# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001410368-26-034152
**Filing Date:** 2026-3
**Character Count:** 320727
**Document Hash:** 9c841132ea7849bddb81c2f7c0ee0238
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034152.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034152

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04015
- **FILM NUMBER:** 26818223

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

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

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

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

## Series and Classes Contracts Data

### Eaton Vance Global Macro Absolute Return Fund (Series ID: S000017966)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000049802 | Eaton Vance Global Macro Absolute Return Fund Class A  | EAGMX           |
| C000049803 | Eaton Vance Global Macro Absolute Return Fund Class I  | EIGMX           |
| C000081636 | Eaton Vance Global Macro Absolute Return Fund Class C  | ECGMX           |
| C000089783 | Eaton Vance Global Macro Absolute Return Fund Class R  | ERGMX           |
| C000191155 | Eaton Vance Global Macro Absolute Return Fund Class R6 | EGMSX           |

## Nport-Ex

Eaton Vance<br>

Global Macro Absolute Return Fund

January 31, 2026 (Unaudited)

------

Eaton Vance Global Macro Absolute Return Fund (the Fund), a non-diversified series of Eaton Vance Mutual Funds Trust, invests its assets in Global Macro Portfolio (the Portfolio) and owns a pro rata interest in the Portfolio's net assets. At January 31, 2026, the value of the Fund's investment in the Portfolio was $3,454,346,242 and the Fund owned approximately 100% of the Portfolio's outstanding interests. The Portfolio's Consolidated Portfolio of Investments is set forth below.

------

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

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| | | |
|:---|:---|:---|
| **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 |

---

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Global Macro Portfolio<br>

January 31, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

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| | | |
|:---|:---|:---|
| **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 |

---

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| | | |
|:---|:---|:---|
| **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%

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| | | | |
|:---|:---|:---|:---|
| **<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) |

---

------

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

------

---

| | |
|:---|:---|
| 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.

------

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:** Eaton Vance Mutual Funds Trust

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

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

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

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

  - **Street Address 1:** One Post Office Square

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Eaton Vance Global Macro Absolute Return Fund

- **b. EDGAR series identifier (if any):** S000017966

- **c. LEI of Series:** 549300ME57K8CSQBY128

**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:** $3455023246.91

**Total Liabilities:** $520744.44

**Net Assets:** $3454502502.47

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049802 | 0.99%                | 1.19%                | 2.51%                |
| Class ID C000049803 | 1.02%                | 1.22%                | 2.44%                |
| Class ID C000081636 | 0.93%                | 1.23%                | 2.36%                |
| Class ID C000089783 | 0.97%                | 1.28%                | 2.34%                |
| Class ID C000191155 | 1.02%                | 1.23%                | 2.46%                |

**Monthly Gains & Losses**

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

### Schedule of Portfolio Investments

| Name                   | Title                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Global Macro Portfolio | Global Macro Portfolio | CUSIP: 000000000<br>LEI: XY6HWOQF1NBIQHYB7D92 | Long             | EC               | RF                | US        | 363304232 | NS      | $3455023246.91 | 100.02%           |  |  |  | No            | N/A                | On Loan: No      |

### Signature

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

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer