | PA      | $93508263.44  | 2.71%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie B                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     36007000 | PA      | $28897911.68  | 0.84%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     10382000 | PA      | $4491253.20   | 0.13%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       942000 | PA      | $402799.20    | 0.01%             | 2018-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       524000 | PA      | $227992.40    | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vista Energy SAB de CV                                     | Vista Energy SAB de CV                                                                                                           | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |        15000 | NS      | $907350.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bonds                     | Lebanon Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       603000 | PA      | $176999.19    | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3253000 | PA      | $971104.26    | 0.03%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                                   | Europe Asia Investment Finance BV                                                                                                | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  62624565000 | PA      | $5136417.53   | 0.15%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Tanzania                                                   | Tanzania 10 Year Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     29905085 | PA      | $29833312.58  | 0.86%             | 2031-04-28      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Ivory Coast                                                | Ivory Coast EUR 7 Year Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |      1066000 | PA      | $1263582.62   | 0.04%             | 2028-01-06      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       975000 | PA      | $287381.25    | 0.01%             | 2024-12-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MT LOGAN RE DIVERSIFED OPTI                                | MT LOGAN RE DIVERSIFED OPTI                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         4400 | NS      | $6155163.08   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EDEN RE II LTD SERIES 2022 1 C                             | EDEN RE II LTD SERIES 2022 1 C                                                                                                   | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |         9412 | NS      | $25024.79     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                              | EDEN RE II LTD UNSECURED 144A                                                                                                    | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        10974 | NS      | $14409.71     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nomura International PLC                                   | REPO BB REPUBLIC OF POLAND GOV                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2205758 | PA      | $2205757.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Poland Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      2057500 | PA      | $2438856.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Poland Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      3985000 | PA      | $4723617.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Poland Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      1195500 | PA      | $1417085.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | EDEN RE II LTD                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |         7394 | NS      | $102791.36    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EDEN RE II LTD SERIES 2024                                 | EDEN RE II LTD SERIES 2024                                                                                                       | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |         6667 | NS      | $201890.77    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | RRP NEW ZEALAND CASH/RRP REPO                                                                                                    | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Short            | RA               | CORP              | NZ        |     -1338652 | PA      | $-806002.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPM Lending Facility                                       | JPM Lending Facility                                                                                                             | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | US        |      7012500 | PA      | $7054575.00   | 0.20%             | 2029-07-15      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB BAHRAIN GOV REPO                                                                                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2360563 | PA      | $2360562.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN REPO                                                                                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4388820 | PA      | $4388820.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1501728 | PA      | $1501727.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |       660547 | PA      | $660547.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1768479 | PA      | $1768478.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN REPO                                                                                                                  | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2664550 | PA      | $2664550.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN CASH/BB REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1806750 | PA      | $1806750.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN CASH/BB REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4586015 | PA      | $4586015.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB ZAMBIA REPO                                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1041534 | PA      | $1041533.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB ZAMBIA REPO                                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      6818976 | PA      | $6818975.91   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB ZAMBIA REPO                                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       449844 | PA      | $449843.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN GOVERNMENT REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1912900 | PA      | $1912900.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN GOVERNMENT REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1863080 | PA      | $1863080.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                              | PETROLEOS DE VENEZUELA SA TSA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114000.00    | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                              | PETROLEOS DE VENEZUELA SA TSA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |      8673500 | PA      | $9887790.00   | 0.29%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN(KINGDOM OF) REPO                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |       949016 | PA      | $949016.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN(KINGDOM OF) REPO                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2038241 | PA      | $2038241.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN(KINGDOM OF) REPO                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |       886324 | PA      | $886323.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | NIGERIA OMO BILL                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1006474000 | PA      | $716083.00    | 0.02%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA REPO                                                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      7770368 | PA      | $7770367.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| VOUSSOIR RE SEGREGATED ACC                                 | VOUSSOIR RE SEGREGATED ACC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |          815 | NS      | $1115205.52   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| VOUSSOIR RE SEGREGATED ACC                                 | VOUSSOIR RE SEGREGATED ACC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |         4531 | NS      | $6199995.35   | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| YPF SA                                                     | YPF SA                                                                                                                           | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |        37700 | NS      | $1500083.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA REPO                                                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     13968454 | PA      | $13968454.50  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BB INDONESIA(REPUBLIC OF)                                  | BB INDONESIA(REPUBLIC OF)                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |      6077820 | PA      | $6077820.00   | 0.18%             | 2026-08-20      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOV REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      7921200 | PA      | $7921200.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOV REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5599912 | PA      | $5599912.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB CAMEROON REPO                                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2868270 | PA      | $2868270.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB CAMEROON REPO                                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3088824 | PA      | $3088824.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN REPO                                                                                                                  | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2967750 | PA      | $2967750.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNER RE 2026 EQUITY                                     | PARTNER RE 2026 EQUITY                                                                                                           | CUSIP: 000000000<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EC               | CORP              | US        |           11 | NS      | $11009638.97  | 0.32%             |  |  |  | No            |                  3 | On Loan: No      |
| LOGAN RE 2027                                              | LOGAN RE 2027                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000000 | NS      | $4029200.00   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| BEACON RE COMMITTED                                        | BEACON RE COMMITTED                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1814853 | NS      | $1814853.00   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| BEACON RE UNCOMMITTED                                      | BEACON RE UNCOMMITTED                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4685147 | NS      | $4685147.00   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| Nigeria OMO Bill                                           | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   1007060000 | PA      | $668817.49    | 0.02%             | 2026-07-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUXPP2 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XUXPP2 CDS USD P F  1.00000 2 CCPSOVEREIGN                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    154887000 | OU      | $-1839222.72  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUVE45 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XUVE45 CDS USD P F  1.00000 2 CCPSOVEREIGN                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     89123000 | OU      | $1446854.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BEV4JRXD3 CDS USD R V 03MEVENT 1 SOVEREIGN / Short: BEV4JRXD3 CDS USD P F  1.00000 2 SOVEREIGN                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     14533000 | OU      | $-144270.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV2M23 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XV2M23 CDS USD P F  1.00000 2 CCPSOVEREIGN                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      9666000 | OU      | $241107.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAAR05 IRS EUR R F  3.02580 2 CCPVANILLA / Short: SMIBAAR05 IRS EUR P V 06MEURIB 1 CCPVANILLA                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3628800 | OU      | $95697.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAVNW3 IRS EUR R F  3.25680 2 CCPVANILLA / Short: SMIBAVNW3 IRS EUR P V 06MEURIB 1 CCPVANILLA                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       399960 | OU      | $17858.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAVNT0 IRS EUR R F  3.17080 2 CCPVANILLA / Short: SMIBAVNT0 IRS EUR P V 06MEURIB 1 CCPVANILLA                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1199881 | OU      | $39053.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAZFX1 IRS EUR R F  3.31230 2 CCPVANILLA / Short: SMIBAZFX1 IRS EUR P V 06MEURIB 1 CCPVANILLA                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       799921 | OU      | $38966.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBB2Z03 IRS EUR R F  3.20380 2 CCPVANILLA / Short: SMIBB2Z03 IRS EUR P V 06MEURIB 1 CCPVANILLA                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       799921 | OU      | $32623.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBBV3W4 IRS EUR R F  3.00880 2 CCPVANILLA / Short: SMIBBV3W4 IRS EUR P V 06MEURIB 1 CCPVANILLA                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1780576 | OU      | $46122.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIBLN0H7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BMIBLN0H7 IRS EUR P F  2.59620 2 CCPOIS                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2000000 | OU      | $-29328.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      7172536 | OU      | $38746.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIE5RR32 IRS MXN R F  9.13000 BMIE5RR32 CCPOIS / Short: SMIE5RR32 IRS MXN P V 01MTIEF BMIE5RR32 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13120000 | OU      | $43799.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      7010760 | OU      | $41833.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |        50000 | OU      | $319.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIEQ3866 CDS USD R V 03MEVENT BMIEQ3882 SOVEREIGN / Short: BMIEQ3866 CDS USD P F  1.00000 BMIEQ3874 SOVEREIGN             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     28800000 | OU      | $262395.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2512000 | OU      | $-5380.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60295989 | OU      | $-186075.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11653072 | OU      | $-18181.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F  4.30978 BMIEUBRD7 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45540939 | OU      | $-115326.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZH5L5 IRS KRW R F  2.33750 BMIEZH5M3 CCPNDF / Short: SMIEZH5L5 IRS KRW P V 03MKSDA BMIEZH5N1 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  32714000000 | OU      | $-210177.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZJER8 IRS KRW R F  2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30205000000 | OU      | $-196376.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZJHY0 IRS KRW R F  2.34000 BMIEZJHZ7 CCPNDF / Short: SMIEZJHY0 IRS KRW P V 03MKSDA BMIEZJJ02 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  48862000000 | OU      | $-312674.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIEZHFS9 IRS KRW R F  2.32330 BMIEZHFT7 CCPNDF / Short: SMIEZHFS9 IRS KRW P V 03MKSDA BMIEZHFU4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23234000000 | OU      | $-152646.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0FJ47 IRS KRW R F  2.33250 BMIF0FJ54 CCPNDF / Short: SMIF0FJ47 IRS KRW P V 03MKSDA BMIF0FJ62 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22802000000 | OU      | $-185975.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0DWQ8 IRS KRW R F  2.32700 BMIF0DWR6 CCPNDF / Short: SMIF0DWQ8 IRS KRW P V 03MKSDA BMIF0DWS4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  54597000000 | OU      | $-448875.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF0FCT9 IRS KRW R F  2.32450 BMIF0FCU6 CCPNDF / Short: SMIF0FCT9 IRS KRW P V 03MKSDA BMIF0FCV4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  32187000000 | OU      | $-265588.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      3075000 | OU      | $-39289.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIF8GX74 CDS USD R F  1.00000 BMIF8GX82 CORPORATE / Short: BMIF8GX74 CDS USD P V 03MEVENT BMIF8GX90 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      2469000 | OU      | $-15535.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      1146000 | OU      | $-2454.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF8YCP8 CDS USD R F  1.00000 BMIF8YCQ6 CORPORATE / Short: BMIF8YCP8 CDS USD P V 03MEVENT BMIF8YCR4 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2000000 | OU      | $-4283.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5789000 | OU      | $-73966.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF9ER00 CDS USD R F  1.00000 BMIF9ER18 CORPORATE / Short: BMIF9ER00 CDS USD P V 03MEVENT BMIF9ER26 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      1146000 | OU      | $-14642.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIFA9JN8 CDS USD R F  1.00000 BMIFA9JN8_FEE CORPORATE / Short: BMIFA9JN8 CDS USD P V 03MEVENT BMIFA9JN8_PRO CORPORATE     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |      2193000 | OU      | $-26795.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFARFN2 IRS PLN R F  4.58500 BMIFARFP7 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR BMIFARFQ5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     90904000 | OU      | $73787.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFASWV3 IRS PLN R V 03MWIBOR BMIFASWX9 CCPVANILLA / Short: BMIFASWV3 IRS PLN P F  4.48500 BMIFASWW1 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     90904000 | OU      | $-30970.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIFBP3C2 CDS USD R F  1.00000 BMIFBP3D0 CORPORATE / Short: BMIFBP3C2 CDS USD P V 03MEVENT BMIFBP3E8 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      5717000 | OU      | $-73046.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIFBP1V2 CDS USD R F  1.00000 BMIFBP1W0 CORPORATE / Short: BMIFBP1V2 CDS USD P V 03MEVENT BMIFBP1X8 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      3209000 | OU      | $-20191.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFEXHA1 IRS PLN R V 03MWIBOR BMIFEXHC7 CCPVANILLA / Short: BMIFEXHA1 IRS PLN P F  4.36153 BMIFEXHB9 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    461230000 | OU      | $-505366.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFF6VG0 IRS PLN R F  4.70500 BMIFF6VH8 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR BMIFF6VJ4 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    390150000 | OU      | $500419.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFF6V13 IRS PLN R V 03MWIBOR BMIFF6V39 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 BMIFF6V21 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    390150000 | OU      | $-325286.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFGW4K3 CDS USD R F  1.00000 BMIFGW4L1 CORPORATE / Short: BMIFGW4K3 CDS USD P V 03MEVENT BMIFGW4M9 CORPORATE             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5000000 | OU      | $85668.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIFH8EM0 CDS USD R F  1.00000 BMIFH8EN8 CORPORATE / Short: BMIFH8EM0 CDS USD P V 03MEVENT BMIFH8EP3 CORPORATE             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      2000000 | OU      | $34267.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: BMIFH4EV9 CDS USD R V 03MEVENT BMIFH4EX5 CCPSOVEREIGN / Short: BMIFH4EV9 CDS USD P F  1.00000 BMIFH4EW7 CCPSOVEREIGN       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     24670000 | OU      | $-675039.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUW501 CDS USD R V 03MEVENT Z92XUW519 CCPSOVEREIGN / Short: B92XUW501 CDS USD P F  1.00000 Z92XUW527 CCPSOVEREIGN       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    105450000 | OU      | $5333169.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUV5K9 CDS USD R V 03MEVENT Z92XUV5L7 CCPSOVEREIGN / Short: B92XUV5K9 CDS USD P F  1.00000 Z92XUV5M5 CCPSOVEREIGN       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     46882000 | OU      | $-1490009.35  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUV2X4 CDS USD R V 03MEVENT Z92XUV2Y2 CCPSOVEREIGN / Short: B92XUV2X4 CDS USD P F  1.00000 Z92XUV2Z9 CCPSOVEREIGN       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     27220000 | OU      | $-529656.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B9796YTF3 CDS USD R V 03MEVENT Z9796YTR7 CCPCDX / Short: B9796YTF3 CDS USD P F  5.00000 Z9796YTL0 CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     94721220 | OU      | $-7929655.13  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B978T5JT4 CDS USD R V 03MEVENT Z978T5MH6 CCPCDX / Short: B978T5JT4 CDS USD P F  1.00000 Z978T5KR6 CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    111303572 | OU      | $-2492620.12  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B978T5JZ0 CDS EUR R V 03MEVENT Z978T5N85 CCPCDX / Short: B978T5JZ0 CDS EUR P F  5.00000 Z978T5KX3 CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     60495038 | OU      | $-7661603.39  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFLB5X4 IRS MXN R F  6.93600 BMIFLB5Y2 CCPOIS / Short: SMIFLB5X4 IRS MXN P V 01MTIEF BMIFLB5Z9 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    567000000 | OU      | $-44270.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFLBMY3 IRS MXN R F  6.93360 BMIFLBMZ0 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 01MTIEF BMIFLBN06 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    884900000 | OU      | $-71243.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFNLHW9 IRS PLN R V 06MWIBOR BMIFNLHY5 CCPVANILLA / Short: BMIFNLHW9 IRS PLN P F  4.43500 BMIFNLHX7 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38470000 | OU      | $-177352.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFPQ6F5 IRS CNY R F  1.58050 BMIFPQ6G3 CCPNDF / Short: SMIFPQ6F5 IRS CNY P V 00MCNRR BMIFPQ6H1 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    164400000 | OU      | $-56539.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B978T5JP2 CDS USD R V 03MEVENT Z978T5M29 CCPCDX / Short: B978T5JP2 CDS USD P F  1.00000 Z978T5KM7 CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     77416000 | OU      | $930812.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFT7XQ9 IRS KRW R F  2.73260 BMIFT7XR7 CCPNDF / Short: SMIFT7XQ9 IRS KRW P V 03MKSDA BMIFT7XS5 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35480000000 | OU      | $-159189.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFT80W0 IRS KRW R F  2.74650 BMIFT80X8 CCPNDF / Short: SMIFT80W0 IRS KRW P V 03MKSDA BMIFT80Y6 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35480000000 | OU      | $-152499.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFTFJ46 IRS KRW R F  2.80000 BMIFTFJ53 CCPNDF / Short: SMIFTFJ46 IRS KRW P V 03MKSDA BMIFTFJ61 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16853000000 | OU      | $-60209.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFTFJA2 IRS KRW R F  2.79400 BMIFTFJB0 CCPNDF / Short: SMIFTFJA2 IRS KRW P V 03MKSDA BMIFTFJC8 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15101300000 | OU      | $-55179.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B96HKQZM5 CDS USD R V 03MEVENT Z96HKR7X0 CCPCORPORATE / Short: B96HKQZM5 CDS USD P F  1.00000 Z96HKRFZ6 CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     14498000 | OU      | $164657.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFTMUU0 IRS KRW R F  2.87950 BMIFTMUV8 CCPNDF / Short: SMIFTMUU0 IRS KRW P V 03MKSDA BMIFTMUW6 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6652400000 | OU      | $-16593.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFTXGW8 IRS KRW R F  2.85350 BMIFTXGX6 CCPNDF / Short: SMIFTXGW8 IRS KRW P V 03MKSDA BMIFTXGY4 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8870000000 | OU      | $-25252.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFTXH56 IRS KRW R F  2.84450 BMIFTXH64 CCPNDF / Short: SMIFTXH56 IRS KRW P V 03MKSDA BMIFTXH72 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6686000000 | OU      | $-19850.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU2N97 IRS KRW R F  2.80130 BMIFU2NA4 CCPNDF / Short: SMIFU2N97 IRS KRW P V 03MKSDA BMIFU2NB2 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17739300000 | OU      | $-63062.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU8792 IRS CNY R F  1.58800 BMIFU87A9 CCPNDF / Short: SMIFU8792 IRS CNY P V 00MCNRR BMIFU87B7 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    197000000 | OU      | $-57567.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFUAE73 IRS CNY R F  1.58500 BMIFUAE81 CCPNDF / Short: SMIFUAE73 IRS CNY P V 00MCNRR BMIFUAE99 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    140000000 | OU      | $-43806.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU88H3 IRS CNY R F  1.58650 BMIFU88J9 CCPNDF / Short: SMIFU88H3 IRS CNY P V 00MCNRR BMIFU88K6 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     65400000 | OU      | $-19787.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU84K0 IRS CNY R F  1.58950 BMIFU84L8 CCPNDF / Short: SMIFU84K0 IRS CNY P V 00MCNRR BMIFU84M6 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000000 | OU      | $-31007.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIFTE0K3 TRS USD R V 00MSOFR TRS RV SOFR-85BPS / Short: BMIFTE0K3 TRS USD P E TRS PV JPEIDIVR                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      4000000 | OU      | $-58335.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFVK7C7 TRS EGP R F   .00000 ACI2VDB89 BOND TRS / Short: BMIFVK7C7 TRS USD P V 00MSOFR SOFRRATE + 65BPS                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    188429436 | OU      | $229355.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XX4HP2 CDS USD R V 03MEVENT Z92XX4HQ0 CCPSOVEREIGN / Short: B92XX4HP2 CDS USD P F  1.00000 Z92XX4HR8 CCPSOVEREIGN       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      8500000 | OU      | $982729.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFWU437 IRS HUF R F  6.32600 BMIFWU445 CCPVANILLA / Short: SMIFWU437 IRS HUF P V 06MBUBOR BMIFWU452 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6111144000 | OU      | $263911.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFWUN10 IRS HUF R F  6.70400 BMIFWUN28 CCPVANILLA / Short: SMIFWUN10 IRS HUF P V 06MBUBOR BMIFWUN36 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    594546890 | OU      | $45474.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFWUK05 IRS HUF R F  6.33250 BMIFWUK13 CCPVANILLA / Short: SMIFWUK05 IRS HUF P V 06MBUBOR BMIFWUK21 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3055572000 | OU      | $134505.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFWU7E0 IRS PLN R V 06MWIBOR BMIFWU7G5 CCPVANILLA / Short: BMIFWU7E0 IRS PLN P F  3.86500 BMIFWU7F7 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30750000 | OU      | $-25426.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFWUMS2 IRS HUF R F  6.69500 BMIFWUMT0 CCPVANILLA / Short: SMIFWUMS2 IRS HUF P V 06MBUBOR BMIFWUMU7 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    594546890 | OU      | $44268.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFWUMP8 IRS PLN R V 06MWIBOR BMIFWUMR4 CCPVANILLA / Short: BMIFWUMP8 IRS PLN P F  4.27800 BMIFWUMQ6 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2777611 | OU      | $-2818.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFWUMH6 IRS PLN R V 06MWIBOR BMIFWUMK9 CCPVANILLA / Short: BMIFWUMH6 IRS PLN P F  4.26000 BMIFWUMJ2 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2777610 | OU      | $-1673.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFWUJX5 IRS PLN R V 06MWIBOR BMIFWUJZ0 CCPVANILLA / Short: BMIFWUJX5 IRS PLN P F  3.87800 BMIFWUJY3 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15375000 | OU      | $-15198.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFX0FF3 IRS PLN R V 06MWIBOR BMIFX0FH9 CCPVANILLA / Short: BMIFX0FF3 IRS PLN P F  3.90000 BMIFX0FG1 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15375000 | OU      | $-19404.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFX12S7 IRS HUF R F  6.68000 BMIFX12T5 CCPVANILLA / Short: SMIFX12S7 IRS HUF P V 06MBUBOR BMIFX12U2 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2340146090 | OU      | $166322.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFX0F63 IRS HUF R F  6.36250 BMIFX0F71 CCPVANILLA / Short: SMIFX0F63 IRS HUF P V 06MBUBOR BMIFX0F89 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2585484000 | OU      | $123770.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFX0R37 IRS PLN R V 06MWIBOR BMIFX0R52 CCPVANILLA / Short: BMIFX0R37 IRS PLN P F  4.30800 BMIFX0R45 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8198592 | OU      | $-13951.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFX12P3 IRS PLN R V 06MWIBOR BMIFX12R9 CCPVANILLA / Short: BMIFX12P3 IRS PLN P F  4.30500 BMIFX12Q1 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12447596 | OU      | $-20326.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFX0NE7 IRS PLN R V 06MWIBOR BMIFX0NG2 CCPVANILLA / Short: BMIFX0NE7 IRS PLN P F  4.30400 BMIFX0NF4 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8198591 | OU      | $-13200.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFX0R60 IRS HUF R F  6.73000 BMIFX0R78 CCPVANILLA / Short: SMIFX0R60 IRS HUF P V 06MBUBOR BMIFX0R86 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700712669 | OU      | $140055.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFX0NV9 IRS HUF R F  6.72500 BMIFX0NW7 CCPVANILLA / Short: SMIFX0NV9 IRS HUF P V 06MBUBOR BMIFX0NX5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1654747461 | OU      | $134403.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX8S21 IRS MXN R F  7.27000 BMIFX8S39 CCPOIS / Short: SMIFX8S21 IRS MXN P V 01MTIEF BMIFX8S47 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    558000000 | OU      | $146045.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX9V82 IRS MXN R F  7.30000 BMIFX9V90 CCPOIS / Short: SMIFX9V82 IRS MXN P V 01MTIEF BMIFX9VA7 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    504100000 | OU      | $147142.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX9KX9 IRS MXN R F  7.30000 BMIFX9KY7 CCPOIS / Short: SMIFX9KX9 IRS MXN P V 01MTIEF BMIFX9KZ4 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    641000000 | OU      | $186578.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFX1W62 TRS EGP R F   .00000 ACI2VDB89 BOND TRS / Short: BMIFX1W62 TRS USD P V 00MSOFR SOFRRATE+ 65BPS                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    617432862 | OU      | $733097.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | Long: BMIFYMHF2 CDS USD R F  1.00000 BMIFYMHG0 CORPORATE / Short: BMIFYMHF2 CDS USD P V 03MEVENT BMIFYMHH8 CORPORATE             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     23800000 | OU      | $18036.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYHUR2 IRS CNY R F  1.61950 BMIFYHUS0 CCPNDF / Short: SMIFYHUR2 IRS CNY P V 00MCNRR BMIFYHUT8 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    122116000 | OU      | $-16766.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFLK1 IRS CNY R F  1.62650 BMIFYFLL9 CCPNDF / Short: SMIFYFLK1 IRS CNY P V 00MCNRR BMIFYFLM7 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     59757000 | OU      | $-5336.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFNZ6 IRS CNY R F  1.62550 BMIFYFP01 CCPNDF / Short: SMIFYFNZ6 IRS CNY P V 00MCNRR BMIFYFP19 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     74900000 | OU      | $-7202.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFR09 IRS CNY R F  1.62530 BMIFYFR17 CCPNDF / Short: SMIFYFR09 IRS CNY P V 00MCNRR BMIFYFR25 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    149413000 | OU      | $-14572.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | Long: BMIFYAEJ3 TRS EGP R F   .00000 ACI2VVLL9 BOND TRS / Short: BMIFYAEJ3 TRS USD P V 00MSOFR SOFRRATE+75BPS                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | EG        |     36987538 | OU      | $35346.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFYCG81 TRS EGP R F   .00000 ACI2VVLL9 BOND TRS / Short: BMIFYCG81 TRS USD P V 00MSOFR SOFRRATE+65BPS                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    105635094 | OU      | $100770.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYPB61 IRS CNY R F  1.60450 BMIFYPB79 CCPNDF / Short: SMIFYPB61 IRS CNY P V 00MCNRR BMIFYPB87 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45014000 | OU      | $-10810.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFZ8YP1 TRS EGP R F   .00000 ACI2Y9KQ5 BOND TRS / Short: BMIFZ8YP1 TRS USD P V 00MSOFR SOFRRATE+65BPS                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    322247100 | OU      | $280765.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIFZFDV5 TRS EGP R F   .00000 ACI2W0K52 BOND TRS / Short: BMIFZFDV5 TRS USD P V 00MSOFR SOFRRATE+65BPS                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    277983619 | OU      | $243404.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIG0YX89 CDS USD R V 03MEVENT BMIG0YXA4 SOVEREIGN / Short: BMIG0YX89 CDS USD P F  5.00000 BMIG0YX97 SOVEREIGN             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |       540000 | OU      | $-18027.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BMIG1TUK5 CDS USD R V 03MEVENT BMIG1TUM1 SOVEREIGN / Short: BMIG1TUK5 CDS USD P F  5.00000 BMIG1TUL3 SOVEREIGN             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |       963000 | OU      | $-32148.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG22KA6 IRS MXN R F  7.11500 BMIG22KB4 CCPOIS / Short: SMIG22KA6 IRS MXN P V 01MTIEF BMIG22KC2 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    887000000 | OU      | $80893.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG2AVW8 IRS MXN R F  7.07750 BMIG2AVX6 CCPOIS / Short: SMIG2AVW8 IRS MXN P V 01MTIEF BMIG2AVY4 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    882000000 | OU      | $45139.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | Long: BMIG28U12 TRS EGP R F   .00000 ACI2YQPL3 BOND TRS / Short: BMIG28U12 TRS USD P V 00MSOFR SOFRRATE+75BPS                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | EG        |    586578440 | OU      | $235275.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG2HZW9 IRS MXN R F  7.03500 BMIG2HZX7 CCPOIS / Short: SMIG2HZW9 IRS MXN P V 01MTIEF BMIG2HZY5 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    136100000 | OU      | $792.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG41448 IRS USD R F  4.00000 BMIG41455 CCPOIS / Short: SMIG41448 IRS USD P V 12MSOFR BMIG41463 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15930000 | OU      | $40779.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG49706 IRS USD R F  4.00000 BMIG49714 CCPOIS / Short: SMIG49706 IRS USD P V 12MSOFR BMIG49722 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13140000 | OU      | $33191.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XX79X7 CDS USD R V 03MEVENT Z92XX79Y5 CCPSOVEREIGN / Short: B92XX79X7 CDS USD P F  1.00000 Z92XX79Z2 CCPSOVEREIGN       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     46290000 | OU      | $534747.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XWEAA1 CDS USD R V 03MEVENT Z92XWEAB9 CCPSOVEREIGN / Short: B92XWEAA1 CDS USD P F  1.00000 Z92XWEAC7 CCPSOVEREIGN       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     51000000 | OU      | $64956.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG4GQC3 IRS CNY R F  1.61700 BMIG4GQD1 CCPNDF / Short: SMIG4GQC3 IRS CNY P V 00MCNRR BMIG4GQE9 CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    123900000 | OU      | $-19136.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIG4L3F0 CDS EUR R V 03MEVENT BMIG4L3H6 CORPORATE / Short: BMIG4L3F0 CDS EUR P F   .25000 BMIG4L3G8 CORPORATE             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     38049000 | OU      | $118953.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG4TCR7 IRS BRL R F 12.97080 BMIG4TCS5 CCPNDFPREDISWAP / Short: SMIG4TCR7 IRS BRL P V 00MBRCDI BMIG4TCT3 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    127470000 | OU      | $33677.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG4TBE7 IRS BRL R F 13.02500 BMIG4TBF4 CCPNDFPREDISWAP / Short: SMIG4TBE7 IRS BRL P V 00MBRCDI BMIG4TBG2 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    135000000 | OU      | $99280.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Retail Co Ltd                                           | GS Retail Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        41442 | NS      | $636895.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1085000 | PA      | $319532.50    | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nam Long Investment Corp                                   | Nam Long Investment Corp                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       799974 | NS      | $910382.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd                                           | Asian Paints Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |        10400 | NS      | $274625.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2969000 | PA      | $868061.38    | 0.03%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    839582100 | PA      | $45382981.07  | 1.31%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                               | Mobile World Investment Corp                                                                                                     | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |       929098 | NS      | $3337293.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                        | State Bank of India                                                                                                              | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |        28300 | NS      | $331694.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                           | Samsung C&T Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |        13419 | NS      | $2797251.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE COMMUNICATION                                     | Reliance Communications Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 3358004XUDHE13A1HZ26 | Long             | DBT              | CORP              | IN        |      1800000 | PA      | $27000.00     | 0.00%             | 2020-11-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1137000 | PA      | $338257.50    | 0.01%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5736000 | PA      | $1681752.98   | 0.05%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     94000000 | PA      | $318194.40    | 0.01%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     11330000 | PA      | $5667430.47   | 0.16%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ICICI Prudential Life Insurance Co Ltd                     | ICICI Prudential Life Insurance Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 2138006W2MGOSH69C607 | Long             | EC               | CORP              | IN        |        42800 | NS      | $296435.74    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cenergy Holdings SA                                        | Cenergy Holdings SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300P50MFNOHG4U221 | Long             | EC               | CORP              | BE        |        30003 | NS      | $689247.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     23392545 | PA      | $13445909.95  | 0.39%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       961000 | PA      | $288107.80    | 0.01%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     40000000 | PA      | $119204.01    | 0.00%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     14652362 | PA      | $3997164.35   | 0.12%             | 2049-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TAJIKISTAN INT BOND                                        | Republic of Tajikistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900W1LSYUF3CYVU10 | Long             | DBT              | NUSS              | TJ        |       284000 | PA      | $286964.03    | 0.01%             | 2027-09-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                         | Bahrain Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2135000 | PA      | $-2130606.94  | -0.06%            | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                                 | HDFC Life Insurance Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |        42600 | NS      | $338825.98    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nippon Life India Asset Management Ltd                     | Nippon Life India Asset Management Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800ZQXV958RZSRU89 | Long             | EC               | CORP              | IN        |        39700 | NS      | $379318.25    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    300000000 | PA      | $1605322.41   | 0.05%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1136000 | PA      | $337086.21    | 0.01%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                               | HDFC Asset Management Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |        12500 | NS      | $342254.51    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| National Bank of Greece SA                                 | National Bank of Greece SA                                                                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       151255 | NS      | $2670321.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan SA                                                   | Titan SA                                                                                                                         | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |        11942 | NS      | $801324.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   2759100000 | PA      | $744813.22    | 0.02%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -7156000 | PA      | $-8138242.52  | -0.24%            | 2029-03-07      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2040010000 | PA      | $4344764.56   | 0.13%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4763000 | PA      | $4711763.56   | 0.14%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                       | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |        79200 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      1552000 | PA      | $1413060.30   | 0.04%             | 2029-09-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |    330800000 | PA      | $87770.23     | 0.00%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    836000000 | PA      | $2611353.37   | 0.08%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                      | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      4001000 | PA      | $3471929.13   | 0.10%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       529000 | PA      | $425504.63    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                          | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      3058000 | PA      | $2614325.54   | 0.08%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    211870000 | PA      | $2105196.24   | 0.06%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4863000 | PA      | $1436408.63   | 0.04%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    655270000 | PA      | $1304843.32   | 0.04%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                            | State of Israel                                                                                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      4718000 | PA      | $3201188.29   | 0.09%             | 2060-05-13      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                        | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       833321 | PA      | $703114.59    | 0.02%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                          | Kernel Holding SA                                                                                                                | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |       820000 | PA      | $807242.77    | 0.02%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4247000 | PA      | $3498355.84   | 0.10%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  41751300000 | PA      | $12128904.64  | 0.35%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2988000 | PA      | $3476127.52   | 0.10%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                        | Republic of Armenia International Bond                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Short            | DBT              | NUSS              | AM        |     -2972000 | PA      | $-2707291.15  | -0.08%            | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Lodha Developers Ltd                                       | Lodha Developers Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900B5QCN52ETNU557 | Long             | EC               | CORP              | IN        |        34900 | NS      | $369150.80    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       847000 | PA      | $839314.92    | 0.02%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       847000 | PA      | $702255.64    | 0.02%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    402190000 | PA      | $795786.69    | 0.02%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Guaranty Trust Holding Co PLC                              | Guaranty Trust Holding Co PLC                                                                                                    | CUSIP: 000000000<br>LEI: 0292004488G9K8Y1I649 | Long             | EC               | CORP              | NG        |      3866699 | NS      | $276090.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                       | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Short            | DBT              | NUSS              | CM        |     -2526000 | PA      | $-2632627.37  | -0.08%            | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1058000 | PA      | $1151616.96   | 0.03%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       900000 | PA      | $739040.22    | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2117000 | PA      | $2367230.80   | 0.07%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                       | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |      3600000 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| One 97 Communications Ltd                                  | One 97 Communications Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800ZRHU5J6GSTMI23 | Long             | EC               | CORP              | IN        |        28000 | NS      | $346784.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2648000 | PA      | $-2477144.10  | -0.07%            | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                          | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      1312000 | PA      | $1101606.67   | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      3050000 | PA      | $3606499.35   | 0.10%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       127000 | PA      | $138909.24    | 0.00%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -2000000 | PA      | $-2324542.21  | -0.07%            | 2032-05-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       516000 | PA      | $526286.30    | 0.02%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                         | KWG Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      1571000 | PA      | $86295.03     | 0.00%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     26957000 | PA      | $16027134.61  | 0.46%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1032000 | PA      | $1151192.51   | 0.03%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    175000000 | PA      | $31516770.94  | 0.91%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2463000 | PA      | $159626.96    | 0.00%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5032000 | PA      | $382231.84    | 0.01%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                      | Republic of Ghana Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3308000 | PA      | $211938.67    | 0.01%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -3374000 | PA      | $-3591043.04  | -0.10%            | 2035-04-18      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    673150000 | PA      | $1941244.47   | 0.06%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    618877000 | PA      | $1792386.25   | 0.05%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4241233000 | PA      | $12119856.42  | 0.35%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1439030000 | PA      | $3935953.67   | 0.11%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6602000 | PA      | $8290757.78   | 0.24%             | 2028-06-09      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    254810000 | PA      | $676064.59    | 0.02%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    396000000 | PA      | $4270532.02   | 0.12%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  14727300000 | PA      | $3871106.30   | 0.11%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3469539000 | PA      | $6390179.97   | 0.18%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  11863450000 | PA      | $38050978.79  | 1.10%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                                  | Hindustan Aeronautics Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |         5200 | NS      | $261258.39    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 112430000000 | PA      | $9536422.30   | 0.28%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    570399941 | PA      | $12325368.95  | 0.36%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1366370000 | PA      | $15334607.52  | 0.44%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    383200000 | PA      | $71244055.42  | 2.06%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4275318000 | PA      | $6595131.94   | 0.19%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                            | Athens International Airport SA                                                                                                  | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |        10013 | NS      | $134362.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1402000 | PA      | $1465790.07   | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -5500000 | PA      | $-5766856.54  | -0.17%            | 2036-02-12      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     34476000 | PA      | $63484.98     | 0.00%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3166000 | PA      | $3839316.71   | 0.11%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1360000 | PA      | $793870.42    | 0.02%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       606181 | PA      | $623916.35    | 0.02%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                     | Corp Andina de Fomento                                                                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    559000000 | PA      | $5988432.78   | 0.17%             | 2034-04-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      2600000 | PA      | $2704538.20   | 0.08%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     41020000 | PA      | $24637612.46  | 0.71%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                        | Bank of Georgia JSC                                                                                                              | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |      3777000 | PA      | $3976430.85   | 0.12%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                                | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  42080000000 | PA      | $3608535.48   | 0.10%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                     | Corp Andina de Fomento                                                                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    452000000 | PA      | $5050410.54   | 0.15%             | 2034-04-26      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    487600000 | PA      | $6315878.20   | 0.18%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    118760000 | PA      | $2812176.28   | 0.08%             | 2027-06-16      | Floating      | 38.39%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     78200000 | PA      | $970763.47    | 0.03%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       509000 | PA      | $609293.60    | 0.02%             | 2037-05-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  12500000000 | PA      | $1073368.21   | 0.03%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds                      | Zambia Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Short            | DBT              | NUSS              | ZM        |    -11061885 | PA      | $-7994660.35  | -0.23%            | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     47000000 | PA      | $15367736.85  | 0.44%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                   | National Bank of Uzbekistan                                                                                                      | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  90660000000 | PA      | $7685845.00   | 0.22%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                     | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    279942663 | PA      | $73017294.42  | 2.11%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    293600000 | PA      | $3641688.31   | 0.11%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                       | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 232110000000 | PA      | $20415002.13  | 0.59%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    876300000 | PA      | $11272235.90  | 0.33%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                       | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Short            | DBT              | NUSS              | CM        |     -2795000 | PA      | $-2801502.01  | -0.08%            | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 124869300000 | PA      | $34863167.27  | 1.01%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   3117000000 | PA      | $2441017.28   | 0.07%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     54000000 | PA      | $31556743.02  | 0.91%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1026000 | PA      | $801185.45    | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9487000 | PA      | $5997003.36   | 0.17%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1232812 | PA      | $700044.70    | 0.02%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     12036557 | PA      | $7498200.75   | 0.22%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4052906 | PA      | $2470921.87   | 0.07%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1566000 | PA      | $1556858.35   | 0.05%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4459000 | PA      | $5344002.19   | 0.15%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                    | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      7973000 | PA      | $8751719.88   | 0.25%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GHANA COCOA BOND                                           | Ghana Cocoa Bond                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      4121908 | PA      | $368729.46    | 0.01%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                                           | Ghana Cocoa Bond                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      1236908 | PA      | $113913.83    | 0.00%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2246693000 | PA      | $49020450.95  | 1.42%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    425562015 | PA      | $9791048.07   | 0.28%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1226683000 | PA      | $2070109.36   | 0.06%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     36300000 | PA      | $484511.77    | 0.01%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    571000000 | PA      | $1926476.51   | 0.06%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     85000000 | PA      | $292287.40    | 0.01%             | 2029-06-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    249000000 | PA      | $756144.21    | 0.02%             | 2032-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2231000000 | PA      | $6614305.89   | 0.19%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      4347630 | PA      | $2857126.57   | 0.08%             | 2038-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    820000000 | PA      | $2766261.39   | 0.08%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $182251.29    | 0.01%             | 2043-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $183187.91    | 0.01%             | 2042-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $184245.66    | 0.01%             | 2041-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $186788.86    | 0.01%             | 2039-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $190032.37    | 0.01%             | 2037-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $193038.72    | 0.01%             | 2036-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $185440.06    | 0.01%             | 2040-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $188312.06    | 0.01%             | 2038-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4933059000 | PA      | $5949491.28   | 0.17%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     90600000 | PA      | $1121445.59   | 0.03%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    107600000 | PA      | $1438339.55   | 0.04%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                              | MBH Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      3369000 | PA      | $4071655.02   | 0.12%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    329000000 | PA      | $1115168.62   | 0.03%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2075000 | PA      | $2655025.11   | 0.08%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3752000 | PA      | $4179187.49   | 0.12%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    247000000 | PA      | $3082470.10   | 0.09%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                          | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      3494000 | PA      | $3297352.61   | 0.10%             | 2029-02-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6476000 | PA      | $7820855.37   | 0.23%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     81000000 | PA      | $1094822.59   | 0.03%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     53950000 | PA      | $1143461.23   | 0.03%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  78000000000 | PA      | $6700850.83   | 0.19%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     31600000 | PA      | $389604.68    | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2945627000 | PA      | $4115618.91   | 0.12%             | 2033-04-04      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     77000000 | PA      | $262095.81    | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1808788000 | PA      | $2659071.92   | 0.08%             | 2031-05-10      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    979231000 | PA      | $1516286.44   | 0.04%             | 2033-08-23      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    374000000 | PA      | $1278840.74   | 0.04%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                                      | Albanian Treasury Bill                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |     95800000 | PA      | $1171926.32   | 0.03%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                     | Montenegro Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     11663000 | PA      | $14229985.61  | 0.41%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bonds                    | Romanian Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2065000 | PA      | $2620742.06   | 0.08%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    171950000 | PA      | $3550584.52   | 0.10%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    122450000 | PA      | $2523344.76   | 0.07%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4314691000 | PA      | $3109716.60   | 0.09%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5683000 | PA      | $7264559.20   | 0.21%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     87910000 | PA      | $165968.90    | 0.00%             | 2032-03-06      | Fixed         | 14.60%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1043000000 | PA      | $3525003.00   | 0.10%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                       | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  43950000000 | PA      | $3839819.69   | 0.11%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| MBH BANK NYRT                                              | MBH Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |       458000 | PA      | $577107.40    | 0.02%             | 2035-11-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                         | Bahrain Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2638000 | PA      | $-2754817.42  | -0.08%            | 2037-07-07      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     62750000 | PA      | $1257421.56   | 0.04%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1722389000 | PA      | $37922044.87  | 1.10%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   7364174000 | PA      | $20328256.80  | 0.59%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                                    | Porteast Investment Pvt Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |    510000000 | PA      | $7532337.55   | 0.22%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                         | TBC Bank Group PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  41540000000 | PA      | $3414900.09   | 0.10%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4037207000 | PA      | $7328864.88   | 0.21%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    157600000 | PA      | $3087736.88   | 0.09%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  17111900000 | PA      | $1436208.59   | 0.04%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3288706000 | PA      | $5223131.11   | 0.15%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    657741000 | PA      | $1227714.72   | 0.04%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    184000000 | PA      | $609551.28    | 0.02%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    101025000 | PA      | $1970447.05   | 0.06%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1109490000 | PA      | $748339.30    | 0.02%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    509550000 | PA      | $358579.02    | 0.01%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8815000 | PA      | $477570.71    | 0.01%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   1143225000 | PA      | $22100411.82  | 0.64%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1483264000 | PA      | $2766743.40   | 0.08%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       842417 | PA      | $23166.47     | 0.00%             | 2033-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       842417 | PA      | $18954.38     | 0.00%             | 2034-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      3113631 | PA      | $116761.16    | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       561611 | PA      | $16728.43     | 0.00%             | 2032-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1668000000 | PA      | $5415820.85   | 0.16%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5463081000 | PA      | $3923396.29   | 0.11%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  20858059000 | PA      | $15364310.55  | 0.44%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2568268000 | PA      | $1791564.58   | 0.05%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   2288850000 | PA      | $24664465.96  | 0.71%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3596777000 | PA      | $2388378.31   | 0.07%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     27593723 | PA      | $17000058.30  | 0.49%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                    | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        | 127710000000 | PA      | $10691981.54  | 0.31%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM                                      | Kazakhstan Treasury Bill - MEKKAM                                                                                                | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |   5137377900 | PA      | $9740936.86   | 0.28%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE BANK JSC                                             | State Bank JSC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MN        |      2510000 | PA      | $2520816.79   | 0.07%             | 2028-09-25      | Fixed         | 8.90%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  19433000000 | PA      | $13732097.09  | 0.40%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1442100000 | PA      | $589096.62    | 0.02%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                                | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  41010000000 | PA      | $3400287.79   | 0.10%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8170000 | PA      | $10095020.36  | 0.29%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5720000 | PA      | $7086015.06   | 0.21%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   4316000000 | PA      | $1904833.72   | 0.06%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  22938287000 | PA      | $16076640.69  | 0.47%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     18617000 | PA      | $18757763.51  | 0.54%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      6981000 | PA      | $7033519.67   | 0.20%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  15198330000 | PA      | $10522120.35  | 0.30%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Techcom Securities JSC                                     | Techcom Securities JSC                                                                                                           | CUSIP: 000000000<br>LEI: 254900HZTWFQ8DNFXG27 | Long             | EC               | CORP              | VN        |       667738 | NS      | $1454803.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                       | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      7110000 | PA      | $7391587.50   | 0.21%             | 2030-10-23      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  21793235000 | PA      | $14579433.02  | 0.42%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  25726316000 | PA      | $17745682.83  | 0.51%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    471325000 | PA      | $9568497.38   | 0.28%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    581325000 | PA      | $10624309.08  | 0.31%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  25135829000 | PA      | $16752992.70  | 0.48%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     14104000 | PA      | $726857.29    | 0.02%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8815000 | PA      | $478860.33    | 0.01%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3085000 | PA      | $167812.08    | 0.00%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17392000 | PA      | $898511.36    | 0.03%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                        | Egypt Treasury Bills                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    705225000 | PA      | $12842424.05  | 0.37%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                    | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      4550000 | PA      | $4579848.00   | 0.13%             | 2030-11-03      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEOKAM                                   | Kazakhstan Government Bond - MEOKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3045179000 | PA      | $6186734.38   | 0.18%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                                          | Congolese International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |     26059000 | PA      | $24316208.22  | 0.70%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    314025000 | PA      | $5698524.89   | 0.16%             | 2026-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    287125000 | PA      | $5779675.07   | 0.17%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                               | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1159728000 | PA      | $3151796.73   | 0.09%             | 2030-04-29      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  13392699000 | PA      | $9202756.68   | 0.27%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2463095000 | PA      | $1679401.95   | 0.05%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4772374000 | PA      | $3266560.52   | 0.09%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    312550000 | PA      | $6624444.97   | 0.19%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    343475000 | PA      | $6492519.76   | 0.19%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5691997000 | PA      | $3866038.21   | 0.11%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KWALITY WALL S INDIA LTD                                   | KWALITY WALL S INDIA LTD                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |         9800 | NS      | $4069.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     26445000 | PA      | $1365296.25   | 0.04%             | 2040-11-24      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     23801000 | PA      | $1223442.76   | 0.04%             | 2032-11-24      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     20274000 | PA      | $1049620.91   | 0.03%             | 2030-11-24      | Fixed         | 16.49%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     28208000 | PA      | $1457622.10   | 0.04%             | 2035-11-24      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8815000 | PA      | $453891.62    | 0.01%             | 2028-11-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       592782 | PA      | $9632.71      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      2198277 | PA      | $32974.16     | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      2686783 | PA      | $22622.71     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       557875 | PA      | $5578.75      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                            | Piraeus Bank SA                                                                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |       227337 | NS      | $2293222.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank SA                                                | Eurobank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |       532767 | NS      | $2603619.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1972538000 | PA      | $1305022.98   | 0.04%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2205476 | PA      | $540076.96    | 0.02%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2984834 | PA      | $506436.78    | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     18071000 | PA      | $933308.76    | 0.03%             | 2035-12-22      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17975000 | PA      | $931810.76    | 0.03%             | 2032-12-22      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     16699910 | PA      | $13333494.88  | 0.39%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7934000 | PA      | $507395.66    | 0.01%             | 2034-11-25      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    235000000 | PA      | $4542934.92   | 0.13%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4029556000 | PA      | $2646538.30   | 0.08%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    324650000 | PA      | $5954541.17   | 0.17%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    324650000 | PA      | $6620717.64   | 0.19%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDSHININVESTBK (DILIJAN                                   | Ardshinbank CJSC Via Dilijan Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |      1362000 | PA      | $1376130.23   | 0.04%             | 2031-01-22      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4011186000 | PA      | $2559685.15   | 0.07%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4011186000 | PA      | $2616300.06   | 0.08%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      3800000 | PA      | $3912582.30   | 0.11%             | 2029-07-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                                        | Georgia Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      9430000 | PA      | $9305790.59   | 0.27%             | 2031-01-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17631000 | PA      | $901049.08    | 0.03%             | 2031-01-26      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     38788000 | PA      | $1982345.25   | 0.06%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17631000 | PA      | $901482.29    | 0.03%             | 2041-01-26      | Fixed         | 18.79%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     21157000 | PA      | $1081266.65   | 0.03%             | 2033-01-26      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                                      | Albanian Treasury Bill                                                                                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    267980000 | PA      | $3177337.57   | 0.09%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  17160564000 | PA      | $10403536.25  | 0.30%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | STOXX EUROPE 600 MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1442 | NC      | $-1289265.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUN26P 60                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          445 | NC      | $836600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                | GOLD 100 OZ FUTR APR26                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           72 | NC      | $-2674604.89  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX BANK MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1271 | NC      | $-1351401.55  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BOBL FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -191 | NC      | $-2264.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -474 | NC      | $196649.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUXL 30Y BND MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -16 | NC      | $36034.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -29 | NC      | $33669.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -653 | NC      | $501517.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          294 | NC      | $-868370.93   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -887 | NC      | $440822.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -17 | NC      | $7003.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -11 | NC      | $-859.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE DEC26P 60                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          208 | NC      | $936000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUN26P 42                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          206 | NC      | $32960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUN26P 50                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          688 | NC      | $254560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE DEC26P 50                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          114 | NC      | $186960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE DEC26P 55                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          567 | NC      | $1581930.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE DEC26P 58                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          136 | NC      | $508640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                             | JPN 10Y BOND(OSE) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           -1 | NC      | $12470.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                        | OMXS30 IND FUTURE FEB26                                                                                                          | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         1011 | NC      | $660516.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                    | BMIG0DQR1                                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     44900000 | OU      | $229977.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | BMIG0FBN1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     56025000 | OU      | $286960.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIG48L44 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DIR              |  | US        |     60632000 | NC      | $919181.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                                                | Cencosud SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |       267000 | NS      | $893454.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenith Bank PLC                                            | Zenith Bank PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 029200268F8M5YI5I629 | Long             | EC               | CORP              | NG        |     11224146 | NS      | $578669.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                                       | UltraTech Cement Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |         2500 | NS      | $345530.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                              | Tata Consultancy Services Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |        42400 | NS      | $1441942.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                                           | GS Holdings Corp                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         6660 | NS      | $317221.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Bank PLC                                          | Fidelity Bank PLC                                                                                                                | CUSIP: 000000000<br>LEI: 029200298A5K5WI0F567 | Long             | EC               | CORP              | NG        |      1982801 | NS      | $26598.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |        42300 | NS      | $1100259.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Investments Corp                                        | SM Investments Corp                                                                                                              | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |        93640 | NS      | $1112955.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                           | Raiffeisen Bank International AG                                                                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |        22000 | NS      | $1108920.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                                 | Ayala Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |        47840 | NS      | $411103.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambuja Cements Ltd                                         | Ambuja Cements Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 335800NT6LQHR1428E20 | Long             | EC               | CORP              | IN        |        62300 | NS      | $346315.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                    | ITC Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       100700 | NS      | $352997.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                   | Hana Financial Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        17324 | NS      | $1203707.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                              | Samsung Life Insurance Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |         8697 | NS      | $1132397.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemadept Corp                                              | Gemadept Corp                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       470000 | NS      | $1243505.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KIDO Group Corp                                            | KIDO Group Corp                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        13562 | NS      | $26119.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Refrigeration Electrical Engineering Corp                  | Refrigeration Electrical Engineering Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       380599 | NS      | $975654.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Dairy Products JSC                                 | Vietnam Dairy Products JSC                                                                                                       | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |       737081 | NS      | $2013191.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                                  | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |       582390 | NS      | $17029.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Thuong Tin Commercial JSB                           | Saigon Thuong Tin Commercial JSB                                                                                                 | CUSIP: 000000000<br>LEI: 549300Y3VZJ8PV4GR334 | Long             | EC               | CORP              | VN        |       456800 | NS      | $1111059.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Binh Minh Plastics JSC                                     | Binh Minh Plastics JSC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        37000 | NS      | $232872.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Commercial Bank JSC                                   | Asia Commercial Bank JSC                                                                                                         | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |      1090900 | NS      | $1016008.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT Corp                                                   | FPT Corp                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       713377 | NS      | $2872460.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Icelandair Group HF                                        | Icelandair Group HF                                                                                                              | CUSIP: 000000000<br>LEI: 549300UMI5MBLZSXGL15 | Long             | EC               | CORP              | IS        |     54957023 | NS      | $359068.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transnational Corp of Nigeria PLC                          | Transnational Corp of Nigeria PLC                                                                                                | CUSIP: 000000000<br>LEI: 029200663B7M4CD1H644 | Long             | EC               | CORP              | NG        |       213337 | NS      | $7051.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSI Securities Corp                                        | SSI Securities Corp                                                                                                              | CUSIP: 000000000<br>LEI: 213800IF2RICE613K743 | Long             | EC               | CORP              | VN        |      1604400 | NS      | $1932279.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                       | Eurohold Bulgaria AD                                                                                                             | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |      5122901 | NS      | $6741403.56   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Marico Ltd                                                 | Marico Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 3358003SFDQFGJPC5O84 | Long             | EC               | CORP              | IN        |        43100 | NS      | $342631.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ideal Holdings SA                                          | Ideal Holdings SA                                                                                                                | CUSIP: 000000000<br>LEI: 2138005HALN2BC9VUD41 | Long             | EC               | CORP              | GR        |        22813 | NS      | $167631.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Healthcare Ltd                                      | Fortis Healthcare Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 3358001Q5ZJC4M83WH02 | Long             | EC               | CORP              | IN        |        37800 | NS      | $350363.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DLF Ltd                                                    | DLF Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |        53900 | NS      | $373211.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     23000000 | PA      | $7203415.36   | 0.21%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    100000000 | PA      | $619525.59    | 0.02%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corp                                        | CJ CheilJedang Corp                                                                                                              | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |         1064 | NS      | $157351.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vingroup JSC                                               | Vingroup JSC                                                                                                                     | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | EC               | CORP              | VN        |       443476 | NS      | $2414700.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                         | Hoa Phat Group JSC                                                                                                               | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |       843750 | NS      | $871987.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinh Bac City Development Holding Corp                     | Kinh Bac City Development Holding Corp                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       748800 | NS      | $1012109.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinh Hoan Corp                                             | Vinh Hoan Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       348300 | NS      | $867776.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                     | KB Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        19987 | NS      | $1870766.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                | Khang Dien House Trading and Investment JSC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       667456 | NS      | $707761.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Joint Stock Commercial Bank for Industry and Trade | Vietnam Joint Stock Commercial Bank for Industry and Trade                                                                       | CUSIP: 000000000<br>LEI: 213800LHW17DHRGTI512 | Long             | EC               | CORP              | VN        |       423929 | NS      | $634623.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                        | Muthoot Finance Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |         7700 | NS      | $320866.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oberoi Realty Ltd                                          | Oberoi Realty Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800TCKG1XQXN51L44 | Long             | EC               | CORP              | IN        |        22200 | NS      | $360311.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp                      | Phat Dat Real Estate Development Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       458136 | NS      | $315766.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc                                 | Meritz Financial Group Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         8257 | NS      | $667621.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Masan Group Corp                                           | Masan Group Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |       287600 | NS      | $932078.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coteccons Construction JSC                                 | Coteccons Construction JSC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       254100 | NS      | $753309.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                            | BDO Unibank Inc                                                                                                                  | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |       422827 | NS      | $969092.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eimskipafelag Islands hf                                   | Eimskipafelag Islands hf                                                                                                         | CUSIP: 000000000<br>LEI: 549300IUR8Q7Y44KBL02 | Long             | EC               | CORP              | IS        |       220734 | NS      | $469428.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                      | Bank for Foreign Trade of Vietnam JSC                                                                                            | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |       390958 | NS      | $1064345.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phu Nhuan Jewelry JSC                                      | Phu Nhuan Jewelry JSC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       292140 | NS      | $1507928.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Military Commercial Joint Stock Bank                       | Military Commercial Joint Stock Bank                                                                                             | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |      1471877 | NS      | $1547799.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagar hf                                                   | Hagar hf                                                                                                                         | CUSIP: 000000000<br>LEI: 635400TICHH43JJTNP54 | Long             | EC               | CORP              | IS        |      1767490 | NS      | $1805199.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimar HF                                                  | Heimar HF                                                                                                                        | CUSIP: 000000000<br>LEI: 9676000V0KP4AUXNSZ66 | Long             | EC               | CORP              | IS        |      2553766 | NS      | $767750.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroVietnam Gas JSC                                       | PetroVietnam Gas JSC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       402400 | NS      | $1815162.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| First HoldCo Plc                                           | First HoldCo Plc                                                                                                                 | CUSIP: 000000000<br>LEI: 029200370B2O2ZA1C754 | Long             | EC               | CORP              | NG        |     15062000 | NS      | $488528.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                                | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |      6007500 | PA      | $7323223.49   | 0.21%             | 2028-11-24      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche C Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       692368 | PA      | $699291.91    | 0.02%             | 2027-05-28      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche A Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       588302 | PA      | $594185.38    | 0.02%             | 2027-05-28      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche B Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       698611 | PA      | $705596.67    | 0.02%             | 2027-05-28      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Term Loan                                                                               | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |      1734408 | PA      | $1739957.95   | 0.05%             | 2032-05-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                                | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |     23265592 | PA      | $23265592.16  | 0.67%             | 2032-04-26      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA TERM LOAN                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     11792400 | PA      | $11839569.60  | 0.34%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA 1st Lien Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |      8087600 | PA      | $8119950.40   | 0.24%             | 2030-07-08      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Saigon Beer Alcohol Beverage Corp                          | Saigon Beer Alcohol Beverage Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       454900 | NS      | $877302.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                | Vietnam Prosperity JSC Bank                                                                                                      | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |       562500 | NS      | $608212.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                                        | Georgia Capital PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |       133952 | NS      | $6193935.95   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       516000 | PA      | $432949.17    | 0.01%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kvika banki hf                                             | Kvika banki hf                                                                                                                   | CUSIP: 000000000<br>LEI: 254900WR3I1Z9NPC7D84 | Long             | EC               | CORP              | IS        |      6468924 | NS      | $986203.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                                     | FPT DIGITAL RETAIL JSC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       181125 | NS      | $1184635.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IDICO Corp JSC                                             | IDICO Corp JSC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       161460 | NS      | $298569.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Technological & Commercial Joint Stock Bank        | Vietnam Technological & Commercial Joint Stock Bank                                                                              | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      1180800 | NS      | $1749824.36   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Arion Banki HF                                             | Arion Banki HF                                                                                                                   | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |      1881577 | NS      | $3071943.80   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Woori Financial Group Inc                                  | Woori Financial Group Inc                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        45289 | NS      | $947394.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     22984000 | PA      | $35471.51     | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4212153000 | PA      | $6673638.86   | 0.19%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                  | Nova Ljubljanska Banka dd                                                                                                        | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       115472 | NS      | $5027947.38   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Times China Holdings Ltd                                   | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |      1518847 | NS      | $18185.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Festi hf                                                   | Festi hf                                                                                                                         | CUSIP: 000000000<br>LEI: 5493005OLOCYXGTC7E83 | Long             | EC               | CORP              | IS        |       378876 | NS      | $1078792.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank for Investment and Development of Vietnam JSC         | Bank for Investment and Development of Vietnam JSC                                                                               | CUSIP: 000000000<br>LEI: 254900FSO240QVE6NR86 | Long             | EC               | CORP              | VN        |       835200 | NS      | $1736920.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                              | HDFC Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |        35500 | NS      | $358950.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Optima bank SA                                             | Optima bank SA                                                                                                                   | CUSIP: 000000000<br>LEI: 2138008NSD1X1XFUK750 | Long             | EC               | CORP              | GR        |        77763 | NS      | $798107.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd                                     | Persistent Systems Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |        21400 | NS      | $1407109.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sjova-Almennar Tryggingar hf                               | Sjova-Almennar Tryggingar hf                                                                                                     | CUSIP: 000000000<br>LEI: 213800R3IXBON2LBEI63 | Long             | EC               | CORP              | IS        |       191700 | NS      | $69519.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Healthcare Institute Ltd                               | Max Healthcare Institute Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3358005LALYV4GZOYF67 | Long             | EC               | CORP              | IN        |        30900 | NS      | $321766.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Islandsbanki HF                                            | Islandsbanki HF                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | EC               | CORP              | IS        |      2648039 | NS      | $3133192.39   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      4284000 | PA      | $4695215.16   | 0.14%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                | Bank of Cyprus Holdings PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      1975000 | NS      | $21790987.61  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings Plc                                      | Wizz Air Holdings Plc                                                                                                            | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | JE        |        57307 | NS      | $1111490.38   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VP Bank Securities Ltd Co                                  | VP Bank Securities Ltd Co                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       637390 | NS      | $680714.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olgerdin Egill Skallagrims HF                              | Olgerdin Egill Skallagrims HF                                                                                                    | CUSIP: 000000000<br>LEI: 5493003YDW5CUGC5PS30 | Long             | EC               | CORP              | IS        |      3273323 | NS      | $469828.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duc Giang Chemicals JSC                                    | Duc Giang Chemicals JSC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        73500 | NS      | $194211.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alvotech SA                                                | Alvotech SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |       159503 | NS      | $834794.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cuckoo Holdings Co Ltd                                     | Cuckoo Holdings Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        30489 | NS      | $573978.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp                                             | JBT Marel Corp                                                                                                                   | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |         1429 | NS      | $222723.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                             | Tata Steel Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |       144200 | NS      | $300996.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     75898802 | PA      | $4628870.40   | 0.13%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd                                        | Varun Beverages Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 33580058NWEMWBDNMD48 | Long             | EC               | CORP              | IN        |        56600 | NS      | $289923.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaldalon hf                                                | Kaldalon hf                                                                                                                      | CUSIP: 000000000<br>LEI: 254900A1SVOQEMA2WP49 | Long             | EC               | CORP              | IS        |       304700 | NS      | $67184.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCO GROUP SA                                            | QUALCO GROUP SA                                                                                                                  | CUSIP: 000000000<br>LEI: 213800VCK5R9CA1YO339 | Long             | EC               | CORP              | GR        |        52437 | NS      | $375641.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oculis Holding AG                                          | Oculis Holding AG                                                                                                                | CUSIP: 000000000<br>LEI: 5067005370C2KK324336 | Long             | EC               | CORP              | CH        |        26940 | NS      | $768385.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    470600000 | PA      | $4930199.75   | 0.14%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                             | ICICI Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        22400 | NS      | $330234.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                              | Alpha Bank SA                                                                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |       475881 | NS      | $2278023.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Metlen Energy & Metals PLC                                 | Metlen Energy & Metals PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZSR3HVKMMPVG86 | Long             | EC               | CORP              | GB        |        26650 | NS      | $1453510.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amaroq Ltd                                                 | Amaroq Ltd                                                                                                                       | CUSIP: 02311U103<br>LEI: 213800Q21S5JQ6WKCE70 | Long             | EC               | CORP              | CA        |       517800 | NS      | $973507.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reitir fasteignafelag hf                                   | Reitir fasteignafelag hf                                                                                                         | CUSIP: 000000000<br>LEI: 967600GFEYNJK2W4G048 | Long             | EC               |  | IS        |       875641 | NS      | $914380.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eik fasteignafelag hf                                      | Eik fasteignafelag hf                                                                                                            | CUSIP: 000000000<br>LEI: 2138005WRSDC4DI3BJ43 | Long             | EC               | CORP              | IS        |      3253209 | NS      | $367733.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Chile SA                                              | Enel Chile SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300YM5CWCAUVOPB53 | Long             | EC               | CORP              | CL        |      5964000 | NS      | $505639.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siminn HF                                                  | Siminn HF                                                                                                                        | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |      3639484 | NS      | $463481.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1830350000 | PA      | $119529816.59 | 3.46%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2340000 | PA      | $2503538.41   | 0.07%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                                  | SBI Life Insurance Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |        13700 | NS      | $298009.56    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JSW Steel Ltd                                              | JSW Steel Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |        26800 | NS      | $352276.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcos Dorados Holdings Inc                                 | Arcos Dorados Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |        29500 | NS      | $241310.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyivstar Group Ltd                                         | Kyivstar Group Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        67800 | NS      | $769530.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                  | Liberty Latin America Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       564900 | NS      | $4394922.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithium Argentina AG                                       | Lithium Argentina AG                                                                                                             | CUSIP: 000000000<br>LEI: 25490091H0GF6CS01G98 | Long             | EC               | CORP              | CH        |        27800 | NS      | $187094.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecoagro SA                                               | Adecoagro SA                                                                                                                     | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |         7000 | NS      | $62020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp America Airports SA                                   | Corp America Airports SA                                                                                                         | CUSIP: 000000000<br>LEI: 959800AWF26KMY2SXF71 | Long             | EC               | CORP              | LU        |         7000 | NS      | $207480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jordan Government International Bonds                      | Jordan Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      1033000 | PA      | $1023815.67   | 0.03%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -4017000 | PA      | $-3451066.72  | -0.10%            | 2044-09-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2946000 | PA      | $871367.88    | 0.03%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3481000 | PA      | $1022413.21   | 0.03%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13319000 | PA      | $3902633.49   | 0.11%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1763000 | PA      | $519897.68    | 0.02%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       568000 | PA      | $167571.50    | 0.00%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1549000 | PA      | $454666.35    | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1478000 | PA      | $436728.31    | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1414000 | PA      | $412463.80    | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     15473000 | PA      | $4552543.43   | 0.13%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      9701000 | PA      | $2877927.76   | 0.08%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       520000 | PA      | $155350.00    | 0.00%             | 2049-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       330000 | PA      | $97032.38     | 0.00%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     11852000 | PA      | $3473228.60   | 0.10%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2192000 | PA      | $643173.35    | 0.02%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4802000 | PA      | $1403084.38   | 0.04%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0PTL1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     15600000 | OU      | $37658.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0VS88 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8400000 | OU      | $20277.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID18J62 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8000000 | OU      | $19424.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF6CSE6 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1518000 | OU      | $-281789.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF5XQR4 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1897000 | OU      | $-350624.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BMIFA84P1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    -18200000 | OU      | $-18.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFA1NW0 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      9400000 | OU      | $9.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFA1P73 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -9400000 | OU      | $-78649.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFA1NZ3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -9400000 | OU      | $-9.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFAELS3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -7720000 | OU      | $-7.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFAG382 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -7500000 | OU      | $-67297.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFAG366 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -7500000 | OU      | $-7.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFAG358 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      7500000 | OU      | $7.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BMIFANGZ3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -18900000 | OU      | $-172897.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BMIFANGV2 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -18900000 | OU      | $-18.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BMIFANGR1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |     18900000 | OU      | $18.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFANN77 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -3700000 | OU      | $-33847.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFANN69 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -3700000 | OU      | $-3.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIFANN51 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      3700000 | OU      | $3.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFANX01 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      4000000 | OU      | $4.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFANX84 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -4000000 | OU      | $-4.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFANXD3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -4000000 | OU      | $-36592.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIFCHAD9 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      7200000 | OU      | $7.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIFCHAF4 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -7200000 | OU      | $-7.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIFCHAH0 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -7200000 | OU      | $-75398.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFD1077 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      1010000 | OU      | $5.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFD1085 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -1010000 | OU      | $-1.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFD10B8 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -1010000 | OU      | $-11132.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIFNJ4Z1 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     11298000 | OU      | $8676.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIFNJ4N8 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     11298000 | OU      | $9445.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFP3T95 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      4915000 | OU      | $3268.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFP3VL5 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -4915000 | OU      | $-185728.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFP3TA2 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      4915000 | OU      | $185728.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | BMIFPCES9 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     11300000 | OU      | $6904.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIFTLQC7 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     13972000 | OU      | $3995.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIFTTJC8 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     16198000 | OU      | $7467.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BMIFUGKK4 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     26000000 | OU      | $278408.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIFUR5L5 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     11877000 | OU      | $129138.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIFVBPS2 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      6200000 | OU      | $69247.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIG0V3N5 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     49300000 | OU      | $252514.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BMIG2FLA6 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |      7300000 | OU      | $39587.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIG410V2 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     47968000 | NC      | $687813.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BMIG3Z3J2 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    144334000 | OU      | $435585.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIG401D3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     86528000 | OU      | $426981.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIG49EG3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     96223000 | OU      | $333505.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIG48252 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     70472000 | OU      | $349673.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIG4UWV3 EATON VANCE                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      4245000 | OU      | $13919.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                           | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      1741120 | PA      | $13058.40     | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                           | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      3667223 | PA      | $27504.17     | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4366800 | PA      | $1681654.68   | 0.05%             | 2049-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1117300 | PA      | $455411.48    | 0.01%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4853300 | PA      | $2172337.08   | 0.06%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3075000 | PA      | $1360995.00   | 0.04%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1483200 | PA      | $660172.32    | 0.02%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bolivia Government International Bonds                     | Bolivia Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |       468000 | PA      | $443865.24    | 0.01%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                   | Generacion Mediterranea SA / Central Termica Roca SA                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       216000 | PA      | $161947.67    | 0.00%             | 2031-11-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  20133000000 | PA      | $2952112.72   | 0.09%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     10920700 | PA      | $3194304.75   | 0.09%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     10124700 | PA      | $3918258.90   | 0.11%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5906469 | PA      | $2126328.84   | 0.06%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      7582400 | PA      | $2824444.00   | 0.08%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      4905374 | PA      | $1483875.64   | 0.04%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      8096790 | PA      | $2473569.35   | 0.07%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                             | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      2254000 | PA      | $2358247.50   | 0.07%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1239000 | PA      | $529796.40    | 0.02%             | 2018-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3504000 | PA      | $1209230.40   | 0.03%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3746000 | PA      | $1236554.60   | 0.04%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela Government International Bonds                   | Venezuela Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       500000 | PA      | $192550.00    | 0.01%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3355300 | PA      | $1174690.53   | 0.03%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      9890400 | PA      | $3660437.04   | 0.11%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5195000 | PA      | $1909682.00   | 0.06%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    114101198 | PA      | $6979731.13   | 0.20%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                      | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      6436000 | PA      | $5743608.81   | 0.17%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                    | Ethiopia International Bond                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     24357000 | PA      | $25840341.30  | 0.75%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Senegal Government International Bonds                     | Senegal Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Short            | DBT              | NUSS              | SN        |     -9103000 | PA      | $-5287223.67  | -0.15%            | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Senegal Government International Bonds                     | Senegal Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Short            | DBT              | NUSS              | SN        |     -8194000 | PA      | $-4447718.20  | -0.13%            | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       400000 | PA      | $431065.51    | 0.01%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      4200000 | PA      | $4375308.63   | 0.13%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds                 | Republic of Azerbaijan International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Short            | DBT              | NUSS              | AZ        |     -5883000 | PA      | $-5484088.95  | -0.16%            | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -4548000 | PA      | $-4117011.28  | -0.12%            | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -3382000 | PA      | $-3677741.80  | -0.11%            | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Global Macro Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer